Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CEA (China Eastern Airlines Ltd) | NA | 18.29% | 5.69% | -10.45% | 0.22% | -1.09% | 6.50% | … | … |
Data as of 04/06/2023, Common starting date is 02/04/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CEA (China Eastern Airlines Ltd) | 02/04/1997 | 04/06/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.01 | 18.29 | 5.69 | -10.45 | 0.22 | -1.09 | 6.50 | … | … | -0.99 | 9.08 | -13.99 | -19.94 | -0.04 | -24.24 | 61.70 | -20.58 | 16.09 | 25.99 | -4.28 | 13.18 | -30.13 | 44.76 | 129.54 | -84.33 | 348.39 | 39.53 | -30.37 | 29.97 | 33.51 | 8.39 | -21.51 | 35.00 | 80.00 | -61.39 | -21.99 |
| Sharpe Ratio | NA | 0.42 | 0.13 | -0.28 | 0.00 | NA | NA | … | … | -0.27 | 0.20 | -0.47 | -0.41 | -0.57 | -0.98 | 1.32 | -1.43 | -0.04 | 0.22 | -0.62 | -0.14 | -0.81 | 0.49 | 1.63 | -1.00 | 3.57 | 0.49 | -1.95 | 0.26 | 0.35 | -0.32 | -0.83 | 0.20 | 1.21 | -0.92 | -0.39 |
| Standard Deviation(%) | NA | 37.31 | 37.02 | 40.56 | 42.36 | NA | NA | … | … | 34.57 | 39.17 | 29.67 | 48.86 | 41.19 | 46.56 | 32.28 | 38.17 | 65.56 | 34.27 | 37.04 | 39.14 | 59.82 | 53.07 | 68.08 | 103.37 | 92.09 | 35.06 | 26.40 | 39.68 | 41.03 | 35.63 | 52.17 | 59.56 | 63.58 | 70.01 | 69.59 |
| Draw Down(%) | NA | 15.63 | 39.24 | 62.95 | 66.24 | NA | NA | … | … | 12.68 | 26.02 | 33.62 | 43.26 | 44.87 | 42.99 | 20.80 | 30.24 | 52.95 | 23.93 | 37.64 | 29.43 | 49.19 | 32.68 | 24.97 | 91.60 | 46.05 | 28.12 | 43.35 | 27.91 | 33.19 | 40.54 | 50.70 | 45.00 | 31.91 | 72.52 | 59.24 |
| Yield(%) | 0.00 | 0.00 | 0.68 | 0.42 | 0.72 | 0.40 | 1.40 | … | … | 0.00 | 0.00 | 0.00 | 1.24 | 0.00 | 1.11 | 1.54 | 1.45 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.20 | 0.00 | 0.00 | 1.91 | 1.57 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/06/2023, Common starting date is 02/04/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CEA (China Eastern Airlines Ltd) |
-30.71%
Mar 1997 – Mar 2000 |
-21.50%
Sep 2007 – Sep 2012 |
-7.09%
Oct 2007 – Oct 2017 |
-7.33%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CEA (China Eastern Airlines Ltd) |
80.40%
Oct 2004 – Oct 2007 |
55.04%
Sep 2002 – Sep 2007 |
20.37%
Dec 1997 – Dec 2007 |
15.14%
Apr 2003 – Apr 2018 |
Annualized Rolling Returns Comparison Chart