Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TIACF (Tian An China Investments Company Limited) | NA | 4.12% | 35.99% | 26.30% | 13.24% | 12.08% | 34.92% | … | … |
Data as of 04/10/2023, Common starting date is 01/24/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TIACF (Tian An China Investments Company Limited) | 01/24/1997 | 04/10/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 6.12 | 4.12 | 35.99 | 26.30 | 13.24 | 12.08 | 34.92 | … | … | 6.12 | -5.45 | 3.41 | 7.44 | 1.89 | 0.00 | 0.00 | -10.17 | -15.11 | -4.79 | 31.53 | 11.00 | -34.21 | 28.81 | 140.82 | -83.33 | 90.91 | 196.15 | 4.00 | 2,400.00 | 0.00 | -33.33 | 50.00 | -75.00 | 300.00 | -75.00 | -71.43 |
| Sharpe Ratio | NA | 1.25 | 0.97 | 0.67 | 0.45 | NA | NA | … | … | 1.70 | -0.35 | 0.40 | 0.18 | 0.26 | -0.07 | 0.00 | -0.82 | -1.43 | -0.33 | 1.53 | 0.68 | -0.81 | 1.97 | 1.73 | -0.92 | 1.00 | 2.62 | 0.05 | 11.18 | 0.00 | -0.18 | 0.45 | -0.87 | 1.29 | -0.19 | -0.79 |
| Standard Deviation(%) | NA | 51.71 | 36.26 | 37.36 | 27.93 | NA | NA | … | … | 11.52 | 19.74 | 13.08 | 39.78 | 1.87 | 19.96 | NA | 12.59 | 10.57 | 14.46 | 20.53 | 16.34 | 42.44 | 14.60 | 81.36 | 91.11 | 88.49 | 74.23 | 33.77 | 214.49 | NA | 188.48 | 107.12 | 90.71 | 229.39 | 408.93 | 98.25 |
| Draw Down(%) | NA | 13.21 | 13.21 | 25.19 | 31.75 | NA | NA | … | … | 0.00 | 16.36 | 6.44 | 29.63 | 0.00 | 13.11 | 0.00 | 11.86 | 15.11 | 13.66 | 1.35 | 9.00 | 34.21 | 3.88 | 15.24 | 83.33 | 14.53 | 24.24 | 22.22 | 0.00 | 0.00 | 66.67 | 50.00 | 80.00 | 74.50 | 95.24 | 74.19 |
| Yield(%) | 5.77 | 43.40 | 25.34 | 19.31 | 10.37 | 9.10 | 455.55 | … | … | 5.77 | 41.82 | 8.91 | 9.59 | 42.55 | 4.81 | 0.00 | 3.27 | 1.86 | 1.15 | 7.21 | 0.00 | 13.16 | 11.86 | 12.24 | 0.87 | 0.42 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/10/2023, Common starting date is 01/24/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIACF (Tian An China Investments Company Limited) |
-46.42%
Sep 1997 – Sep 2000 |
-41.82%
Jul 1997 – Jul 2002 |
-4.43%
Nov 2007 – Nov 2017 |
4.89%
Nov 2007 – Nov 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIACF (Tian An China Investments Company Limited) |
325.43%
Dec 2003 – Dec 2006 |
176.93%
Nov 2002 – Nov 2007 |
63.37%
Aug 2003 – Aug 2013 |
39.43%
May 1999 – May 2014 |
Annualized Rolling Returns Comparison Chart