Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CSHEF (China Enterprises Limited) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 06/30/2022, Common starting date is 12/10/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CSHEF (China Enterprises Limited) | 12/10/1993 | 06/30/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 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 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | 288.24 | -87.50 | -33.33 | -14.29 | -41.67 | -20.00 | -25.00 | -35.48 | 19.23 | -65.33 | 1,775.00 | -63.64 | 266.67 | -94.83 | -22.67 | 15.38 | -60.61 | -45.00 | 566.67 | -55.88 | -58.20 | -75.75 | 140.10 | -48.40 | -16.72 | 21.87 | -36.00 | -53.08 | 19.53 |
| Sharpe Ratio | NA | -0.23 | -0.05 | -0.08 | -0.09 | NA | NA | … | … | 1.92 | 0.70 | -0.10 | -0.93 | -0.17 | -0.27 | -0.50 | -0.57 | -0.72 | 0.00 | -0.25 | 4.44 | -0.29 | 0.61 | -0.39 | -0.38 | -0.05 | -0.43 | -0.42 | 3.54 | -0.16 | -0.85 | -1.26 | 1.79 | -1.10 | -0.38 | 0.26 | -0.70 | -1.07 | 30.75 |
| Standard Deviation(%) | NA | 348.56 | 590.14 | 476.62 | 363.24 | NA | NA | … | … | 37.88 | 649.72 | 842.68 | 60.54 | 205.37 | 228.73 | 107.49 | 76.37 | 75.51 | 226.93 | 340.07 | 396.02 | 283.27 | 409.16 | 292.87 | 116.98 | 146.08 | 189.88 | 152.69 | 154.77 | 484.04 | 94.84 | 78.43 | 76.37 | 47.06 | 53.51 | 70.80 | 56.80 | 52.61 | 77.31 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 90.00 | 99.38 | 50.00 | 76.00 | 83.33 | 47.37 | 57.14 | 62.50 | 80.00 | 94.29 | 88.57 | 94.74 | 90.00 | 96.67 | 75.11 | 71.04 | 86.52 | 85.07 | 45.45 | 95.00 | 75.85 | 80.12 | 43.50 | 56.44 | 47.08 | 56.17 | 64.81 | 61.94 | 7.68 |
| 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 | 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 | 0.00 | 0.00 | 0.76 | 0.60 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.30 | 0.08 |
Data as of 06/30/2022, Common starting date is 12/10/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSHEF (China Enterprises Limited) |
-74.06%
Sep 1999 – Sep 2002 |
-61.42%
Sep 1997 – Sep 2002 |
-38.90%
Sep 2000 – Sep 2010 |
-34.13%
Jan 1994 – Jan 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSHEF (China Enterprises Limited) |
223.96%
Jan 2009 – Jan 2012 |
59.53%
Dec 2008 – Dec 2013 |
16.23%
Nov 2010 – Nov 2020 |
6.58%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart