Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JRJC (China Finance Online Co. Limited) | NA | -86.95% | -48.81% | -44.24% | -24.10% | -21.58% | NA | … | … |
Data as of 03/24/2022, Common starting date is 10/15/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JRJC (China Finance Online Co. Limited) | 10/15/2004 | 03/24/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 17.86 | -86.95 | -48.81 | -44.24 | -24.10 | -21.58 | NA | … | … | -74.73 | -18.27 | -10.22 | -1.11 | -66.42 | -25.97 | -41.71 | 16.73 | -15.42 | 451.75 | -29.63 | -75.19 | -10.55 | 3.84 | -67.90 | 392.13 | -32.16 | -40.47 | -5.81 |
| Sharpe Ratio | NA | -0.68 | -0.41 | -0.42 | -0.26 | NA | NA | … | … | -0.48 | -0.18 | -0.08 | -0.21 | -1.44 | -0.64 | -1.48 | -0.02 | -0.31 | 5.65 | -0.73 | -1.36 | -0.78 | -0.21 | -0.83 | 3.77 | -1.07 | -1.09 | -0.49 |
| Standard Deviation(%) | NA | 128.71 | 121.91 | 108.20 | 94.88 | NA | NA | … | … | 209.02 | 99.10 | 128.90 | 117.15 | 61.24 | 70.58 | 51.10 | 83.83 | 111.02 | 76.74 | 66.92 | 68.97 | 37.30 | 68.92 | 105.58 | 98.90 | 51.06 | 56.48 | 99.59 |
| Draw Down(%) | NA | 92.50 | 94.14 | 97.13 | 99.02 | NA | NA | … | … | 85.15 | 78.65 | 55.33 | 78.48 | 76.25 | 63.54 | 41.71 | 53.75 | 70.16 | 29.01 | 63.41 | 78.90 | 30.63 | 46.23 | 81.95 | 60.94 | 47.50 | 52.18 | 29.40 |
| 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 | 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 03/24/2022, Common starting date is 10/15/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRJC (China Finance Online Co. Limited) |
-53.62%
Jul 2009 – Jul 2012 |
-48.67%
Oct 2007 – Oct 2012 |
-26.62%
Feb 2012 – Feb 2022 |
-22.98%
Feb 2007 – Feb 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JRJC (China Finance Online Co. Limited) |
75.95%
Dec 2012 – Dec 2015 |
19.23%
Aug 2012 – Aug 2017 |
-0.51%
Nov 2006 – Nov 2016 |
-9.48%
Mar 2006 – Mar 2021 |
Annualized Rolling Returns Comparison Chart