Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0010.HK (____) | NA | 3.40% | -1.05% | -3.25% | -5.40% | 2.36% | 8.20% | … | … |
Data as of 08/23/2021, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0010.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 (%) | 1.22 | 3.40 | -1.05 | -3.25 | -5.40 | 2.36 | 8.20 | … | … | 3.42 | 2.74 | 0.12 | -28.18 | 9.24 | 10.66 | -26.81 | -8.35 | -9.53 | 4.72 | -15.32 | 32.78 | 70.22 | -43.57 | 84.11 | 47.97 | 11.65 | 63.77 | 60.95 | -2.06 | 6.89 | -14.74 |
| Sharpe Ratio | NA | 0.26 | -0.07 | -0.16 | -0.23 | NA | NA | … | … | 0.22 | 0.08 | -0.06 | -1.37 | 0.41 | 0.40 | -1.01 | -0.44 | -0.48 | 0.19 | -0.45 | 1.22 | 1.48 | -0.73 | 1.94 | 1.37 | 0.39 | 2.06 | 2.23 | -0.14 | 0.14 | -0.47 |
| Standard Deviation(%) | NA | 24.77 | 26.18 | 24.54 | 24.92 | NA | NA | … | … | 24.93 | 32.35 | 20.68 | 21.60 | 20.95 | 25.91 | 26.66 | 19.11 | 19.87 | 25.36 | 33.75 | 26.73 | 47.42 | 60.83 | 42.02 | 32.72 | 24.51 | 30.55 | 26.96 | 23.26 | 32.55 | 40.23 |
| Draw Down(%) | NA | 13.63 | 43.42 | 54.94 | 67.90 | NA | NA | … | … | 12.07 | 32.92 | 26.15 | 35.94 | 22.21 | 22.30 | 41.09 | 22.52 | 21.12 | 20.93 | 32.06 | 16.34 | 35.16 | 54.40 | 22.14 | 21.70 | 14.14 | 29.67 | 13.66 | 19.62 | 27.38 | 43.20 |
| Yield(%) | 0.00 | 0.98 | 2.17 | 2.27 | 1.64 | 3.56 | 8.71 | … | … | 0.00 | 2.31 | 4.10 | 2.78 | 2.92 | 3.22 | 2.33 | 2.03 | 1.78 | 1.33 | 1.42 | 1.93 | 2.91 | 1.66 | 2.70 | 3.43 | 3.54 | 5.01 | 6.97 | 6.25 | 6.40 | 6.03 |
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 |
|---|---|---|---|---|
| 0010.HK (____) |
-23.11%
Feb 2013 – Feb 2016 |
-15.13%
May 2015 – May 2020 |
-8.21%
Oct 2010 – Oct 2020 |
2.12%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0010.HK (____) |
59.04%
Sep 2004 – Sep 2007 |
53.08%
Sep 2002 – Sep 2007 |
28.54%
Nov 2000 – Nov 2010 |
18.82%
May 2000 – May 2015 |
Annualized Rolling Returns Comparison Chart