Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0003.HK (______) | NA | 18.51% | -4.03% | 3.92% | 6.30% | 8.57% | 11.82% | … | … |
Data as of 08/23/2021, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0003.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 (%) | 2.17 | 18.51 | -4.03 | 3.92 | 6.30 | 8.57 | 11.82 | … | … | 13.82 | -21.80 | -4.90 | 18.71 | 25.63 | 2.24 | -3.26 | 12.98 | -4.91 | 33.99 | 12.05 | 7.41 | 75.69 | -41.29 | 50.27 | 12.03 | 9.36 | 46.31 | 30.55 | 15.27 | -8.05 | 22.02 |
| Sharpe Ratio | NA | 1.06 | -0.23 | 0.18 | 0.35 | NA | NA | … | … | 1.08 | -0.89 | -0.33 | 1.39 | 2.55 | 0.12 | -0.22 | 0.80 | -0.30 | 2.27 | 0.66 | 0.42 | 2.82 | -0.84 | 1.66 | 0.58 | 0.53 | 1.98 | 1.68 | 0.73 | -0.42 | 0.58 |
| Standard Deviation(%) | NA | 18.47 | 21.04 | 17.70 | 16.99 | NA | NA | … | … | 20.68 | 24.71 | 19.34 | 12.54 | 9.86 | 16.79 | 14.84 | 16.16 | 16.50 | 15.06 | 18.24 | 17.49 | 26.83 | 50.40 | 28.52 | 15.24 | 13.55 | 22.91 | 17.75 | 19.50 | 25.16 | 31.31 |
| Draw Down(%) | NA | 14.06 | 43.06 | 43.06 | 43.06 | NA | NA | … | … | 14.06 | 30.53 | 24.57 | 8.97 | 4.15 | 12.89 | 14.70 | 13.80 | 17.29 | 11.90 | 12.26 | 17.90 | 15.52 | 54.95 | 14.98 | 10.93 | 7.85 | 15.24 | 7.32 | 11.76 | 19.40 | 17.76 |
| Yield(%) | 0.00 | 1.07 | 1.63 | 2.37 | 3.37 | 5.19 | 9.67 | … | … | 0.00 | 2.22 | 1.99 | 2.29 | 2.89 | 2.93 | 2.73 | 2.97 | 2.70 | 3.81 | 3.84 | 4.00 | 7.07 | 3.71 | 5.20 | 6.17 | 6.32 | 8.75 | 10.41 | 10.13 | 8.42 | 9.35 |
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 |
|---|---|---|---|---|
| 0003.HK (______) |
-5.87%
Jul 2018 – Jul 2021 |
1.06%
Jul 2015 – Jul 2020 |
4.91%
Sep 2010 – Sep 2020 |
7.55%
Feb 2006 – Feb 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0003.HK (______) |
35.33%
Mar 2003 – Mar 2006 |
30.41%
Jan 2003 – Jan 2008 |
20.74%
Apr 2003 – Apr 2013 |
16.51%
May 2000 – May 2015 |
Annualized Rolling Returns Comparison Chart