Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CEO (CNOOC Limited) | NA | -99.67% | -87.33% | -68.73% | -44.50% | -28.12% | -15.87% | … | … |
Data as of 10/11/2021, Common starting date is 02/27/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CEO (CNOOC Limited) | 02/27/2001 | 10/11/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.09 | -99.67 | -87.33 | -68.73 | -44.50 | -28.12 | -15.87 | … | … | -99.65 | -40.92 | 15.98 | 10.79 | 21.40 | 23.43 | -18.63 | -24.86 | -11.33 | 29.82 | -24.60 | 57.82 | 69.49 | -41.36 | 82.93 | 44.14 | 27.48 | 37.85 | 59.29 | 38.24 | 21.04 |
| Sharpe Ratio | NA | -0.18 | -0.27 | -0.28 | -0.25 | NA | NA | … | … | -0.16 | -0.78 | 0.55 | 0.28 | 1.16 | 0.68 | -0.48 | -0.92 | -0.49 | 1.05 | -0.59 | 1.72 | 1.39 | -0.52 | 1.67 | 1.46 | 0.90 | 1.11 | 1.77 | 1.17 | 0.62 |
| Standard Deviation(%) | NA | 561.25 | 324.71 | 251.74 | 179.35 | NA | NA | … | … | 638.34 | 52.50 | 26.44 | 34.21 | 17.97 | 34.30 | 39.11 | 27.08 | 23.41 | 28.74 | 41.71 | 33.61 | 50.00 | 80.59 | 48.00 | 28.06 | 28.06 | 33.18 | 33.05 | 31.76 | 38.46 |
| Draw Down(%) | NA | 99.83 | 99.87 | 99.87 | 99.87 | NA | NA | … | … | 99.83 | 52.92 | 24.79 | 28.60 | 13.69 | 18.24 | 41.36 | 36.06 | 28.13 | 23.85 | 44.75 | 17.62 | 27.66 | 71.86 | 29.94 | 22.48 | 19.59 | 19.23 | 14.70 | 17.63 | 19.01 |
| Yield(%) | 0.00 | 0.00 | 3.31 | 4.58 | 3.58 | 7.17 | 22.65 | … | … | 0.00 | 4.97 | 6.22 | 4.91 | 4.39 | 4.62 | 5.41 | 4.02 | 3.24 | 3.00 | 2.50 | 2.94 | 4.84 | 2.84 | 3.67 | 4.09 | 1.94 | 1.63 | 4.23 | 3.38 | 1.49 |
Data as of 10/11/2021, Common starting date is 02/27/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CEO (CNOOC Limited) |
-88.40%
Aug 2018 – Aug 2021 |
-70.05%
Jun 2016 – Jun 2021 |
-47.59%
Jun 2011 – Jun 2021 |
-29.78%
Aug 2006 – Aug 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CEO (CNOOC Limited) |
65.66%
Oct 2004 – Oct 2007 |
58.34%
Oct 2002 – Oct 2007 |
34.13%
Mar 2001 – Mar 2011 |
17.56%
Nov 2001 – Nov 2016 |
Annualized Rolling Returns Comparison Chart