Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LFCHY (China Life Insurance Company Limited) | NA | -28.46% | -22.58% | -18.95% | -8.35% | -9.18% | NA | … | … |
Data as of 11/10/2022, Common starting date is 12/17/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LFCHY (China Life Insurance Company Limited) | 12/17/2003 | 11/10/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 11.29 | -28.46 | -22.58 | -18.95 | -8.35 | -9.18 | NA | … | … | -25.63 | -24.50 | -20.03 | 31.84 | -32.80 | 21.29 | -19.51 | -18.29 | 24.25 | -4.91 | 34.41 | -39.56 | -16.61 | 58.08 | -39.35 | 51.46 | 186.34 | 33.43 | -19.81 | 39.00 |
| Sharpe Ratio | NA | -0.96 | -0.69 | -0.63 | -0.28 | NA | NA | … | … | -0.94 | -1.04 | -0.46 | 1.03 | -1.35 | 0.87 | -0.58 | -0.46 | 0.81 | -0.16 | 1.08 | -1.08 | -0.65 | 1.36 | -0.57 | 0.86 | 3.56 | 1.44 | -0.55 | 9,244.07 |
| Standard Deviation(%) | NA | 30.58 | 33.61 | 31.45 | 31.84 | NA | NA | … | … | 31.98 | 23.68 | 43.66 | 29.57 | 25.20 | 23.82 | 34.15 | 39.85 | 29.99 | 31.07 | 32.20 | 36.83 | 25.72 | 42.68 | 70.70 | 56.34 | 51.76 | 21.65 | 38.00 | 109.20 |
| Draw Down(%) | NA | 43.01 | 63.05 | 69.48 | 79.29 | NA | NA | … | … | 43.01 | 32.82 | 41.92 | 23.32 | 42.18 | 13.40 | 36.02 | 42.16 | 18.33 | 34.87 | 28.85 | 46.73 | 24.67 | 23.17 | 56.26 | 34.17 | 27.40 | 11.16 | 42.26 | 9.93 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/10/2022, Common starting date is 12/17/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LFCHY (China Life Insurance Company Limited) |
-24.97%
Oct 2019 – Oct 2022 |
-20.12%
Oct 2017 – Oct 2022 |
-9.51%
Oct 2012 – Oct 2022 |
-11.51%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LFCHY (China Life Insurance Company Limited) |
97.26%
Oct 2004 – Oct 2007 |
43.51%
Jul 2004 – Jul 2009 |
18.58%
Apr 2005 – Apr 2015 |
9.44%
Apr 2004 – Apr 2019 |
Annualized Rolling Returns Comparison Chart