Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CTRP (Trip.com Group Limited) | NA | 22.52% | -7.78% | 3.90% | 7.99% | 18.35% | NA | … | … |
Data as of 11/08/2019, Common starting date is 12/09/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CTRP (Trip.com Group Limited) | 12/09/2003 | 11/08/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.12 | 22.52 | -7.78 | 3.90 | 7.99 | 18.35 | NA | … | … | 26.27 | -38.64 | 10.25 | -13.66 | 307.30 | -8.30 | 118.98 | -3.16 | -42.15 | 125.16 | 201.93 | -57.87 | -5.27 | 348.87 | 37.65 | 35.31 | 0.21 |
| Sharpe Ratio | NA | 0.48 | -0.24 | 0.10 | 0.18 | NA | NA | … | … | 0.67 | -0.98 | 0.40 | -0.40 | 3.56 | -0.18 | 2.41 | -0.07 | -0.89 | 1.55 | 3.57 | -0.68 | -0.10 | 4.47 | 0.90 | 0.56 | 0.03 |
| Standard Deviation(%) | NA | 44.08 | 36.84 | 40.68 | 44.86 | NA | NA | … | … | 44.02 | 40.73 | 24.34 | 34.14 | 86.24 | 47.41 | 49.39 | 48.29 | 47.27 | 80.66 | 56.57 | 86.66 | 83.35 | 77.96 | 39.22 | 61.80 | 116.09 |
| Draw Down(%) | NA | 37.30 | 57.69 | 57.69 | 76.07 | NA | NA | … | … | 37.30 | 51.14 | 28.04 | 24.14 | 28.51 | 40.09 | 24.72 | 55.03 | 55.26 | 28.36 | 23.26 | 76.03 | 58.78 | 21.58 | 21.61 | 40.08 | 27.46 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.13 | 2.45 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.52 | 3.25 | 6.69 | 10.95 | 0.00 | 0.00 |
Data as of 11/08/2019, Common starting date is 12/09/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTRP (Trip.com Group Limited) |
-21.32%
Jul 2009 – Jul 2012 |
-8.35%
Nov 2007 – Nov 2012 |
7.14%
Sep 2009 – Sep 2019 |
20.17%
Oct 2004 – Oct 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTRP (Trip.com Group Limited) |
94.88%
Feb 2005 – Feb 2008 |
58.10%
Mar 2005 – Mar 2010 |
34.65%
May 2004 – May 2014 |
25.25%
Mar 2004 – Mar 2019 |
Annualized Rolling Returns Comparison Chart