Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMELY (GOME Retail Holdings Ltd ADR) | NA | -77.57% | -20.88% | -18.68% | -10.30% | NA | NA | -15.62% |
Data as of 06/17/2022, AR inception is 10/18/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMELY (GOME Retail Holdings Ltd ADR) | 10/18/2010 | 06/17/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -77.57 | -20.88 | -18.68 | -10.30 | NA | NA | -15.62 | -51.66 | 23.43 | -21.11 | 21.77 | -31.80 | -4.33 | -34.59 | 31.02 | -17.57 | 47.25 | -47.87 | -34.99 | 3.97 |
| Sharpe Ratio | NA | -0.89 | -0.31 | -0.20 | -0.14 | NA | NA | -0.20 | -1.16 | 0.23 | -0.89 | 0.10 | -1.06 | -0.38 | -0.80 | 0.53 | -0.56 | 0.82 | -0.82 | -0.57 | 0.44 |
| Standard Deviation(%) | NA | 90.33 | 78.59 | 108.69 | 84.07 | NA | NA | 80.93 | 68.97 | 149.70 | 23.92 | 198.94 | 31.27 | 12.97 | 43.25 | 58.81 | 31.55 | 57.87 | 59.11 | 61.07 | 46.63 |
| Draw Down(%) | NA | 80.14 | 80.14 | 82.37 | 91.74 | NA | NA | 94.60 | 51.66 | 53.61 | 21.11 | 72.82 | 39.11 | 10.46 | 40.16 | 50.83 | 30.11 | 41.28 | 72.40 | 55.72 | 13.78 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 1.02 | 0.46 | 0.35 | 0.63 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.72 | 1.02 | 3.46 | 3.86 | 0.75 | 0.00 | 2.24 | 0.00 |
Data as of 06/17/2022, AR inception is 10/18/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMELY (GOME Retail Holdings Ltd ADR) |
-50.11%
Jan 2016 - Jan 2019 |
-32.19%
Jan 2014 - Jan 2019 |
-14.00%
Nov 2010 - Nov 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMELY (GOME Retail Holdings Ltd ADR) |
61.00%
Jan 2019 - Jan 2022 |
12.70%
May 2016 - May 2021 |
-3.52%
Feb 2011 - Feb 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart