Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ZHUZY (Zhuzhou CRRC Times Electric Co Ltd ADR) | NA | -19.71% | -17.52% | -8.81% | NA | NA | NA | … | … |
Data as of 07/02/2024, Common starting date is 09/10/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ZHUZY (Zhuzhou CRRC Times Electric Co Ltd ADR) | 09/10/2015 | 07/02/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -19.71 | -17.52 | -8.81 | NA | NA | NA | … | … | 19.20 | -40.84 | -11.44 | 26.48 | 15.63 | -36.31 | -3.40 | 21.42 | -17.19 | -13.85 |
| Sharpe Ratio | NA | -0.22 | -0.19 | -0.11 | NA | NA | NA | … | … | 0.34 | -0.52 | -0.11 | 0.27 | 0.15 | -1.00 | -0.18 | 1.03 | -0.57 | -1.89 |
| Standard Deviation(%) | NA | 94.99 | 104.98 | 98.04 | NA | NA | NA | … | … | 112.50 | 87.09 | 114.24 | 96.62 | 103.42 | 37.61 | 26.75 | 20.35 | 30.31 | 20.21 |
| Draw Down(%) | NA | 41.18 | 66.67 | 66.67 | NA | NA | NA | … | … | 24.82 | 50.54 | 41.44 | 37.47 | 35.87 | 41.04 | 18.64 | 7.25 | 17.97 | 13.85 |
| Yield(%) | 0.00 | 0.00 | 1.24 | 1.06 | 0.77 | 0.51 | 0.38 | … | … | 0.00 | 1.72 | 1.29 | 1.49 | 1.78 | 1.15 | 1.16 | 1.32 | 1.11 | 0.00 |
Data as of 07/02/2024, Common starting date is 09/10/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZHUZY (Zhuzhou CRRC Times Electric Co Ltd ADR) |
-23.70%
Jan 2021 – Jan 2024 |
-14.26%
Jan 2019 – Jan 2024 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ZHUZY (Zhuzhou CRRC Times Electric Co Ltd ADR) |
23.74%
May 2020 – May 2023 |
7.93%
Jul 2016 – Jul 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart