Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EGRNQ (China Evergrande Group) | NA | 2,400.00% | -79.61% | -67.39% | -31.38% | NA | NA | … | … |
Data as of 07/08/2024, Common starting date is 05/05/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EGRNQ (China Evergrande Group) | 05/05/2010 | 07/08/2024 |
| 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 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2,400.00 | -79.61 | -67.39 | -31.38 | NA | NA | … | … | -50.00 | 0.00 | -90.00 | -88.90 | -33.30 | -7.08 | -17.45 | 375.68 | -17.78 | 127.85 | 9.72 | -35.71 | 30.23 | -14.85 | 44.29 |
| Sharpe Ratio | NA | 1.42 | -0.08 | -0.06 | -0.03 | NA | NA | … | … | -0.13 | 0.00 | -0.19 | -0.37 | -0.01 | -0.07 | -0.13 | 0.69 | -0.21 | 0.66 | 0.11 | -0.29 | 0.23 | -0.09 | 0.36 |
| Standard Deviation(%) | NA | 1,682.73 | 1,049.18 | 1,170.16 | 1,091.41 | NA | NA | … | … | 613.84 | 1,697.91 | 489.04 | 240.06 | 2,400.85 | 121.11 | 159.63 | 219.96 | 220.37 | 178.41 | 97.86 | 124.13 | 129.44 | 159.98 | 205.57 |
| Draw Down(%) | NA | 99.90 | 99.99 | 100.00 | 100.00 | NA | NA | … | … | 75.00 | 99.91 | 96.00 | 93.57 | 100.00 | 41.07 | 37.97 | 51.22 | 30.00 | 3.39 | 23.71 | 41.94 | 37.82 | 62.42 | 28.57 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.17 | 0.53 | 0.45 | 0.33 | … | … | 0.00 | 0.00 | 0.00 | 1.35 | 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 07/08/2024, Common starting date is 05/05/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EGRNQ (China Evergrande Group) |
-94.61%
Jul 2020 – Jul 2023 |
-83.68%
Mar 2018 – Mar 2023 |
-52.53%
Jul 2013 – Jul 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EGRNQ (China Evergrande Group) |
107.15%
May 2015 – May 2018 |
63.84%
Sep 2013 – Sep 2018 |
-11.78%
Oct 2012 – Oct 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart