Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AUO (AU Optronics Corp) | NA | -39.05% | -7.59% | -5.29% | -10.15% | -8.14% | NA | … | … |
Data as of 10/01/2019, Common starting date is 05/23/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AUO (AU Optronics Corp) | 05/23/2002 | 10/01/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.43 | -39.05 | -7.59 | -5.29 | -10.15 | -8.14 | NA | … | … | -34.56 | 6.36 | 22.36 | 21.65 | -40.59 | 64.99 | -30.67 | 4.17 | -57.66 | -13.09 | 57.43 | -57.09 | 39.55 | -7.40 | 7.08 | 22.05 | 110.79 | -52.86 |
| Sharpe Ratio | NA | -1.38 | -0.23 | -0.17 | -0.28 | NA | NA | … | … | -1.49 | 0.17 | 0.65 | 0.55 | -1.00 | 1.73 | -0.81 | 0.09 | -1.21 | -0.38 | 1.12 | -0.88 | 0.89 | -0.29 | 0.13 | 0.35 | 2.06 | -0.92 |
| Standard Deviation(%) | NA | 29.41 | 32.13 | 35.89 | 38.19 | NA | NA | … | … | 30.03 | 30.26 | 33.36 | 39.13 | 40.51 | 37.61 | 38.03 | 45.47 | 47.82 | 35.07 | 51.12 | 65.57 | 41.12 | 36.93 | 37.96 | 60.83 | 53.42 | 78.17 |
| Draw Down(%) | NA | 45.68 | 47.76 | 58.50 | 80.56 | NA | NA | … | … | 44.38 | 20.64 | 19.26 | 21.00 | 58.50 | 23.14 | 42.33 | 53.48 | 63.12 | 35.25 | 26.87 | 73.93 | 28.65 | 30.75 | 38.44 | 64.46 | 31.57 | 65.17 |
| Yield(%) | 0.00 | 3.81 | 7.32 | 4.87 | 1.26 | 1.34 | 1.27 | … | … | 4.11 | 11.74 | 5.07 | 0.00 | 3.18 | 1.60 | 0.00 | 0.00 | 1.32 | 0.00 | 1.11 | 4.54 | 0.43 | 0.60 | 2.59 | 2.84 | 2.32 | 0.00 |
Data as of 10/01/2019, Common starting date is 05/23/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AUO (AU Optronics Corp) |
-34.86%
Jul 2009 – Jul 2012 |
-28.10%
Oct 2007 – Oct 2012 |
-15.17%
Mar 2004 – Mar 2014 |
-10.43%
May 2004 – May 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AUO (AU Optronics Corp) |
49.48%
Apr 2003 – Apr 2006 |
32.01%
Apr 2003 – Apr 2008 |
0.94%
Apr 2003 – Apr 2013 |
0.29%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart