Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SORL (SORL Auto Parts Inc) | NA | 41.02% | -18.62% | 5.70% | -5.73% | NA | NA | … | … |
Data as of 05/20/2020, Common starting date is 11/10/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SORL (SORL Auto Parts Inc) | 11/10/2005 | 05/20/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.21 | 41.02 | -18.62 | 5.70 | -5.73 | NA | NA | … | … | 6.08 | 136.17 | -72.02 | 121.05 | 20.16 | -31.44 | -7.29 | 63.11 | 3.83 | -72.45 | -0.93 | 441.51 | -78.28 | -18.94 | 80.60 | -9.09 |
| Sharpe Ratio | NA | 0.43 | -0.57 | -0.27 | -0.45 | NA | NA | … | … | 0.06 | 2.30 | -1.59 | 1.27 | -0.17 | -0.99 | -0.49 | 0.74 | -0.29 | -1.92 | -0.36 | 4.99 | -1.26 | -1.02 | 0.61 | -5.10 |
| Standard Deviation(%) | NA | 43.12 | 60.27 | 65.18 | 58.81 | NA | NA | … | … | 44.83 | 48.99 | 58.95 | 80.55 | 81.04 | 50.70 | 52.49 | 60.09 | 50.82 | 47.34 | 54.68 | 84.82 | 77.37 | 40.24 | 96.67 | 17.85 |
| Draw Down(%) | NA | 38.01 | 79.72 | 79.72 | 85.62 | NA | NA | … | … | 38.01 | 22.80 | 74.66 | 59.76 | 42.69 | 59.95 | 45.60 | 36.32 | 50.85 | 73.30 | 40.59 | 46.01 | 81.01 | 34.97 | 38.14 | 9.09 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/20/2020, Common starting date is 11/10/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SORL (SORL Auto Parts Inc) |
-35.79%
May 2010 – May 2013 |
-27.21%
Sep 2010 – Sep 2015 |
-14.35%
Apr 2006 – Apr 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SORL (SORL Auto Parts Inc) |
36.48%
May 2014 – May 2017 |
27.10%
Jul 2012 – Jul 2017 |
9.15%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart