Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CPWIF (China Power International Development Limited) | NA | 21.08% | 13.56% | 17.59% | 6.55% | 12.92% | NA | … | … |
Data as of 10/10/2024, Common starting date is 06/25/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CPWIF (China Power International Development Limited) | 06/25/2008 | 10/10/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 21.08 | 13.56 | 17.59 | 6.55 | 12.92 | NA | … | … | 14.71 | 11.76 | 14.21 | 139.91 | -36.00 | 47.86 | -25.93 | -17.78 | -39.21 | 32.65 | 234.56 | 25.93 | 22.73 | 10.00 | -16.67 | 26.32 | -47.22 |
| Sharpe Ratio | NA | 1.05 | 0.24 | 0.38 | 0.12 | NA | NA | … | … | 0.81 | 0.24 | 0.22 | 3.64 | -0.96 | 1.44 | -0.65 | -0.55 | -0.60 | 0.86 | 2.70 | 0.70 | 0.56 | 0.40 | -0.81 | 0.63 | -1.44 |
| Standard Deviation(%) | NA | 13.86 | 41.33 | 40.06 | 42.31 | NA | NA | … | … | 14.95 | 31.31 | 59.18 | 38.39 | 37.72 | 32.36 | 42.10 | 33.83 | 65.26 | 37.99 | 86.80 | 37.10 | 41.09 | 24.74 | 20.77 | 41.34 | 49.62 |
| Draw Down(%) | NA | 0.00 | 32.08 | 40.74 | 69.23 | NA | NA | … | … | 0.00 | 21.74 | 32.08 | 0.00 | 40.74 | 14.81 | 32.14 | 26.00 | 44.28 | 12.16 | 18.42 | 17.07 | 23.08 | 20.00 | 23.08 | 20.00 | 47.22 |
| Yield(%) | 0.00 | 0.00 | 2.90 | 6.50 | 4.62 | 9.51 | 5.94 | … | … | 0.00 | 5.56 | 2.44 | 25.00 | 7.41 | 10.00 | 3.57 | 5.56 | 6.15 | 5.77 | 55.88 | 3.70 | 4.55 | 5.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/10/2024, Common starting date is 06/25/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPWIF (China Power International Development Limited) |
-30.47%
Oct 2015 – Oct 2018 |
-19.65%
Oct 2015 – Oct 2020 |
8.33%
May 2014 – May 2024 |
14.55%
Jul 2008 – Jul 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPWIF (China Power International Development Limited) |
104.79%
Jul 2012 – Jul 2015 |
52.25%
Jul 2010 – Jul 2015 |
25.97%
Jun 2012 – Jun 2022 |
16.17%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart