Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CHA (China Telecom Corporation Limited) | NA | -31.11% | -14.84% | -6.52% | -4.94% | 0.09% | NA | … | … |
Data as of 01/15/2021, Common starting date is 11/14/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CHA (China Telecom Corporation Limited) | 11/14/2002 | 01/15/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -31.11 | -14.84 | -6.52 | -4.94 | 0.09 | NA | … | … | -3.99 | -29.66 | -16.09 | 10.31 | 5.78 | 1.88 | -19.42 | 18.97 | -9.01 | 1.96 | 11.19 | 29.13 | 11.58 | -50.50 | 46.76 | 52.71 | 1.89 | -7.57 | 137.45 | -3.79 |
| Sharpe Ratio | NA | -0.70 | -0.51 | -0.26 | -0.17 | NA | NA | … | … | -0.68 | -0.73 | -0.83 | 0.39 | 0.33 | 0.06 | -0.54 | 0.65 | -0.38 | 0.06 | 0.30 | 0.91 | 0.26 | -0.61 | 0.78 | 1.56 | -0.02 | -0.24 | 3.69 | -1.20 |
| Standard Deviation(%) | NA | 44.44 | 31.42 | 27.80 | 29.65 | NA | NA | … | … | 94.28 | 40.83 | 21.25 | 23.08 | 15.50 | 26.21 | 35.94 | 28.98 | 23.94 | 29.74 | 37.13 | 32.02 | 44.67 | 83.57 | 56.31 | 31.80 | 20.56 | 36.22 | 37.02 | 23.21 |
| Draw Down(%) | NA | 35.18 | 51.18 | 51.18 | 60.82 | NA | NA | … | … | 12.93 | 35.54 | 31.33 | 17.82 | 12.09 | 21.36 | 43.18 | 20.21 | 21.11 | 29.22 | 16.64 | 16.56 | 27.14 | 70.74 | 35.47 | 22.92 | 20.63 | 34.98 | 16.67 | 8.14 |
| Yield(%) | 0.00 | 3.99 | 3.24 | 3.31 | 2.26 | 3.19 | 5.61 | … | … | 0.00 | 3.88 | 3.16 | 3.04 | 2.88 | 2.72 | 2.20 | 2.49 | 1.89 | 1.87 | 2.06 | 2.60 | 2.68 | 1.39 | 1.93 | 2.59 | 2.26 | 1.88 | 0.60 | 0.00 |
Data as of 01/15/2021, Common starting date is 11/14/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHA (China Telecom Corporation Limited) |
-14.15%
Oct 2007 – Oct 2010 |
-12.30%
Apr 2015 – Apr 2020 |
-3.59%
Dec 2010 – Dec 2020 |
0.69%
Dec 2005 – Dec 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHA (China Telecom Corporation Limited) |
43.46%
Oct 2004 – Oct 2007 |
38.04%
Dec 2002 – Dec 2007 |
15.02%
Dec 2002 – Dec 2012 |
9.33%
Dec 2002 – Dec 2017 |
Annualized Rolling Returns Comparison Chart