Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SZNTF (Shenzhen Investment Limited) | NA | 111.44% | 48.14% | 42.85% | 48.99% | NA | NA | … | … |
Data as of 02/02/2024, Common starting date is 03/05/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SZNTF (Shenzhen Investment Limited) | 03/05/2013 | 02/02/2024 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 111.44 | 48.14 | 42.85 | 48.99 | NA | NA | … | … | 0.00 | 181.92 | 30.69 | -6.64 | -13.54 | 100.01 | 27.92 | 17.18 | 88.97 | 105.71 | 51.14 | 51.85 |
| Sharpe Ratio | NA | 1.04 | 0.62 | 0.67 | 0.87 | NA | NA | … | … | 0.00 | 1.68 | 0.46 | -0.19 | -0.76 | 2.08 | 0.56 | 0.72 | 1.83 | 1.74 | 1.02 | 1.27 |
| Standard Deviation(%) | NA | 103.16 | 74.72 | 62.16 | 55.35 | NA | NA | … | … | NA | 107.24 | 63.98 | 34.67 | 18.17 | 47.42 | 47.74 | 23.07 | 48.45 | 60.91 | 50.20 | 51.47 |
| Draw Down(%) | NA | 35.00 | 35.00 | 35.00 | 35.00 | NA | NA | … | … | 0.00 | 35.00 | 25.00 | 20.88 | 17.29 | 2.44 | 23.46 | 13.85 | 13.61 | 27.16 | 9.72 | 14.63 |
| Yield(%) | 0.00 | 71.30 | 31.33 | 32.59 | 36.65 | 24.08 | 18.06 | … | … | 0.00 | 95.07 | 50.65 | 20.93 | 4.88 | 41.38 | 44.78 | 26.34 | 47.11 | 51.61 | 41.67 | 44.44 |
Data as of 02/02/2024, Common starting date is 03/05/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SZNTF (Shenzhen Investment Limited) |
-1.21%
Mar 2019 – Mar 2022 |
15.39%
Mar 2017 – Mar 2022 |
45.84%
Apr 2013 – Apr 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SZNTF (Shenzhen Investment Limited) |
86.64%
Apr 2014 – Apr 2017 |
68.18%
Apr 2014 – Apr 2019 |
54.71%
Jul 2013 – Jul 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart