Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0002.HK (____) | NA | 8.10% | -0.33% | 4.07% | 5.32% | 7.78% | 9.14% | … | … |
Data as of 08/23/2021, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0002.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 (%) | 1.08 | 8.10 | -0.33 | 4.07 | 5.32 | 7.78 | 9.14 | … | … | 12.43 | -7.65 | -4.07 | 16.41 | 16.26 | 12.38 | 1.94 | 14.31 | -1.68 | 2.03 | 8.62 | 25.52 | 4.55 | 2.83 | -3.37 | 34.59 | 5.80 | 26.56 | 23.61 | 10.92 | -19.97 | 15.23 |
| Sharpe Ratio | NA | 0.64 | -0.06 | 0.20 | 0.33 | NA | NA | … | … | 1.43 | -0.37 | -0.33 | 0.88 | 1.54 | 0.79 | 0.14 | 1.13 | -0.17 | 0.16 | 0.56 | 2.36 | 0.35 | 0.04 | -0.34 | 2.46 | 0.46 | 1.91 | 2.00 | 0.82 | -0.85 | 0.45 |
| Standard Deviation(%) | NA | 13.93 | 18.21 | 16.33 | 14.82 | NA | NA | … | … | 14.08 | 21.38 | 16.45 | 17.11 | 10.19 | 15.35 | 13.41 | 12.65 | 10.25 | 12.22 | 15.45 | 10.79 | 12.67 | 42.71 | 18.85 | 12.77 | 7.84 | 13.42 | 11.47 | 11.93 | 26.49 | 25.17 |
| Draw Down(%) | NA | 5.93 | 28.43 | 28.43 | 28.43 | NA | NA | … | … | 4.76 | 21.69 | 16.75 | 11.91 | 6.75 | 14.06 | 8.32 | 7.22 | 11.54 | 7.62 | 12.28 | 5.07 | 10.51 | 38.72 | 14.09 | 5.99 | 4.10 | 9.27 | 3.73 | 7.67 | 27.38 | 18.22 |
| Yield(%) | 0.00 | 3.26 | 3.61 | 4.18 | 4.20 | 5.85 | 7.85 | … | … | 1.66 | 5.18 | 3.53 | 5.19 | 3.94 | 4.25 | 3.92 | 4.23 | 3.92 | 3.85 | 3.85 | 4.68 | 4.72 | 4.66 | 4.25 | 5.24 | 4.87 | 5.41 | 5.54 | 5.26 | 3.75 | 4.80 |
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 |
|---|---|---|---|---|
| 0002.HK (____) |
-0.17%
Sep 2011 – Sep 2014 |
2.69%
May 2008 – May 2013 |
5.24%
Jul 2011 – Jul 2021 |
7.45%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0002.HK (____) |
22.46%
May 2005 – May 2008 |
21.51%
May 2003 – May 2008 |
14.11%
Oct 2001 – Oct 2011 |
11.64%
Jul 2002 – Jul 2017 |
Annualized Rolling Returns Comparison Chart