Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CHL (China Mobile Limited) | NA | -31.42% | -14.38% | -7.42% | -1.64% | 4.56% | 2.87% | … | … |
Data as of 01/13/2021, Common starting date is 10/22/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CHL (China Mobile Limited) | 10/22/1997 | 01/13/2021 |
| 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 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.86 | -31.42 | -14.38 | -7.42 | -1.64 | 4.56 | 2.87 | … | … | -3.61 | -28.52 | -11.94 | -5.03 | -3.60 | -6.92 | -4.23 | 12.49 | -10.95 | 21.10 | -2.28 | 6.87 | -8.69 | -41.46 | 100.99 | 79.78 | 40.09 | 10.50 | 28.56 | -30.89 | -35.56 | -15.65 | 270.14 | 3.54 | 19.87 |
| Sharpe Ratio | NA | -0.89 | -0.59 | -0.37 | -0.09 | NA | NA | … | … | -0.79 | -0.88 | -2.02 | -1.40 | -1.65 | -2.05 | -0.78 | -0.28 | -1.70 | 0.13 | -0.98 | -0.57 | -0.73 | -0.95 | 1.66 | 1.73 | 0.70 | -0.30 | 0.27 | -1.30 | -1.00 | -0.55 | 5.73 | 0.00 | 2.10 |
| Standard Deviation(%) | NA | 35.45 | 25.36 | 22.28 | 22.19 | NA | NA | … | … | 87.03 | 32.51 | 17.39 | 18.99 | 13.92 | 19.99 | 29.00 | 21.33 | 17.37 | 20.09 | 21.22 | 20.64 | 37.35 | 64.33 | 47.74 | 33.49 | 27.22 | 30.44 | 34.60 | 38.98 | 57.62 | 70.93 | 46.62 | 50.38 | 73.89 |
| Draw Down(%) | NA | 38.31 | 48.22 | 48.68 | 54.17 | NA | NA | … | … | 11.07 | 33.41 | 32.50 | 18.00 | 16.42 | 18.52 | 24.95 | 20.54 | 19.81 | 12.67 | 13.22 | 11.14 | 24.86 | 61.00 | 22.16 | 19.95 | 13.11 | 31.88 | 27.80 | 36.77 | 60.03 | 48.88 | 19.06 | 46.19 | 17.27 |
| Yield(%) | 0.00 | 4.94 | 4.03 | 4.54 | 4.40 | 7.74 | 5.05 | … | … | 0.00 | 4.94 | 3.91 | 4.28 | 7.34 | 3.14 | 3.20 | 3.97 | 3.76 | 4.44 | 4.08 | 3.93 | 3.30 | 1.90 | 2.43 | 3.38 | 3.42 | 1.58 | 2.57 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/13/2021, Common starting date is 10/22/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHL (China Mobile Limited) |
-38.92%
Mar 2000 – Mar 2003 |
-18.27%
Feb 2000 – Feb 2005 |
-3.24%
Oct 2007 – Oct 2017 |
5.16%
Dec 2005 – Dec 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CHL (China Mobile Limited) |
97.40%
Oct 2004 – Oct 2007 |
57.30%
Apr 2003 – Apr 2008 |
28.49%
Nov 1997 – Nov 2007 |
18.65%
Aug 1998 – Aug 2013 |
Annualized Rolling Returns Comparison Chart