Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CTIB (Yunhong CTI Ltd) | NA | 239.76% | 9.46% | -2.13% | -6.11% | 2.16% | 1.50% | … | … |
Data as of 11/24/2023, Common starting date is 05/29/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CTIB (Yunhong CTI Ltd) | 05/29/2003 | 11/24/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -7.54 | 239.76 | 9.46 | -2.13 | -6.11 | 2.16 | 1.50 | … | … | 171.15 | -12.61 | -30.81 | 104.76 | -72.82 | -24.08 | -30.43 | 14.48 | 35.90 | -35.62 | 13.18 | 17.81 | -27.00 | 163.16 | 8.57 | -44.88 | -21.60 | 67.01 | 100.69 | -35.84 | -4.64 | 325.85 | 75.00 | -34.88 |
| Sharpe Ratio | NA | 1.86 | 0.08 | -0.03 | -0.08 | NA | NA | … | … | 2.36 | -0.12 | -0.36 | 0.58 | -0.66 | -0.63 | -1.08 | -0.49 | 0.43 | -1.49 | -0.12 | -0.02 | -0.76 | 1.55 | -0.12 | -0.70 | -0.49 | 0.54 | 0.44 | -0.55 | -0.47 | 2.25 | 0.33 | -0.31 |
| Standard Deviation(%) | NA | 122.09 | 97.53 | 128.37 | 96.78 | NA | NA | … | … | 84.66 | 118.97 | 86.29 | 180.38 | 145.50 | 72.08 | 46.03 | 39.73 | 40.81 | 36.38 | 44.96 | 42.63 | 60.26 | 93.25 | 83.90 | 91.90 | 89.11 | 83.83 | 182.06 | 101.51 | 68.06 | 134.92 | 166.09 | 186.80 |
| Draw Down(%) | NA | 55.29 | 87.58 | 88.95 | 94.82 | NA | NA | … | … | 42.29 | 73.05 | 61.11 | 69.62 | 84.64 | 41.00 | 44.29 | 24.97 | 22.35 | 40.34 | 31.71 | 17.82 | 45.45 | 44.64 | 50.38 | 77.52 | 71.40 | 40.90 | 68.42 | 67.02 | 30.33 | 67.09 | 46.86 | 76.83 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.48 | 0.35 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.84 | 4.17 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/24/2023, Common starting date is 05/29/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTIB (Yunhong CTI Ltd) |
-54.25%
Nov 2016 – Nov 2019 |
-34.02%
Jun 2017 – Jun 2022 |
-18.19%
Oct 2012 – Oct 2022 |
-12.25%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTIB (Yunhong CTI Ltd) |
53.47%
Oct 2004 – Oct 2007 |
36.56%
Jul 2005 – Jul 2010 |
11.91%
Oct 2004 – Oct 2014 |
6.39%
Jun 2003 – Jun 2018 |
Annualized Rolling Returns Comparison Chart