Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0006.HK (____) | NA | 16.43% | 0.56% | -4.14% | 1.97% | 6.39% | 7.20% | … | … |
Data as of 08/23/2021, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0006.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 (%) | 1.30 | 16.43 | 0.56 | -4.14 | 1.97 | 6.39 | 7.20 | … | … | 20.36 | -21.79 | 10.08 | -13.24 | 0.30 | -0.59 | -1.82 | 26.61 | -3.75 | 19.90 | 21.74 | 21.30 | 1.75 | 0.84 | 24.10 | 3.00 | 13.75 | 21.58 | 9.81 | 7.52 | 6.41 | 26.46 |
| Sharpe Ratio | NA | 1.04 | -0.01 | -0.25 | 0.08 | NA | NA | … | … | 1.78 | -0.89 | 0.68 | -0.76 | -0.02 | -0.04 | -0.09 | 1.50 | -0.21 | 1.39 | 1.13 | 1.61 | 0.09 | 0.00 | 0.95 | -0.03 | 1.05 | 1.37 | 0.75 | 0.42 | 0.19 | 1.19 |
| Standard Deviation(%) | NA | 16.79 | 18.88 | 19.40 | 18.79 | NA | NA | … | … | 18.93 | 24.56 | 12.76 | 19.10 | 21.32 | 18.45 | 19.88 | 17.69 | 17.81 | 14.36 | 19.28 | 13.17 | 17.65 | 37.35 | 22.35 | 11.58 | 10.99 | 15.02 | 12.14 | 15.43 | 21.43 | 19.07 |
| Draw Down(%) | NA | 9.94 | 28.46 | 40.69 | 40.69 | NA | NA | … | … | 7.43 | 28.46 | 10.99 | 23.84 | 16.32 | 14.18 | 18.17 | 7.62 | 23.80 | 8.34 | 11.71 | 6.89 | 11.63 | 26.40 | 8.94 | 8.90 | 7.18 | 10.33 | 4.93 | 12.50 | 13.98 | 10.91 |
| Yield(%) | 0.00 | 1.74 | 3.77 | 3.07 | 3.96 | 6.23 | 7.15 | … | … | 0.00 | 4.90 | 5.23 | 4.20 | 3.92 | 3.90 | 3.58 | 4.15 | 3.58 | 3.94 | 4.20 | 4.89 | 4.90 | 4.62 | 4.69 | 4.19 | 4.97 | 5.57 | 5.80 | 5.69 | 5.32 | 6.18 |
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 |
|---|---|---|---|---|
| 0006.HK (____) |
-13.44%
Jul 2017 – Jul 2020 |
-8.22%
Oct 2015 – Oct 2020 |
1.40%
Jul 2011 – Jul 2021 |
4.75%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0006.HK (____) |
22.28%
Nov 2009 – Nov 2012 |
17.75%
Jan 2010 – Jan 2015 |
14.35%
Apr 2003 – Apr 2013 |
13.57%
Mar 2000 – Mar 2015 |
Annualized Rolling Returns Comparison Chart