Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LFC (China Life Insurance Company) | NA | -27.52% | -19.46% | -16.51% | -6.62% | -8.08% | NA | … | … |
Data as of 11/03/2022, Common starting date is 12/17/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LFC (China Life Insurance Company) | 12/17/2003 | 11/03/2022 |
| 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 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.06 | -27.52 | -19.46 | -16.51 | -6.62 | -8.08 | NA | … | … | -23.47 | -21.60 | -16.82 | 31.84 | -32.80 | 21.29 | -19.51 | -18.29 | 24.25 | -4.91 | 34.41 | -39.56 | -16.61 | 58.08 | -39.35 | 51.46 | 281.69 | 33.43 | -19.81 | 39.00 |
| Sharpe Ratio | NA | -0.97 | -0.59 | -0.55 | -0.22 | NA | NA | … | … | -0.93 | -0.94 | -0.38 | 0.29 | -2.16 | 0.09 | -1.57 | -0.92 | 0.19 | -0.76 | 0.50 | -1.58 | -1.37 | 0.93 | -0.83 | 0.53 | 6.50 | 0.57 | -1.04 | 9,244.13 |
| Standard Deviation(%) | NA | 29.25 | 33.71 | 31.51 | 31.86 | NA | NA | … | … | 30.62 | 22.90 | 45.30 | 29.57 | 25.20 | 23.77 | 34.15 | 39.85 | 29.99 | 31.01 | 32.20 | 36.83 | 25.72 | 42.68 | 70.70 | 56.22 | 40.22 | 21.65 | 38.00 | 109.20 |
| Draw Down(%) | NA | 35.67 | 54.30 | 61.00 | 71.79 | NA | NA | … | … | 35.67 | 29.22 | 41.92 | 23.32 | 42.18 | 13.40 | 36.02 | 42.16 | 18.33 | 34.87 | 28.85 | 46.73 | 24.67 | 23.17 | 56.26 | 34.17 | 21.16 | 11.16 | 42.26 | 9.93 |
| Yield(%) | 0.00 | 5.52 | 3.77 | 2.20 | 2.12 | 1.06 | 8.21 | … | … | 5.69 | 4.59 | 3.62 | 1.14 | 1.98 | 2.62 | 2.13 | 1.62 | 1.60 | 0.64 | 1.42 | 1.48 | 2.07 | 1.03 | 1.20 | 0.49 | 0.68 | 0.00 | 0.00 | 0.00 |
Data as of 11/03/2022, Common starting date is 12/17/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LFC (China Life Insurance Company) |
-19.45%
Oct 2019 – Oct 2022 |
-16.11%
Oct 2017 – Oct 2022 |
-6.97%
Mar 2010 – Mar 2020 |
-9.03%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LFC (China Life Insurance Company) |
117.76%
Oct 2004 – Oct 2007 |
53.01%
Jul 2004 – Jul 2009 |
23.44%
Apr 2005 – Apr 2015 |
13.06%
Apr 2004 – Apr 2019 |
Annualized Rolling Returns Comparison Chart