Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 12/01/2021.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VALV (Shengkai Innovations Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | NA | NA | -100.00% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VALV (Shengkai Innovations Inc) | 05/02/2007 | 12/01/2021 |
The return data shown below all have the same latest date: 12/01/2021.
AR inception is since 05/02/2007.
AR inception is since 05/02/2007.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | -100.00 | -100.00 | 67.44 | -29.51 | -78.60 | 13.55 | -82.69 | 81.02 | -72.37 | -59.74 | -42.86 | -89.02 | 11.46 | 115.48 | 298.33 | 0.00 |
| Sharpe Ratio | NA | 0.21 | 0.00 | -0.07 | -0.14 | NA | NA | -0.12 | 0.10 | 0.22 | -0.13 | -0.42 | 0.05 | -0.18 | 0.35 | -0.27 | -0.51 | -0.45 | -0.77 | 0.16 | 1.26 | 1.63 | -0.03 |
| Standard Deviation(%) | NA | 434.52 | 334.55 | 300.36 | 279.19 | NA | NA | 240.77 | 449.16 | 310.22 | 235.48 | 191.02 | 246.05 | 448.39 | 229.95 | 270.32 | 116.13 | 94.88 | 115.58 | 68.97 | 91.33 | 181.37 | 104.40 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | 100.00 | 100.00 | 75.00 | 63.87 | 78.67 | 68.62 | 88.41 | 72.00 | 84.29 | 80.71 | 75.19 | 90.71 | 44.42 | 46.86 | 65.63 | 40.00 |
| 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 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VALV (Shengkai Innovations Inc) |
-74.55%
Jul 2010 - Jul 2013 |
-65.42%
Mar 2010 - Mar 2015 |
-57.49%
Feb 2010 - Feb 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VALV (Shengkai Innovations Inc) |
141.87%
Jul 2007 - Jul 2010 |
-4.56%
Jan 2008 - Jan 2013 |
-31.20%
Dec 2007 - Dec 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart