Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HNP (Huaneng Power International Inc) | NA | -9.80% | 2.91% | -2.14% | 0.00% | -2.43% | 5.30% | 6.25% |
Data as of 09/27/2022, AR inception is 10/06/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HNP (Huaneng Power International Inc) | 10/06/1994 | 09/27/2022 |
| 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 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.91 | -9.80 | 2.91 | -2.14 | 0.00 | -2.43 | 5.30 | 6.25 | -29.57 | 96.83 | -24.36 | -19.67 | 0.04 | -3.99 | -24.08 | -36.68 | 49.43 | -2.42 | 76.74 | -1.68 | -4.55 | -23.24 | -29.35 | 14.95 | 37.09 | -12.69 | -13.50 | 115.36 | 33.73 | 27.68 | 78.70 | -27.16 | -37.47 | 3.06 | 56.52 | -2.54 | -26.25 |
| Sharpe Ratio | NA | -0.16 | 0.05 | -0.07 | -0.01 | NA | NA | 0.11 | -0.59 | 1.98 | -0.58 | -1.65 | -0.73 | -1.03 | -1.69 | -1.32 | 0.92 | -0.60 | 1.92 | -0.59 | -0.88 | -0.96 | -0.62 | -0.15 | 0.62 | -1.52 | -0.80 | 2.40 | 0.40 | 0.15 | 0.18 | -0.03 | -0.06 | -1.04 | 1.46 | -1.59 | -1.44 |
| Standard Deviation(%) | NA | 64.84 | 50.23 | 42.38 | 38.24 | NA | NA | 43.36 | 65.59 | 48.82 | 42.62 | 25.99 | 29.41 | 22.60 | 34.25 | 41.89 | 33.51 | 34.90 | 30.61 | 34.02 | 26.23 | 43.60 | 78.63 | 47.12 | 24.09 | 22.15 | 41.59 | 40.05 | 34.66 | 42.70 | 56.06 | 61.90 | 74.97 | 41.69 | 39.77 | 40.74 | 37.03 |
| Draw Down(%) | NA | 40.87 | 43.90 | 60.85 | 74.97 | NA | NA | 77.78 | 40.87 | 30.25 | 43.90 | 33.00 | 32.87 | 22.77 | 39.51 | 46.41 | 19.33 | 31.48 | 16.59 | 34.35 | 17.41 | 35.07 | 59.33 | 33.77 | 20.80 | 16.10 | 37.18 | 16.54 | 28.81 | 26.80 | 34.50 | 46.95 | 75.06 | 38.46 | 23.68 | 30.43 | 26.88 |
| Yield(%) | 0.00 | 0.00 | 3.29 | 2.54 | 4.65 | 2.39 | 7.92 | 9.78 | 0.00 | 7.78 | 3.79 | 2.39 | 2.52 | 6.42 | 8.82 | 4.38 | 6.83 | 3.56 | 1.45 | 5.68 | 5.38 | 1.95 | 4.21 | 3.87 | 4.63 | 4.12 | 3.20 | 5.17 | 5.97 | 5.71 | 4.27 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/27/2022, AR inception is 10/06/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HNP (Huaneng Power International Inc) |
-31.13%
Feb 1997 - Feb 2000 |
-19.37%
Apr 2015 - Apr 2020 |
-2.62%
Sep 2007 - Sep 2017 |
-1.36%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HNP (Huaneng Power International Inc) |
80.32%
Feb 2000 - Feb 2003 |
60.73%
Feb 2000 - Feb 2005 |
29.95%
Aug 1998 - Aug 2008 |
24.43%
Feb 2000 - Feb 2015 |
Annualized Rolling Returns Comparison Chart