Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GUOSF (Guotai Junan Securities Co. Ltd) | 2.92% | 21.67% | 6.05% | NA | NA | NA | NA | 8.76% |
Data as of 07/11/2025, AR inception is 11/03/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GUOSF (Guotai Junan Securities Co. Ltd) | 11/03/2020 | 07/11/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 21.67 | 6.05 | NA | NA | NA | NA | 8.76 | 2.92 | 24.14 | 6.81 | -5.47 | 8.45 | 0.00 |
| Sharpe Ratio | NA | 1.21 | 0.21 | NA | NA | NA | NA | 0.47 | 0.66 | 1.30 | 0.48 | -0.44 | 1.19 | -12.09 |
| Standard Deviation(%) | NA | 15.32 | 12.71 | NA | NA | NA | NA | 11.29 | 4.01 | 15.75 | 6.61 | 15.63 | 7.06 | 0.00 |
| Draw Down(%) | NA | 0.00 | 12.59 | NA | NA | NA | NA | 12.59 | 0.00 | 0.00 | 0.00 | 12.59 | 0.74 | 0.00 |
| Yield(%) | 0.00 | 5.08 | 4.73 | 5.71 | 2.86 | 1.90 | 1.43 | 7.14 | 2.84 | 6.56 | 6.37 | 7.53 | 6.51 | 0.00 |
Data as of 07/11/2025, AR inception is 11/03/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GUOSF (Guotai Junan Securities Co. Ltd) |
1.97%
Jul 2021 - Jul 2024 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GUOSF (Guotai Junan Securities Co. Ltd) |
7.82%
Oct 2021 - Oct 2024 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart