Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HOLI (Hollysys Automation Technologies Ltd) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | … | … |
Data as of 07/31/2024, Common starting date is 08/31/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HOLI (Hollysys Automation Technologies Ltd) | 08/31/2005 | 07/31/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | … | … | -100.00 | 60.38 | 19.08 | -4.15 | -8.95 | -4.90 | -20.65 | 22.23 | -16.61 | -7.38 | 29.05 | 59.34 | 42.79 | -45.12 | 26.23 | 328.93 | -68.61 | 3.00 | 51.13 | 10.19 |
| Sharpe Ratio | NA | 1.57 | 0.37 | 0.16 | 0.04 | NA | NA | … | … | -0.11 | 1.93 | 0.35 | -0.07 | -0.19 | -0.14 | -0.62 | 0.72 | -0.41 | -0.17 | 0.75 | 1.42 | 0.87 | -0.58 | 0.54 | 4.74 | -0.83 | 0.00 | 1.15 | 1.96 |
| Standard Deviation(%) | NA | 30.28 | 46.62 | 44.99 | 42.10 | NA | NA | … | … | 28.65 | 29.38 | 51.01 | 57.20 | 48.89 | 44.21 | 35.43 | 29.93 | 41.24 | 44.03 | 38.91 | 41.85 | 49.84 | 77.38 | 48.36 | 69.34 | 83.43 | 34.00 | 41.97 | 15.93 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 21.16 | 29.35 | 42.91 | 43.76 | 40.22 | 38.55 | 20.49 | 31.42 | 40.80 | 19.72 | 20.34 | 34.38 | 73.10 | 33.99 | 34.24 | 77.44 | 22.49 | 45.58 | 3.74 |
| Yield(%) | 0.00 | 0.00 | 0.69 | 0.84 | 0.74 | 1.65 | 1.57 | … | … | 0.00 | 0.00 | 2.19 | 0.00 | 1.18 | 1.17 | 0.79 | 0.65 | 0.92 | 1.70 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/31/2024, Common starting date is 08/31/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HOLI (Hollysys Automation Technologies Ltd) |
-41.76%
Feb 2006 – Feb 2009 |
-12.60%
May 2015 – May 2020 |
-0.66%
Jan 2011 – Jan 2021 |
0.49%
Mar 2006 – Mar 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HOLI (Hollysys Automation Technologies Ltd) |
60.66%
Feb 2009 – Feb 2012 |
52.50%
Feb 2009 – Feb 2014 |
25.17%
Feb 2009 – Feb 2019 |
17.69%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart