Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SGHIF (Shanghai Industrial Holdings Limited) | NA | 51.44% | 10.18% | 5.02% | -0.56% | NA | NA | … | … |
Data as of 10/22/2024, Common starting date is 08/20/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGHIF (Shanghai Industrial Holdings Limited) | 08/20/2012 | 10/22/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 51.44 | 10.18 | 5.02 | -0.56 | NA | NA | … | … | 45.07 | 4.58 | -7.62 | 4.72 | -16.60 | -4.48 | -25.10 | 12.85 | 2.75 | -8.09 | -7.99 | 10.40 | 0.61 |
| Sharpe Ratio | NA | 0.96 | 0.21 | 0.10 | -0.06 | NA | NA | … | … | 1.08 | 0.03 | -0.29 | 0.18 | -0.68 | -0.38 | -1.30 | 0.53 | 0.07 | -0.22 | -0.47 | 0.50 | 0.06 |
| Standard Deviation(%) | NA | 49.71 | 36.11 | 32.37 | 29.88 | NA | NA | … | … | 50.44 | 28.91 | 31.71 | 25.60 | 24.84 | 15.87 | 20.50 | 23.15 | 34.78 | 36.10 | 16.97 | 20.71 | 29.69 |
| Draw Down(%) | NA | 20.69 | 28.52 | 29.97 | 60.95 | NA | NA | … | … | 20.69 | 15.79 | 28.52 | 10.74 | 23.04 | 15.98 | 28.75 | 10.60 | 19.85 | 35.27 | 14.04 | 14.29 | 12.31 |
| Yield(%) | 0.00 | 10.56 | 7.71 | 5.77 | 3.39 | 2.69 | 2.02 | … | … | 10.12 | 8.87 | 8.46 | 4.80 | 5.28 | 0.00 | 4.20 | 4.66 | 4.56 | 3.71 | 3.58 | 3.80 | 1.87 |
Data as of 10/22/2024, Common starting date is 08/20/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGHIF (Shanghai Industrial Holdings Limited) |
-20.37%
Oct 2017 – Oct 2020 |
-14.78%
Nov 2017 – Nov 2022 |
-5.90%
Nov 2012 – Nov 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGHIF (Shanghai Industrial Holdings Limited) |
7.75%
Jul 2021 – Jul 2024 |
6.34%
Oct 2012 – Oct 2017 |
-1.96%
Jun 2014 – Jun 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart