Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MPEL (Melco Crown Entertainment Ltd (ADR)) | NA | 63.60% | 4.57% | 14.49% | 4.25% | NA | NA | … | … |
Data as of 10/13/2017, Common starting date is 12/19/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MPEL (Melco Crown Entertainment Ltd (ADR)) | 12/19/2006 | 10/13/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.55 | 63.60 | 4.57 | 14.49 | 4.25 | NA | NA | … | … | 61.81 | -0.90 | -33.49 | -34.05 | 132.90 | 75.05 | 51.26 | 89.29 | 5.99 | -72.58 | -45.63 | -1.35 |
| Sharpe Ratio | NA | 1.37 | 0.09 | 0.35 | 0.06 | NA | NA | … | … | 1.90 | -0.02 | -0.70 | -0.85 | 4.04 | 1.75 | 0.74 | 1.45 | 0.06 | -0.73 | -0.86 | -0.77 |
| Standard Deviation(%) | NA | 46.09 | 46.51 | 42.95 | 63.18 | NA | NA | … | … | 44.26 | 47.39 | 47.98 | 40.00 | 32.88 | 43.40 | 68.80 | 61.33 | 91.78 | 100.74 | 56.48 | 54.85 |
| Draw Down(%) | NA | 23.70 | 55.77 | 72.07 | 87.37 | NA | NA | … | … | 8.76 | 30.70 | 51.30 | 50.17 | 15.00 | 41.44 | 53.79 | 35.62 | 57.70 | 81.69 | 54.50 | 9.47 |
| Yield(%) | 0.00 | 9.19 | 3.26 | 4.10 | 1.58 | 0.89 | 0.67 | … | … | 8.84 | 4.34 | 0.48 | 1.55 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/13/2017, Common starting date is 12/19/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPEL (Melco Crown Entertainment Ltd (ADR)) |
-43.07%
Jan 2007 – Jan 2010 |
-10.44%
Jan 2007 – Jan 2012 |
0.07%
Jan 2007 – Jan 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MPEL (Melco Crown Entertainment Ltd (ADR)) |
91.04%
Aug 2010 – Aug 2013 |
72.26%
Feb 2009 – Feb 2014 |
7.19%
Sep 2007 – Sep 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart