Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CNTF (China TechFaith WireleS Communication Technology Limited) | NA | -93.24% | -62.26% | -75.14% | -37.74% | NA | NA | … | … |
Data as of 09/20/2019, Common starting date is 05/09/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CNTF (China TechFaith WireleS Communication Technology Limited) | 05/09/2005 | 09/20/2019 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -40.00 | -93.24 | -62.26 | -75.14 | -37.74 | NA | NA | … | … | -85.00 | -61.39 | 40.00 | -97.99 | -34.36 | -32.93 | 3,213.49 | -30.00 | -57.14 | 36.81 | 139.84 | -77.93 | -46.20 | -20.15 | -14.23 |
| Sharpe Ratio | NA | -0.80 | -0.76 | -0.68 | -0.38 | NA | NA | … | … | -0.75 | -0.86 | 0.24 | -0.52 | -0.79 | -0.78 | 9.66 | -0.73 | -1.07 | 0.40 | 1.59 | -1.07 | -1.00 | -0.66 | -0.61 |
| Standard Deviation(%) | NA | 145.10 | 108.78 | 143.50 | 151.37 | NA | NA | … | … | 155.82 | 96.67 | 85.83 | 251.82 | 67.27 | 66.11 | 330.69 | 66.81 | 70.65 | 45.53 | 76.07 | 91.12 | 68.52 | 64.83 | 74.16 |
| Draw Down(%) | NA | 93.33 | 95.56 | 99.92 | 99.96 | NA | NA | … | … | 88.97 | 73.70 | 36.98 | 98.29 | 63.64 | 61.67 | 32.62 | 65.41 | 76.71 | 43.92 | 37.97 | 89.06 | 61.90 | 61.98 | 57.79 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/20/2019, Common starting date is 05/09/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNTF (China TechFaith WireleS Communication Technology Limited) |
-82.01%
Feb 2014 – Feb 2017 |
-69.52%
Jul 2014 – Jul 2019 |
-31.66%
Jun 2006 – Jun 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNTF (China TechFaith WireleS Communication Technology Limited) |
198.17%
Jun 2012 – Jun 2015 |
113.54%
Feb 2009 – Feb 2014 |
6.98%
Oct 2005 – Oct 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart
