Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ZNH (China Southern Airlines Co Ltd ADR) | NA | 31.89% | 11.64% | -9.84% | 3.86% | -0.14% | 6.26% | … | … |
Data as of 03/06/2023, Common starting date is 07/30/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ZNH (China Southern Airlines Co Ltd ADR) | 07/30/1997 | 03/06/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.21 | 31.89 | 11.64 | -9.84 | 3.86 | -0.14 | 6.26 | … | … | 14.10 | 9.24 | 0.03 | -11.76 | 10.67 | -41.41 | 101.56 | -32.61 | 59.62 | 21.07 | -23.64 | 1.57 | -16.58 | 97.86 | 81.63 | -80.54 | 220.05 | 44.01 | -28.50 | -6.94 | 52.21 | -1.96 | -3.87 | 31.49 | 147.95 | -65.24 | -58.33 |
| Sharpe Ratio | NA | 0.37 | 0.25 | -0.25 | 0.07 | NA | NA | … | … | 3.37 | 0.18 | 0.00 | -0.23 | -0.31 | -1.22 | 2.33 | -1.73 | 0.62 | 0.08 | -1.10 | -0.46 | -0.63 | 1.53 | 0.99 | -1.06 | 3.03 | 0.55 | -1.61 | -0.56 | 0.66 | -0.50 | -0.40 | -0.51 | 2.45 | -0.38 | -2.23 |
| Standard Deviation(%) | NA | 43.50 | 43.57 | 44.06 | 44.51 | NA | NA | … | … | 32.66 | 43.79 | 34.85 | 52.52 | 41.19 | 51.79 | 35.49 | 38.39 | 66.32 | 31.52 | 38.48 | 37.11 | 55.98 | 51.70 | 63.56 | 94.48 | 65.75 | 39.34 | 30.69 | 47.43 | 50.10 | 43.82 | 63.35 | 73.40 | 70.51 | 84.38 | 75.17 |
| Draw Down(%) | NA | 22.09 | 38.57 | 70.69 | 72.45 | NA | NA | … | … | 11.92 | 29.65 | 36.04 | 46.56 | 46.00 | 63.57 | 18.55 | 33.32 | 56.61 | 26.39 | 43.03 | 32.03 | 39.72 | 27.14 | 26.22 | 87.26 | 47.66 | 33.57 | 39.63 | 45.48 | 40.67 | 52.54 | 52.20 | 47.44 | 40.00 | 78.45 | 66.20 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.36 | 1.25 | 1.13 | 2.91 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 1.20 | 1.55 | 2.79 | 1.75 | 1.40 | 1.64 | 1.57 | 5.88 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.81 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/06/2023, Common starting date is 07/30/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZNH (China Southern Airlines Co Ltd ADR) |
-28.84%
Aug 2007 – Aug 2010 |
-22.66%
Feb 2004 – Feb 2009 |
-6.27%
Sep 2007 – Sep 2017 |
-5.68%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZNH (China Southern Airlines Co Ltd ADR) |
61.85%
Aug 1998 – Aug 2001 |
46.75%
Feb 1999 – Feb 2004 |
20.34%
Nov 2008 – Nov 2018 |
13.53%
May 2000 – May 2015 |
Annualized Rolling Returns Comparison Chart