Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
EJ (E-House (China) Holdings Ltd) | NA | 5.76% | 9.38% | 5.32% | NA | NA | NA | -5.22% |
Data as of 08/12/2016, AR inception is 08/09/2007
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
EJ (E-House (China) Holdings Ltd) | 08/09/2007 | 08/12/2016 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.15 | 5.76 | 9.38 | 5.32 | NA | NA | NA | -5.22 | 7.95 | -10.99 | -45.81 | 280.49 | -1.66 | -70.90 | -16.41 | 123.70 | -66.01 | 71.30 |
Sharpe Ratio | NA | 0.17 | 0.18 | 0.09 | NA | NA | NA | -0.08 | 0.59 | -0.21 | -0.75 | 4.63 | -0.02 | -1.04 | -0.38 | 1.50 | -0.73 | 2.46 |
Standard Deviation(%) | NA | 32.62 | 52.99 | 58.68 | NA | NA | NA | 68.32 | 22.07 | 51.69 | 60.81 | 60.61 | 70.15 | 68.31 | 43.57 | 82.51 | 92.06 | 118.27 |
Draw Down(%) | NA | 23.51 | 64.14 | 65.52 | NA | NA | NA | 91.04 | 17.49 | 40.33 | 48.14 | 23.14 | 59.81 | 73.65 | 35.93 | 35.01 | 84.85 | 48.14 |
Yield(%) | 0.00 | 0.00 | 3.06 | 2.65 | 0.76 | 0.51 | 0.38 | 0.85 | 0.00 | 1.86 | 2.71 | 3.60 | 3.13 | 1.62 | 1.33 | 0.00 | 0.00 | 0.00 |
Data as of 08/12/2016, AR inception is 08/09/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
EJ (E-House (China) Holdings Ltd) |
-42.87%
Nov 2009 - Nov 2012 |
-34.46%
Oct 2007 - Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
EJ (E-House (China) Holdings Ltd) |
28.26%
Nov 2012 - Nov 2015 |
16.76%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart