Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ZTCOY (ZTE Corp ADR) | NA | -14.34% | -5.46% | 3.69% | 2.38% | NA | NA | … | … |
Data as of 05/17/2022, Common starting date is 01/22/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ZTCOY (ZTE Corp ADR) | 01/22/2010 | 05/17/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.12 | -14.34 | -5.46 | 3.69 | 2.38 | NA | NA | … | … | -24.07 | 10.99 | -17.32 | 63.69 | -48.01 | 123.88 | -21.47 | 22.85 | 12.44 | 16.22 | -45.47 | -3.46 | -7.32 |
| Sharpe Ratio | NA | -0.26 | -0.10 | 0.05 | 0.04 | NA | NA | … | … | -0.72 | 0.25 | -0.26 | 1.24 | -0.64 | 2.82 | -0.45 | 0.44 | 0.44 | 0.39 | -0.80 | -0.06 | -0.08 |
| Standard Deviation(%) | NA | 56.04 | 57.37 | 60.88 | 53.94 | NA | NA | … | … | 72.69 | 44.37 | 68.31 | 50.36 | 77.28 | 43.90 | 47.78 | 51.60 | 28.13 | 41.71 | 57.20 | 57.22 | 97.70 |
| Draw Down(%) | NA | 58.00 | 61.32 | 63.61 | 63.61 | NA | NA | … | … | 42.86 | 36.00 | 50.53 | 31.47 | 62.97 | 20.46 | 44.44 | 41.83 | 16.74 | 28.03 | 60.99 | 50.50 | 57.09 |
| Yield(%) | 0.00 | 3.08 | 1.41 | 2.21 | 1.41 | 0.72 | 0.54 | … | … | 1.65 | 1.17 | 0.95 | 0.00 | 2.75 | 0.00 | 1.86 | 1.62 | 0.26 | 0.00 | 0.96 | 1.23 | 0.71 |
Data as of 05/17/2022, Common starting date is 01/22/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZTCOY (ZTE Corp ADR) |
-19.72%
Mar 2011 – Mar 2014 |
-14.88%
Jun 2011 – Jun 2016 |
-1.38%
Mar 2011 – Mar 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZTCOY (ZTE Corp ADR) |
37.24%
Feb 2017 – Feb 2020 |
26.20%
Oct 2012 – Oct 2017 |
8.77%
Jun 2010 – Jun 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart