Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| LUOYF (Luoyang Glass Company Limited) | NA | 113.98% | 28.86% | 16.53% | 19.51% | 16.67% | 10.00% | 8.28% |
Data as of 04/03/2023, AR inception is 07/17/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LUOYF (Luoyang Glass Company Limited) | 07/17/2001 | 04/03/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2018 | 2017 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 113.98 | 28.86 | 16.53 | 19.51 | 16.67 | 10.00 | 8.28 | 114.89 | -25.08 | -20.15 | 167.65 | 0.00 | -60.47 | 65.38 | 44.44 | 80.00 | 0.00 | -65.52 | 346.15 | -56.67 | -37.50 | -15.79 |
| Sharpe Ratio | NA | 0.28 | 0.07 | 0.16 | 0.11 | NA | NA | 0.02 | 0.06 | -0.24 | -0.05 | 0.19 | NA | -0.13 | 0.31 | 0.17 | NA | NA | NA | 1.27 | -0.09 | -0.31 | -0.09 |
| Standard Deviation(%) | NA | 402.26 | 402.26 | 96.08 | 175.87 | NA | NA | 292.42 | 402.26 | 175.85 | 182.45 | 986.83 | 0.00 | 363.17 | 744.72 | 214.88 | 0.00 | 0.00 | 0.00 | 711.58 | 348.68 | 158.12 | 445.05 |
| Draw Down(%) | NA | 0.00 | 0.00 | 0.42 | 40.43 | NA | NA | 69.81 | 0.00 | 25.08 | 20.15 | 5.88 | 0.00 | 60.47 | 18.87 | 28.85 | 0.00 | 0.00 | 65.52 | 0.00 | 56.67 | 37.50 | 34.21 |
| 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 |
Data as of 04/03/2023, AR inception is 07/17/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LUOYF (Luoyang Glass Company Limited) |
46.20%
Feb 2015 - Feb 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LUOYF (Luoyang Glass Company Limited) |
143.45%
Mar 2020 - Mar 2023 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart