Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0001.HK (__) | NA | 12.22% | -10.23% | -7.44% | 1.06% | 3.19% | 4.54% | … | … |
Data as of 08/23/2021, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0001.HK (__) | 01/04/2000 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.46 | 12.22 | -10.23 | -7.44 | 1.06 | 3.19 | 4.54 | … | … | 5.73 | -23.20 | 3.11 | -20.83 | 14.64 | -13.62 | 19.65 | 10.44 | 7.00 | 34.93 | -20.06 | 24.54 | 42.35 | -47.65 | 54.80 | 24.34 | 5.97 | 31.69 | 26.89 | -35.15 | -16.52 | 4.24 |
| Sharpe Ratio | NA | 0.51 | -0.41 | -0.36 | 0.03 | NA | NA | … | … | 0.34 | -0.68 | 0.09 | -1.19 | 1.13 | -0.76 | 0.71 | 0.49 | 0.36 | 1.47 | -0.63 | 1.09 | 1.06 | -0.88 | 1.29 | 1.12 | 0.21 | 1.18 | 0.94 | -1.24 | -0.54 | 0.01 |
| Standard Deviation(%) | NA | 26.51 | 26.69 | 22.48 | 23.51 | NA | NA | … | … | 26.99 | 34.35 | 18.13 | 18.66 | 12.46 | 18.20 | 27.63 | 21.44 | 19.58 | 24.01 | 31.83 | 22.51 | 39.78 | 55.14 | 40.26 | 18.85 | 18.24 | 25.97 | 27.95 | 29.18 | 35.36 | 39.74 |
| Draw Down(%) | NA | 14.30 | 48.36 | 54.40 | 57.59 | NA | NA | … | … | 14.30 | 39.51 | 22.20 | 27.21 | 10.93 | 20.09 | 19.93 | 15.93 | 21.01 | 21.71 | 39.06 | 16.49 | 31.29 | 57.85 | 18.51 | 8.69 | 12.54 | 32.75 | 25.00 | 44.71 | 49.28 | 41.09 |
| Yield(%) | 0.00 | 1.19 | 2.64 | 2.52 | 4.22 | 4.79 | 5.40 | … | … | 0.00 | 3.91 | 4.26 | 2.95 | 3.00 | 2.50 | 7.27 | 4.13 | 3.71 | 4.70 | 3.33 | 3.84 | 4.54 | 2.40 | 3.20 | 3.56 | 3.34 | 3.87 | 4.46 | 2.78 | 2.29 | 2.10 |
Data as of 08/23/2021, Common starting date is 01/04/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0001.HK (__) |
-26.12%
Mar 2000 – Mar 2003 |
-14.10%
May 2015 – May 2020 |
-1.84%
Oct 2010 – Oct 2020 |
1.94%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0001.HK (__) |
37.03%
Oct 2004 – Oct 2007 |
28.46%
Oct 2002 – Oct 2007 |
14.71%
Apr 2003 – Apr 2013 |
11.88%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart