Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| YZC (Yanzhou Coal Mining Company Ltd (ADR)) | NA | 59.68% | 1.73% | -12.06% | -2.06% | 10.79% | NA | … | … |
Data as of 05/12/2017, Common starting date is 04/01/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| YZC (Yanzhou Coal Mining Company Ltd (ADR)) | 04/01/1998 | 05/12/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 59.68 | 1.73 | -12.06 | -2.06 | 10.79 | NA | … | … | 22.30 | 46.24 | -45.48 | -8.30 | -42.64 | -14.38 | -28.98 | 42.53 | 204.69 | -60.83 | 145.22 | 31.25 | -26.27 | 40.18 | 162.20 | 33.98 | 16.85 | 3.37 | 92.93 | -51.98 |
| Sharpe Ratio | NA | 1.71 | 0.04 | -0.30 | -0.03 | NA | NA | … | … | 4.27 | 1.09 | -0.82 | -0.22 | -0.95 | -0.35 | -0.53 | 0.89 | 3.31 | -0.67 | 2.34 | 0.84 | -0.86 | 0.70 | 3.33 | 1.01 | 0.25 | -0.01 | 1.26 | -0.93 |
| Standard Deviation(%) | NA | 34.80 | 43.68 | 44.27 | 55.44 | NA | NA | … | … | 17.39 | 42.32 | 55.53 | 38.60 | 44.96 | 42.01 | 54.98 | 47.80 | 61.80 | 92.28 | 61.14 | 33.43 | 33.24 | 56.27 | 48.56 | 32.56 | 59.98 | 68.31 | 71.47 | 70.56 |
| Draw Down(%) | NA | 21.92 | 69.15 | 78.29 | 89.73 | NA | NA | … | … | 6.05 | 21.92 | 65.21 | 31.20 | 61.26 | 45.11 | 54.89 | 31.65 | 41.74 | 81.61 | 31.69 | 35.77 | 35.35 | 44.19 | 23.38 | 26.14 | 48.68 | 45.22 | 40.00 | 70.68 |
| Yield(%) | 0.00 | 0.29 | 0.34 | 1.75 | 0.73 | 3.43 | 3.97 | … | … | 0.00 | 0.34 | 0.38 | 0.38 | 3.15 | 4.02 | 2.85 | 1.58 | 7.30 | 1.27 | 3.01 | 4.17 | 2.22 | 1.81 | 3.10 | 3.83 | 3.60 | 4.09 | 4.20 | 0.00 |
Data as of 05/12/2017, Common starting date is 04/01/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| YZC (Yanzhou Coal Mining Company Ltd (ADR)) |
-40.33%
May 2011 – May 2014 |
-31.89%
May 2011 – May 2016 |
-3.55%
Jan 2006 – Jan 2016 |
7.54%
May 2001 – May 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| YZC (Yanzhou Coal Mining Company Ltd (ADR)) |
73.85%
Nov 2001 – Nov 2004 |
63.37%
Feb 2000 – Feb 2005 |
43.90%
Aug 1998 – Aug 2008 |
23.53%
Aug 1998 – Aug 2013 |
Annualized Rolling Returns Comparison Chart