Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ACH (Aluminum Corp of China Ltd ADR) | NA | -49.90% | -3.26% | -17.83% | -4.34% | -13.20% | 5.51% | … | … |
Data as of 11/03/2022, Common starting date is 12/11/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACH (Aluminum Corp of China Ltd ADR) | 12/11/2001 | 11/03/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.11 | -49.90 | -3.26 | -17.83 | -4.34 | -13.20 | 5.51 | … | … | -47.71 | 58.18 | -0.12 | 11.13 | -56.39 | 75.61 | 23.91 | -28.47 | 32.41 | -26.95 | 10.28 | -52.61 | -16.37 | 101.70 | -73.32 | 115.49 | 23.13 | 30.38 | -23.96 | 436.96 | -17.96 | -4.32 |
| Sharpe Ratio | NA | -0.78 | -0.03 | -0.34 | -0.10 | NA | NA | … | … | -0.82 | 0.93 | -0.01 | -0.34 | -1.68 | 1.27 | -0.28 | -0.86 | 0.41 | -1.24 | -0.21 | -1.36 | -0.80 | 1.22 | -1.01 | 1.39 | 0.02 | 0.29 | -0.77 | 7.34 | -0.86 | -6.18 |
| Standard Deviation(%) | NA | 65.36 | 60.68 | 54.08 | 48.22 | NA | NA | … | … | 66.76 | 62.52 | 56.81 | 36.05 | 46.50 | 44.68 | 36.27 | 54.35 | 34.16 | 36.66 | 39.02 | 52.39 | 43.93 | 67.98 | 92.03 | 67.61 | 41.47 | 31.75 | 56.34 | 56.87 | 44.12 | 30.34 |
| Draw Down(%) | NA | 63.41 | 70.46 | 76.08 | 80.13 | NA | NA | … | … | 63.41 | 49.23 | 48.05 | 36.81 | 61.33 | 35.35 | 23.27 | 59.34 | 19.15 | 44.50 | 33.04 | 59.97 | 45.78 | 37.42 | 85.97 | 44.67 | 43.55 | 24.58 | 53.47 | 17.19 | 61.32 | 6.68 |
| Yield(%) | 0.00 | 0.84 | 0.50 | 0.13 | 0.11 | 0.06 | 6.15 | … | … | 0.85 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.19 | 0.00 | 0.00 | 0.78 | 3.49 | 6.32 | 3.63 | 1.45 | 3.78 | 1.16 | 0.00 |
Data as of 11/03/2022, Common starting date is 12/11/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACH (Aluminum Corp of China Ltd ADR) |
-38.33%
Sep 2017 – Sep 2020 |
-31.94%
Aug 2007 – Aug 2012 |
-15.10%
Mar 2010 – Mar 2020 |
-14.37%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACH (Aluminum Corp of China Ltd ADR) |
90.71%
Sep 2002 – Sep 2005 |
101.77%
Sep 2002 – Sep 2007 |
17.27%
Sep 2002 – Sep 2012 |
17.17%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart