Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ^JKSE (Composite Index) | NA | 15.78% | 0.74% | 2.44% | 4.64% | 10.12% | 14.04% | … | … |
Data as of 08/23/2021, Common starting date is 07/01/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ^JKSE (Composite Index) | 07/01/1997 | 08/23/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.36 | 15.78 | 0.74 | 2.44 | 4.64 | 10.12 | 14.04 | … | … | 1.68 | -4.62 | 2.18 | -2.54 | 19.99 | 15.33 | -12.13 | 22.29 | -0.98 | 12.94 | 3.20 | 46.13 | 86.98 | -50.64 | 52.08 | 55.29 | 16.24 | 44.56 | 62.82 | 8.39 | -5.83 | -38.50 | 70.06 | -0.91 | -45.09 |
| Sharpe Ratio | NA | 0.94 | 0.00 | 0.10 | 0.25 | NA | NA | … | … | 0.17 | -0.18 | 0.07 | -0.24 | 2.33 | 1.07 | -0.68 | 1.63 | -0.05 | 0.97 | 0.13 | 2.33 | 3.52 | -1.26 | 2.06 | 2.43 | 0.77 | 1.96 | 3.24 | 0.29 | -0.33 | -1.76 | 1.90 | -0.08 | -1.65 |
| Standard Deviation(%) | NA | 16.77 | 19.03 | 16.90 | 17.36 | NA | NA | … | … | 14.68 | 27.06 | 11.44 | 16.30 | 8.35 | 13.98 | 17.91 | 13.57 | 21.34 | 13.52 | 23.74 | 19.80 | 24.72 | 40.91 | 24.10 | 21.40 | 18.25 | 22.22 | 19.09 | 24.95 | 24.81 | 24.37 | 35.19 | 50.05 | 44.41 |
| Draw Down(%) | NA | 10.48 | 39.82 | 41.06 | 41.06 | NA | NA | … | … | 10.48 | 37.75 | 10.95 | 15.67 | 1.94 | 8.12 | 26.33 | 6.36 | 23.91 | 13.48 | 22.03 | 15.39 | 12.61 | 60.73 | 20.51 | 20.53 | 16.56 | 18.29 | 10.73 | 38.82 | 25.29 | 42.29 | 28.11 | 53.65 | 54.17 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.01 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/23/2021, Common starting date is 07/01/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ^JKSE (Composite Index) |
-15.17%
Jan 2000 – Jan 2003 |
-5.97%
Mar 1998 – Mar 2003 |
3.36%
Sep 2010 – Sep 2020 |
9.85%
Apr 2006 – Apr 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ^JKSE (Composite Index) |
49.24%
Mar 2003 – Mar 2006 |
48.26%
Oct 2002 – Oct 2007 |
28.65%
Mar 2003 – Mar 2013 |
20.79%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart