Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TJIPF (Tianjin Port Development Holdings Limited) | NA | -14.29% | -3.66% | -6.54% | -3.74% | NA | NA | -4.64% |
Data as of 06/21/2024, AR inception is 01/06/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TJIPF (Tianjin Port Development Holdings Limited) | 01/06/2010 | 06/21/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -14.29 | -3.66 | -6.54 | -3.74 | NA | NA | -4.64 | 0.00 | -14.29 | 0.00 | 0.00 | -12.28 | -6.02 | -15.38 | -12.50 | -5.88 | -11.33 | 24.44 | 93.39 | 12.04 | -34.10 | -36.45 |
| Sharpe Ratio | NA | -1.17 | -0.42 | -0.40 | -0.16 | NA | NA | -0.11 | 0.00 | -1.21 | -0.07 | 0.00 | -0.42 | -0.41 | -0.68 | -0.65 | -0.22 | -0.15 | 0.64 | 1.66 | 0.25 | -0.42 | -0.31 |
| Standard Deviation(%) | NA | 15.42 | 17.86 | 22.16 | 32.54 | NA | NA | 50.63 | NA | 15.48 | 18.96 | 25.54 | 29.94 | 18.03 | 24.45 | 20.40 | 27.50 | 74.78 | 38.00 | 56.22 | 48.34 | 81.79 | 117.42 |
| Draw Down(%) | NA | 14.29 | 25.00 | 36.36 | 74.89 | NA | NA | 74.89 | 0.00 | 14.29 | 12.50 | 22.22 | 30.00 | 18.18 | 21.43 | 17.65 | 22.22 | 54.36 | 17.65 | 20.00 | 26.67 | 59.40 | 57.50 |
| Yield(%) | 0.00 | 0.00 | 5.38 | 3.49 | 3.77 | 2.71 | 2.04 | 2.91 | 0.00 | 4.14 | 12.50 | 0.00 | 6.30 | 3.27 | 7.14 | 0.00 | 5.56 | 4.76 | 5.56 | 18.18 | 16.67 | 16.67 | 5.00 |
Data as of 06/21/2024, AR inception is 01/06/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TJIPF (Tianjin Port Development Holdings Limited) |
-22.89%
May 2017 - May 2020 |
-22.75%
Jun 2015 - Jun 2020 |
-6.03%
Nov 2013 - Nov 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TJIPF (Tianjin Port Development Holdings Limited) |
61.37%
May 2012 - May 2015 |
22.92%
May 2010 - May 2015 |
4.42%
Jun 2012 - Jun 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart