Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CEAYY (China Eastern Airlines Corporation Limited) | NA | 12.47% | 1.84% | -12.76% | 0.94% | -0.06% | 6.18% | … | … |
Data as of 05/23/2023, Common starting date is 02/04/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CEAYY (China Eastern Airlines Corporation Limited) | 02/04/1997 | 05/23/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 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 (%) | 0.00 | 12.47 | 1.84 | -12.76 | 0.94 | -0.06 | 6.18 | … | … | -6.05 | 7.63 | -12.83 | -21.41 | -0.04 | -24.24 | 61.70 | -20.58 | 16.09 | 25.99 | -4.28 | 13.18 | -30.13 | 44.76 | 129.54 | -84.33 | 348.39 | 39.53 | -30.37 | 29.97 | 33.51 | 8.39 | -21.51 | 35.00 | 80.00 | -61.39 | -21.99 |
| Sharpe Ratio | NA | 0.26 | 0.09 | -0.36 | -0.01 | NA | NA | … | … | -0.65 | 0.16 | -0.43 | -0.44 | -0.04 | -0.55 | 1.90 | -0.54 | 0.24 | 0.76 | -0.12 | 0.33 | -0.50 | 0.84 | 1.81 | -0.81 | 3.17 | 1.03 | -1.22 | 0.72 | 0.78 | 0.19 | -0.43 | 0.51 | 1.21 | -0.92 | -0.39 |
| Standard Deviation(%) | NA | 35.27 | 35.98 | 40.36 | 42.25 | NA | NA | … | … | 30.22 | 39.64 | 29.71 | 49.14 | 41.19 | 46.56 | 32.29 | 38.17 | 65.56 | 34.27 | 37.04 | 39.54 | 59.82 | 53.07 | 71.56 | 105.67 | 109.82 | 35.20 | 26.61 | 40.16 | 42.13 | 39.17 | 56.71 | 60.41 | 63.58 | 70.01 | 69.52 |
| Draw Down(%) | NA | 15.81 | 39.24 | 64.01 | 68.12 | NA | NA | … | … | 12.87 | 26.02 | 33.62 | 43.26 | 44.87 | 42.99 | 20.80 | 30.24 | 52.95 | 23.93 | 37.64 | 29.43 | 49.19 | 32.68 | 24.97 | 91.60 | 46.05 | 28.12 | 43.35 | 27.91 | 33.19 | 40.54 | 50.70 | 45.00 | 31.91 | 72.52 | 59.24 |
| Yield(%) | 0.00 | 0.00 | 0.65 | 0.39 | 0.82 | 0.25 | 0.66 | … | … | 0.00 | 0.00 | 0.00 | 1.24 | 0.00 | 1.11 | 1.55 | 1.43 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.55 | 0.00 | 0.00 | 0.00 | 0.78 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/23/2023, Common starting date is 02/04/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CEAYY (China Eastern Airlines Corporation Limited) |
-30.71%
Mar 1997 – Mar 2000 |
-21.50%
Sep 2007 – Sep 2012 |
-7.09%
Oct 2007 – Oct 2017 |
-7.33%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CEAYY (China Eastern Airlines Corporation Limited) |
75.40%
Oct 2004 – Oct 2007 |
53.10%
Dec 2002 – Dec 2007 |
20.14%
Nov 2008 – Nov 2018 |
15.79%
Nov 1998 – Nov 2013 |
Annualized Rolling Returns Comparison Chart