Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JMEI (Jumei Intl Hldg Ltd) | NA | -20.28% | -18.64% | -36.30% | NA | NA | NA | … | … |
Data as of 04/14/2020, Common starting date is 05/16/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JMEI (Jumei Intl Hldg Ltd) | 05/16/2014 | 04/14/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.27 | -20.28 | -18.64 | -36.30 | NA | NA | NA | … | … | -2.78 | 12.02 | -37.33 | -41.72 | -44.70 | -33.48 | -43.67 |
| Sharpe Ratio | NA | -0.79 | -0.68 | -1.01 | NA | NA | NA | … | … | -0.47 | -0.23 | -1.06 | -0.99 | -1.59 | -0.69 | -1.14 |
| Standard Deviation(%) | NA | 52.66 | 57.94 | 58.91 | NA | NA | NA | … | … | 62.60 | 48.48 | 55.64 | 61.71 | 49.44 | 74.97 | 72.25 |
| Draw Down(%) | NA | 43.75 | 61.42 | 94.58 | NA | NA | NA | … | … | 24.54 | 38.85 | 61.42 | 59.68 | 57.06 | 71.60 | 66.36 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/14/2020, Common starting date is 05/16/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMEI (Jumei Intl Hldg Ltd) |
-57.25%
Jul 2014 – Jul 2017 |
-42.63%
Aug 2014 – Aug 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JMEI (Jumei Intl Hldg Ltd) |
-15.86%
Jun 2016 – Jun 2019 |
-31.53%
Dec 2014 – Dec 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart