Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SHZ (China Shen Zhou Mining & Resources, Inc.) | NA | -89.13% | -51.93% | -51.56% | NA | NA | NA | … | … |
Data as of 05/28/2013, Common starting date is 03/25/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SHZ (China Shen Zhou Mining & Resources, Inc.) | 03/25/2008 | 05/28/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -29.28 | -89.13 | -51.93 | -51.56 | NA | NA | NA | … | … | -78.26 | -63.49 | -85.00 | 1,083.10 | 136.67 | -94.31 |
| Sharpe Ratio | NA | -0.68 | -0.37 | NA | NA | NA | NA | … | … | -0.79 | -0.66 | -0.74 | 7.29 | 0.80 | -0.63 |
| Standard Deviation(%) | NA | 133.30 | 138.93 | NA | NA | NA | NA | … | … | 123.94 | 97.38 | 114.61 | 148.58 | 170.50 | 157.17 |
| Draw Down(%) | NA | 90.29 | 99.02 | 99.02 | NA | NA | NA | … | … | 78.26 | 89.84 | 88.96 | 51.02 | 66.51 | 95.24 |
| 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 |
Data as of 05/28/2013, Common starting date is 03/25/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHZ (China Shen Zhou Mining & Resources, Inc.) |
-43.97%
Apr 2010 – Apr 2013 |
-46.24%
Apr 2008 – Apr 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHZ (China Shen Zhou Mining & Resources, Inc.) |
81.13%
Nov 2008 – Nov 2011 |
-46.24%
Apr 2008 – Apr 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart