Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SHI (Sinopec Shanghai Petrochemical Co Ltd ADR) | NA | -24.48% | -12.05% | -17.62% | 7.02% | -0.39% | 9.39% | … | … |
Data as of 11/04/2022, Common starting date is 07/26/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SHI (Sinopec Shanghai Petrochemical Co Ltd ADR) | 07/26/1993 | 11/04/2022 |
| 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 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.85 | -24.48 | -12.05 | -17.62 | 7.02 | -0.39 | 9.39 | … | … | -24.68 | 17.48 | -28.03 | -29.22 | -24.28 | 5.30 | 36.73 | 34.98 | 2.77 | 17.90 | 9.76 | -35.85 | 31.89 | 49.46 | -57.16 | 23.28 | 30.34 | 1.88 | -19.37 | 209.43 | 65.56 | -6.18 | -36.10 | 77.21 | -45.38 | -47.02 | 3.07 | -1.30 | -31.66 | 106.10 |
| Sharpe Ratio | NA | -0.49 | -0.30 | -0.50 | 0.16 | NA | NA | … | … | -0.54 | 0.52 | -0.75 | -1.92 | -1.49 | -0.53 | 0.08 | 0.25 | -0.39 | -0.01 | -0.26 | -1.05 | 0.35 | 0.54 | -0.97 | 0.02 | 0.18 | -0.70 | -0.72 | 4.35 | 1.07 | -0.46 | -1.65 | 1.58 | -0.16 | -1.38 | 0.15 | -1.80 | -0.66 | 6.81 |
| Standard Deviation(%) | NA | 51.75 | 41.48 | 36.60 | 41.89 | NA | NA | … | … | 54.96 | 33.27 | 37.71 | 27.30 | 30.69 | 26.29 | 32.39 | 66.72 | 40.26 | 43.51 | 33.71 | 52.00 | 38.37 | 56.84 | 79.12 | 60.55 | 44.04 | 27.23 | 54.23 | 43.72 | 42.92 | 61.12 | 63.40 | 64.83 | 74.81 | 67.83 | 34.90 | 35.28 | 45.29 | 61.19 |
| Draw Down(%) | NA | 38.69 | 46.82 | 73.53 | 73.53 | NA | NA | … | … | 38.46 | 20.99 | 41.35 | 48.78 | 42.81 | 21.25 | 17.40 | 52.98 | 27.23 | 39.21 | 40.51 | 48.70 | 22.71 | 26.18 | 75.58 | 43.82 | 35.16 | 33.87 | 52.77 | 23.30 | 38.63 | 57.82 | 51.19 | 39.45 | 68.50 | 66.57 | 29.45 | 33.33 | 47.37 | 14.48 |
| Yield(%) | 0.00 | 6.92 | 5.59 | 4.41 | 9.80 | 3.20 | 15.16 | … | … | 6.81 | 7.18 | 5.40 | 8.19 | 8.20 | 6.71 | 4.10 | 0.00 | 2.87 | 2.27 | 2.24 | 2.94 | 1.11 | 0.00 | 2.15 | 0.99 | 3.14 | 6.62 | 1.96 | 3.98 | 0.00 | 7.53 | 4.09 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/04/2022, Common starting date is 07/26/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHI (Sinopec Shanghai Petrochemical Co Ltd ADR) |
-44.82%
Aug 1995 – Aug 1998 |
-27.44%
Dec 1993 – Dec 1998 |
-0.57%
Sep 1993 – Sep 2003 |
-2.43%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHI (Sinopec Shanghai Petrochemical Co Ltd ADR) |
73.88%
Dec 2000 – Dec 2003 |
54.82%
Sep 2002 – Sep 2007 |
23.43%
Sep 2008 – Sep 2018 |
21.89%
Aug 2001 – Aug 2016 |
Annualized Rolling Returns Comparison Chart