Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PTR (PetroChina Co Ltd ADR) | NA | -2.69% | 7.14% | 1.24% | -5.66% | -5.83% | 9.40% | … | … |
Data as of 10/19/2022, Common starting date is 04/06/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PTR (PetroChina Co Ltd ADR) | 04/06/2000 | 10/19/2022 |
| 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 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.76 | -2.69 | 7.14 | 1.24 | -5.66 | -5.83 | 9.40 | … | … | 15.98 | 62.37 | -33.22 | -14.52 | -9.39 | -2.74 | 13.55 | -39.29 | 5.21 | -20.46 | 20.39 | -1.53 | 14.68 | 38.68 | -47.69 | 29.17 | 79.07 | 60.94 | -2.97 | 205.80 | 19.59 | 17.06 | 3.91 |
| Sharpe Ratio | NA | -0.09 | 0.17 | 0.01 | -0.20 | NA | NA | … | … | 0.50 | 1.78 | -0.75 | -0.73 | -0.34 | -0.19 | 0.39 | -1.17 | 0.21 | -0.86 | 0.85 | -0.05 | 0.51 | 0.84 | -0.69 | 0.54 | 2.63 | 2.40 | -0.12 | 6.03 | 0.70 | 0.49 | 0.02 |
| Standard Deviation(%) | NA | 37.37 | 38.82 | 34.72 | 31.34 | NA | NA | … | … | 38.55 | 35.00 | 44.71 | 21.83 | 31.98 | 17.86 | 34.59 | 33.62 | 25.05 | 23.78 | 24.20 | 30.59 | 28.59 | 45.85 | 70.81 | 48.60 | 28.92 | 24.43 | 34.22 | 34.03 | 26.41 | 30.55 | 54.15 |
| Draw Down(%) | NA | 22.47 | 46.43 | 63.92 | 77.69 | NA | NA | … | … | 22.47 | 22.86 | 46.43 | 31.00 | 27.48 | 24.46 | 17.59 | 51.87 | 30.47 | 29.17 | 20.45 | 25.11 | 21.91 | 36.70 | 67.57 | 34.61 | 26.17 | 21.24 | 33.39 | 10.88 | 15.46 | 26.02 | 37.24 |
| Yield(%) | 0.00 | 8.50 | 6.92 | 4.80 | 2.14 | 1.51 | 17.55 | … | … | 9.96 | 10.93 | 5.60 | 3.99 | 3.15 | 2.13 | 1.09 | 2.29 | 4.86 | 3.25 | 3.81 | 4.02 | 3.24 | 4.19 | 2.39 | 3.42 | 5.74 | 7.02 | 2.43 | 10.68 | 6.70 | 10.74 | 4.34 |
Data as of 10/19/2022, Common starting date is 04/06/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PTR (PetroChina Co Ltd ADR) |
-23.18%
Jan 2018 – Jan 2021 |
-20.47%
Apr 2015 – Apr 2020 |
-10.72%
Jan 2011 – Jan 2021 |
-4.59%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PTR (PetroChina Co Ltd ADR) |
80.53%
Mar 2003 – Mar 2006 |
77.59%
Oct 2002 – Oct 2007 |
29.92%
Mar 2001 – Mar 2011 |
17.73%
May 2000 – May 2015 |
Annualized Rolling Returns Comparison Chart