Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CITAF (COSCO SHIPPING Development Co. Ltd) | -13.54% | 12.92% | nan% | nan% | nan% | NA | NA | nan% |
Data as of 05/19/2025, AR inception is 06/19/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CITAF (COSCO SHIPPING Development Co. Ltd) | 06/19/2012 | 05/19/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.92 | nan | nan | nan | NA | NA | nan | -13.54 | 69.79 | 235.66 | -325.76 | 33.29 | 57.89 | 18.75 | -57.89 | -9.52 | -19.23 | -7.14 | 0.00 | 12.00 | 8.70 |
| Sharpe Ratio | NA | 0.10 | NA | NA | NA | NA | NA | NA | -0.18 | 0.84 | 1.61 | NA | 0.06 | 0.74 | 0.41 | -0.93 | -0.34 | -0.44 | -0.10 | 0.00 | 0.18 | 0.27 |
| Standard Deviation(%) | NA | 95.77 | NA | NA | NA | NA | NA | NA | 194.42 | 80.42 | 146.09 | NA | 562.77 | 77.07 | 42.03 | 64.12 | 30.49 | 44.54 | 69.12 | 72.80 | 65.29 | 63.24 |
| Draw Down(%) | NA | 8.41 | 1,527.34 | 1,298.97 | 757.13 | NA | NA | 617.09 | 12.15 | 10.00 | 7.69 | 351.39 | 94.50 | 37.50 | 25.78 | 60.00 | 19.15 | 33.08 | 57.38 | 32.14 | 45.07 | 23.91 |
| Yield(%) | 0.00 | 21.54 | 73.98 | 97.87 | 9.18 | 12.77 | 9.57 | 15.96 | 0.00 | 28.00 | 76.92 | 154.58 | 5.80 | 10.53 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/19/2025, AR inception is 06/19/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CITAF (COSCO SHIPPING Development Co. Ltd) |
-32.75%
Jan 2016 - Jan 2019 |
-30.37%
Apr 2015 - Apr 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CITAF (COSCO SHIPPING Development Co. Ltd) |
35.71%
Dec 2018 - Dec 2021 |
5.48%
Sep 2012 - Sep 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart