Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0004.HK (_____) | NA | 64.39% | 6.12% | 14.65% | 14.13% | 16.85% | 18.53% | … | … |
Data as of 08/23/2021, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0004.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 (%) | -4.99 | 64.39 | 6.12 | 14.65 | 14.13 | 16.85 | 18.53 | … | … | 19.84 | 7.23 | 1.89 | -14.69 | 84.53 | 37.89 | -14.12 | 4.18 | 5.60 | 87.55 | -35.53 | 44.97 | 127.76 | -43.60 | 60.58 | 15.47 | 10.40 | 37.89 | 59.69 | -9.79 | 17.33 | 24.83 |
| Sharpe Ratio | NA | 2.26 | 0.17 | 0.44 | 0.45 | NA | NA | … | … | 0.96 | 0.17 | 0.02 | -0.57 | 2.63 | 1.34 | -0.54 | 0.18 | 0.20 | 3.08 | -0.92 | 1.46 | 2.47 | -0.66 | 1.42 | 0.55 | 0.40 | 1.13 | 1.69 | -0.34 | 0.36 | 0.46 |
| Standard Deviation(%) | NA | 31.72 | 32.61 | 31.57 | 30.62 | NA | NA | … | … | 34.08 | 40.12 | 24.23 | 28.05 | 32.04 | 28.01 | 26.27 | 23.81 | 27.61 | 28.70 | 38.63 | 30.64 | 51.76 | 67.28 | 40.78 | 22.33 | 20.64 | 32.62 | 35.01 | 31.69 | 42.18 | 45.86 |
| Draw Down(%) | NA | 18.56 | 47.40 | 54.41 | 54.41 | NA | NA | … | … | 18.56 | 41.90 | 32.24 | 35.95 | 12.93 | 18.95 | 28.85 | 20.87 | 18.86 | 15.75 | 40.70 | 25.05 | 33.04 | 72.46 | 19.87 | 17.88 | 12.30 | 27.80 | 26.53 | 29.96 | 46.24 | 33.88 |
| Yield(%) | 0.00 | 1.32 | 2.65 | 8.87 | 10.55 | 16.58 | 24.54 | … | … | 0.99 | 1.38 | 5.26 | 11.97 | 13.71 | 15.06 | 10.17 | 9.61 | 8.93 | 10.53 | 5.50 | 7.50 | 12.76 | 6.51 | 9.63 | 10.29 | 9.28 | 9.99 | 9.61 | 14.79 | 15.12 | 15.42 |
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 |
|---|---|---|---|---|
| 0004.HK (_____) |
-13.58%
Jan 2018 – Jan 2021 |
-0.59%
Jan 2011 – Jan 2016 |
8.50%
Jan 2011 – Jan 2021 |
12.35%
Jul 2005 – Jul 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0004.HK (_____) |
56.00%
Feb 2009 – Feb 2012 |
45.75%
Oct 2008 – Oct 2013 |
28.94%
Feb 2009 – Feb 2019 |
25.00%
Apr 2003 – Apr 2018 |
Annualized Rolling Returns Comparison Chart