Industry: Auto Manufacturers
| Symbol | Full Name | Sector | Industry | YTD Return | 10Y Return (Annualized) | Dividend Yield | Performance Rank | Max. Drawdown | Sharpe Ratio | Sortino Ratio | Omega Ratio | Martin Ratio | Calmar Ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Geely Automobile Holdings Ltd | Consumer Cyclical | Auto Manufacturers | 40.56% | 15.27% | 1.93% | 63 | ||||||||
| Dongfeng Group | Consumer Cyclical | Auto Manufacturers | -34.37% | -10.43% | 2.21% | 26 | ||||||||
| Ford Motor Company | Consumer Cyclical | Auto Manufacturers | -11.04% | 1.95% | 5.67% | 32 | ||||||||
| Volkswagen AG | Consumer Cyclical | Auto Manufacturers | -10.79% | -0.12% | 9.19% | 18 | ||||||||
| Brilliance China Automotive Holdings Limited | Consumer Cyclical | Auto Manufacturers | 60.65% | 0.75% | 212.45% | 79 | ||||||||
| BYD Co Ltd-H | Consumer Cyclical | Auto Manufacturers | 35.51% | 19.87% | 1.19% | 58 | ||||||||
| Yadea Group Holdings Ltd | Consumer Cyclical | Auto Manufacturers | -1.93% | — | 3.72% | 34 | ||||||||
| BAIC Motor Corp Ltd | Consumer Cyclical | Auto Manufacturers | -4.61% | — | 7.02% | 30 | ||||||||
| Bayerische Motoren Werke Aktiengesellschaft | Consumer Cyclical | Auto Manufacturers | -18.43% | 4.74% | 7.76% | 14 | ||||||||
| Mercedes-Benz Group AG | Consumer Cyclical | Auto Manufacturers | -4.23% | 7.55% | 9.29% | 29 | ||||||||
| Renault SA | Consumer Cyclical | Auto Manufacturers | 11.49% | 0.19% | 4.66% | 48 | ||||||||
| Tesla, Inc. | Consumer Cyclical | Auto Manufacturers | -0.76% | — | 0.00% | 29 | ||||||||
| Li Auto Inc | Consumer Cyclical | Auto Manufacturers | -29.30% | — | 0.00% | 26 | ||||||||
| Guangzhou Automobile Group Co Ltd | Consumer Cyclical | Auto Manufacturers | -16.36% | -2.14% | 4.94% | 22 | ||||||||
| Great Wall Motor Co Ltd | Consumer Cyclical | Auto Manufacturers | 50.92% | 8.21% | 2.21% | 74 | ||||||||
| Ferrari NV | Consumer Cyclical | Auto Manufacturers | 37.15% | — | 0.58% | 88 | ||||||||
| Stellantis NV | Consumer Cyclical | Auto Manufacturers | -38.33% | 18.35% | 12.65% | 8 | ||||||||
| NIO Inc | Consumer Cyclical | Auto Manufacturers | -36.75% | — | 0.00% | 23 | ||||||||
| Xpeng Inc | Consumer Cyclical | Auto Manufacturers | -17.37% | — | 0.00% | 25 | ||||||||
| Gaussin SA | Consumer Cyclical | Auto Manufacturers | -91.34% | -48.01% | 0.00% | 2 |