Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BCAUY (Brilliance China Automotive Holdings Limited) | NA | -45.63% | -13.91% | -17.93% | -5.67% | NA | NA | -4.83% |
Data as of 01/12/2022, AR inception is 06/22/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BCAUY (Brilliance China Automotive Holdings Limited) | 06/22/2011 | 01/12/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.31 | -45.63 | -13.91 | -17.93 | -5.67 | NA | NA | -4.83 | -4.37 | -46.26 | -14.68 | 43.70 | -72.50 | 91.14 | 9.20 | -21.00 | -6.42 | 41.96 | 19.31 | 9.34 |
| Sharpe Ratio | NA | -0.42 | -0.24 | -0.31 | -0.14 | NA | NA | -0.12 | -1.34 | -0.43 | -0.22 | 0.99 | -1.27 | 2.38 | 0.19 | -0.41 | -0.20 | 1.22 | 0.61 | 0.23 |
| Standard Deviation(%) | NA | 108.68 | 78.06 | 68.21 | 56.14 | NA | NA | 57.40 | 56.19 | 108.75 | 68.26 | 42.65 | 58.16 | 38.26 | 48.22 | 51.91 | 32.10 | 34.43 | 31.78 | 79.08 |
| Draw Down(%) | NA | 72.82 | 77.33 | 90.76 | 90.76 | NA | NA | 90.76 | 8.35 | 72.82 | 43.40 | 27.87 | 74.72 | 22.31 | 40.79 | 52.07 | 23.49 | 22.69 | 20.00 | 49.19 |
| Yield(%) | 0.00 | 0.00 | 5.87 | 2.41 | 2.38 | 1.73 | 1.30 | 2.60 | 0.00 | 0.00 | 3.62 | 14.84 | 0.52 | 1.01 | 1.20 | 0.90 | 1.53 | 0.90 | 0.00 | 0.00 |
Data as of 01/12/2022, AR inception is 06/22/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BCAUY (Brilliance China Automotive Holdings Limited) |
-34.03%
Aug 2018 - Aug 2021 |
-20.06%
Oct 2016 - Oct 2021 |
-8.97%
Oct 2011 - Oct 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BCAUY (Brilliance China Automotive Holdings Limited) |
25.91%
Sep 2011 - Sep 2014 |
24.05%
Aug 2012 - Aug 2017 |
-3.95%
Jul 2011 - Jul 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart