Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GSH (Guangshen Railway Company Limited) | NA | -33.69% | -33.20% | -12.18% | -4.33% | -1.52% | 5.74% | … | … |
Data as of 01/22/2021, Common starting date is 05/13/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSH (Guangshen Railway Company Limited) | 05/13/1996 | 01/22/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.26 | -33.69 | -33.20 | -12.18 | -4.33 | -1.52 | 5.74 | … | … | 6.74 | -43.87 | -11.13 | -44.07 | 10.19 | 22.61 | 2.45 | 4.46 | 17.02 | 11.90 | -9.77 | -3.65 | 7.70 | -47.14 | 5.13 | 118.43 | -24.18 | 40.98 | 66.90 | 3.57 | 38.56 | 8.99 | -7.29 | -55.35 | -34.85 | 1.85 |
| Sharpe Ratio | NA | -0.99 | -1.17 | -0.46 | -0.14 | NA | NA | … | … | 5.30 | -1.33 | -1.32 | -2.37 | -0.37 | -0.38 | -0.34 | -0.46 | -0.04 | -0.25 | -0.80 | -0.83 | -0.24 | -1.02 | -0.34 | 2.26 | -1.51 | 0.60 | 1.35 | -0.66 | 0.33 | -1.26 | 0.35 | -0.33 | -1.38 | 0.39 |
| Standard Deviation(%) | NA | 34.18 | 29.24 | 28.32 | 32.63 | NA | NA | … | … | 42.19 | 32.99 | 26.13 | 27.66 | 24.25 | 29.86 | 46.77 | 30.71 | 38.97 | 27.03 | 35.16 | 26.83 | 46.18 | 65.41 | 49.18 | 42.85 | 29.93 | 35.75 | 35.18 | 24.60 | 53.10 | 47.44 | 50.75 | 66.53 | 58.69 | 27.85 |
| Draw Down(%) | NA | 43.53 | 74.62 | 76.28 | 76.28 | NA | NA | … | … | 4.00 | 49.88 | 32.91 | 52.46 | 26.28 | 16.26 | 45.37 | 24.03 | 27.88 | 30.57 | 33.30 | 26.84 | 31.19 | 62.36 | 26.43 | 34.95 | 35.52 | 31.77 | 17.52 | 21.39 | 39.89 | 26.23 | 28.69 | 69.27 | 57.43 | 15.43 |
| Yield(%) | 0.00 | 2.82 | 1.42 | 3.05 | 3.16 | 3.38 | 9.69 | … | … | 0.00 | 2.54 | 2.33 | 1.87 | 3.89 | 2.58 | 1.65 | 2.75 | 3.26 | 4.47 | 3.46 | 2.86 | 3.01 | 1.62 | 1.47 | 4.73 | 3.49 | 4.12 | 6.94 | 7.15 | 9.70 | 12.94 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/22/2021, Common starting date is 05/13/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSH (Guangshen Railway Company Limited) |
-40.82%
Feb 1997 – Feb 2000 |
-19.57%
May 2015 – May 2020 |
-5.66%
Oct 2010 – Oct 2020 |
-1.59%
Jun 2005 – Jun 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSH (Guangshen Railway Company Limited) |
49.96%
Oct 2004 – Oct 2007 |
43.73%
Oct 2002 – Oct 2007 |
24.04%
Aug 1998 – Aug 2008 |
18.28%
May 2000 – May 2015 |
Annualized Rolling Returns Comparison Chart