Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SZHIF (Shenzhou International Group Holdings Limited) | NA | -19.81% | -24.92% | -9.50% | 11.10% | NA | NA | … | … |
Data as of 12/24/2024, Common starting date is 03/02/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SZHIF (Shenzhou International Group Holdings Limited) | 03/02/2012 | 12/24/2024 |
| 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 | -19.81 | -24.92 | -9.50 | 11.10 | NA | NA | … | … | -19.81 | -9.90 | -41.42 | 34.44 | 35.79 | 17.90 | 85.48 | 1.14 | 24.20 | 46.90 | 21.51 | 51.63 | 4.55 |
| Sharpe Ratio | NA | -0.40 | -0.53 | -0.22 | 0.22 | NA | NA | … | … | -0.40 | -0.37 | -0.67 | 1.71 | 0.54 | 0.88 | 1.72 | 0.24 | 0.87 | 1.21 | 1.26 | 1.24 | 1.12 |
| Standard Deviation(%) | NA | 65.70 | 55.16 | 54.06 | 43.57 | NA | NA | … | … | 66.87 | 38.60 | 63.84 | 33.56 | 66.01 | 18.75 | 48.89 | 2.18 | 27.51 | 38.81 | 17.05 | 41.63 | 4.89 |
| Draw Down(%) | NA | 24.00 | 62.68 | 69.59 | 69.59 | NA | NA | … | … | 24.00 | 27.31 | 59.72 | 10.72 | 29.33 | 8.13 | 4.77 | 1.31 | 9.91 | 3.61 | 4.97 | 0.00 | 0.00 |
| Yield(%) | 0.00 | 0.00 | 0.77 | 1.42 | 6.01 | 9.08 | 6.81 | … | … | 0.00 | 2.13 | 1.09 | 1.54 | 1.81 | 3.00 | 3.29 | 3.96 | 2.77 | 3.78 | 3.41 | 10.97 | 3.55 |
Data as of 12/24/2024, Common starting date is 03/02/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SZHIF (Shenzhou International Group Holdings Limited) |
-32.75%
Sep 2021 – Sep 2024 |
-11.24%
Sep 2019 – Sep 2024 |
11.64%
Sep 2014 – Sep 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SZHIF (Shenzhou International Group Holdings Limited) |
57.38%
May 2015 – May 2018 |
47.35%
Feb 2013 – Feb 2018 |
26.51%
Apr 2012 – Apr 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart