Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CYOU (Changyou.com Limited) | NA | -31.07% | -26.53% | -17.50% | -10.48% | NA | NA | … | … |
Data as of 04/17/2020, Common starting date is 04/02/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CYOU (Changyou.com Limited) | 04/02/2009 | 04/17/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.19 | -31.07 | -26.53 | -17.50 | -10.48 | NA | NA | … | … | 9.70 | -46.44 | -49.82 | 71.68 | -14.50 | -9.28 | -14.63 | 21.68 | 14.27 | -19.15 | -14.15 | 65.88 |
| Sharpe Ratio | NA | -0.36 | -0.42 | -0.31 | -0.20 | NA | NA | … | … | 1.78 | -0.52 | -0.83 | 2.21 | -0.39 | -0.17 | -0.33 | 0.41 | 0.31 | -0.31 | -0.40 | 1.47 |
| Standard Deviation(%) | NA | 90.16 | 66.14 | 58.57 | 54.34 | NA | NA | … | … | 20.41 | 92.56 | 61.89 | 32.30 | 37.63 | 54.77 | 44.56 | 53.33 | 45.65 | 61.30 | 35.37 | 65.43 |
| Draw Down(%) | NA | 72.41 | 87.21 | 87.21 | 89.37 | NA | NA | … | … | 5.74 | 74.74 | 65.21 | 17.18 | 37.51 | 49.75 | 48.81 | 34.06 | 40.98 | 59.54 | 28.23 | 34.53 |
| 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 |
Data as of 04/17/2020, Common starting date is 04/02/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CYOU (Changyou.com Limited) |
-38.59%
Aug 2016 – Aug 2019 |
-24.92%
Aug 2014 – Aug 2019 |
-17.17%
Aug 2009 – Aug 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CYOU (Changyou.com Limited) |
20.75%
Jul 2014 – Jul 2017 |
17.39%
Jul 2012 – Jul 2017 |
-5.67%
May 2009 – May 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart