Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SNP (China Petroleum & Chemical Corp ADR) | NA | 3.35% | 0.42% | -1.04% | 3.63% | 2.73% | 14.60% | … | … |
Data as of 11/10/2022, Common starting date is 10/18/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SNP (China Petroleum & Chemical Corp ADR) | 10/18/2000 | 11/10/2022 |
| 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 (%) | 6.06 | 3.35 | 0.42 | -1.04 | 3.63 | 2.73 | 14.60 | … | … | 7.80 | 19.60 | -19.36 | -7.24 | 5.17 | 8.68 | 21.98 | -22.76 | 2.71 | 28.36 | 16.85 | 15.04 | 13.74 | 47.96 | -57.14 | 64.00 | 93.97 | 26.57 | -3.89 | 183.90 | 36.72 | -5.51 | -26.50 |
| Sharpe Ratio | NA | 0.08 | -0.02 | -0.06 | 0.11 | NA | NA | … | … | 0.26 | 0.70 | -0.54 | -0.46 | 0.12 | 0.48 | 0.69 | -0.75 | 0.09 | 0.80 | 0.68 | 0.47 | 0.50 | 0.98 | -0.74 | 1.15 | 1.72 | 0.83 | -0.09 | 4.63 | 0.88 | -0.18 | -1.71 |
| Standard Deviation(%) | NA | 30.64 | 31.27 | 29.32 | 29.34 | NA | NA | … | … | 31.21 | 28.08 | 35.96 | 18.87 | 31.83 | 16.83 | 31.46 | 30.38 | 28.66 | 35.61 | 24.87 | 31.99 | 27.29 | 48.89 | 78.58 | 53.15 | 52.86 | 29.53 | 54.14 | 39.57 | 40.26 | 43.14 | 48.69 |
| Draw Down(%) | NA | 23.95 | 32.94 | 55.72 | 55.72 | NA | NA | … | … | 23.95 | 20.76 | 32.94 | 30.61 | 31.66 | 13.07 | 16.94 | 39.70 | 26.63 | 27.15 | 30.90 | 23.64 | 16.33 | 30.45 | 64.92 | 30.07 | 33.20 | 19.26 | 35.70 | 20.79 | 17.32 | 39.01 | 30.62 |
| Yield(%) | 0.00 | 14.92 | 8.74 | 7.94 | 5.88 | 4.36 | 30.12 | … | … | 15.20 | 9.92 | 6.07 | 7.76 | 11.30 | 5.52 | 3.62 | 3.96 | 4.86 | 5.16 | 5.53 | 4.73 | 4.12 | 4.59 | 1.86 | 2.98 | 4.20 | 4.68 | 3.15 | 9.98 | 11.32 | 8.28 | 0.00 |
Data as of 11/10/2022, Common starting date is 10/18/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SNP (China Petroleum & Chemical Corp ADR) |
-15.69%
Jul 2018 – Jul 2021 |
-7.34%
Jun 2015 – Jun 2020 |
1.63%
Oct 2007 – Oct 2017 |
0.28%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SNP (China Petroleum & Chemical Corp ADR) |
68.85%
Oct 2004 – Oct 2007 |
68.56%
Oct 2002 – Oct 2007 |
29.11%
Jan 2002 – Jan 2012 |
21.44%
Jan 2002 – Jan 2017 |
Annualized Rolling Returns Comparison Chart