Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CFSG (CHINA FIRE & SECURITY GROUP INC.) | NA | 11.40% | 2.01% | 17.58% | NA | NA | NA | … | … |
Data as of 11/04/2011, Common starting date is 09/15/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CFSG (CHINA FIRE & SECURITY GROUP INC.) | 09/15/2006 | 11/04/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.47 | 11.40 | 2.01 | 17.58 | NA | NA | NA | … | … | 36.83 | -51.44 | 98.68 | -47.13 | 203.06 | 51.79 |
| Sharpe Ratio | NA | 0.27 | 0.03 | 0.25 | NA | NA | NA | … | … | 1.05 | -0.97 | 1.33 | -0.48 | 2.92 | 2.43 |
| Standard Deviation(%) | NA | 41.90 | 64.69 | 84.97 | NA | NA | NA | … | … | 42.68 | 52.97 | 74.06 | 100.35 | 68.87 | 131.35 |
| Draw Down(%) | NA | 37.33 | 72.92 | 72.92 | NA | NA | NA | … | … | 20.89 | 59.57 | 40.06 | 58.08 | 36.94 | 28.57 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/04/2011, Common starting date is 09/15/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CFSG (CHINA FIRE & SECURITY GROUP INC.) |
-23.75%
Oct 2007 – Oct 2010 |
21.11%
Oct 2006 – Oct 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CFSG (CHINA FIRE & SECURITY GROUP INC.) |
61.12%
Oct 2006 – Oct 2009 |
21.11%
Oct 2006 – Oct 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart