Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SNPTY (China Petroleum & Chemical Corp ADR) | NA | 0.40% | -6.27% | -8.35% | -5.42% | -5.85% | 6.98% | … | … |
Data as of 12/02/2022, Common starting date is 10/18/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SNPTY (China Petroleum & Chemical Corp ADR) | 10/18/2000 | 12/02/2022 |
| 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 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.27 | 0.40 | -6.27 | -8.35 | -5.42 | -5.85 | 6.98 | … | … | -0.72 | 4.28 | -25.85 | -14.80 | -3.78 | 3.31 | 18.41 | -25.96 | -1.41 | -7.05 | 9.40 | 9.78 | 8.65 | 42.53 | -58.31 | 59.97 | 86.77 | 21.01 | -7.70 | 165.13 | 24.44 | -11.74 | -26.51 |
| Sharpe Ratio | NA | -0.02 | -0.21 | -0.30 | -0.21 | NA | NA | … | … | -0.06 | 0.15 | -0.71 | -0.80 | -0.16 | 0.16 | 0.58 | -0.85 | -0.05 | -0.27 | 0.37 | 0.31 | 0.32 | 0.87 | -0.75 | 1.08 | 2.30 | 0.74 | -0.21 | 4.12 | 0.57 | -0.33 | -1.71 |
| Standard Deviation(%) | NA | 31.40 | 32.23 | 30.30 | 28.81 | NA | NA | … | … | 32.28 | 28.30 | 36.65 | 20.22 | 32.65 | 17.10 | 31.54 | 30.58 | 28.45 | 25.98 | 25.29 | 31.88 | 26.96 | 49.02 | 78.55 | 53.24 | 36.50 | 25.46 | 40.56 | 39.91 | 41.19 | 42.96 | 48.65 |
| Draw Down(%) | NA | 27.30 | 38.34 | 63.79 | 63.79 | NA | NA | … | … | 27.30 | 24.87 | 38.34 | 36.27 | 33.89 | 17.37 | 16.94 | 42.19 | 27.70 | 30.11 | 33.82 | 25.63 | 16.33 | 30.46 | 65.88 | 30.07 | 34.11 | 21.73 | 35.71 | 22.07 | 20.51 | 39.05 | 30.61 |
| 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 | 0.00 | 0.00 | 0.00 |
Data as of 12/02/2022, Common starting date is 10/18/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SNPTY (China Petroleum & Chemical Corp ADR) |
-21.87%
Jul 2018 – Jul 2021 |
-13.31%
Jun 2015 – Jun 2020 |
-6.80%
Oct 2012 – Oct 2022 |
-7.44%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SNPTY (China Petroleum & Chemical Corp ADR) |
62.91%
Oct 2004 – Oct 2007 |
61.44%
Oct 2002 – Oct 2007 |
23.21%
Jan 2002 – Jan 2012 |
13.83%
Jan 2002 – Jan 2017 |
Annualized Rolling Returns Comparison Chart