Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0011.HK (____) | NA | 20.49% | -7.75% | 5.20% | 7.06% | 7.33% | 7.35% | … | … |
Data as of 08/23/2021, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0011.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 (%) | -1.91 | 20.49 | -7.75 | 5.20 | 7.06 | 7.33 | 7.35 | … | … | 9.80 | -12.97 | -4.44 | -6.13 | 39.64 | 2.85 | 18.63 | 8.30 | 10.36 | 35.05 | -24.53 | 16.74 | 20.89 | -33.64 | 58.25 | 10.48 | -1.45 | 11.32 | 31.46 | 2.26 | -13.84 | 28.81 |
| Sharpe Ratio | NA | 1.01 | -0.36 | 0.22 | 0.35 | NA | NA | … | … | 0.76 | -0.46 | -0.30 | -0.36 | 3.05 | 0.15 | 0.96 | 0.76 | 0.72 | 2.58 | -1.12 | 1.17 | 0.61 | -0.75 | 1.88 | 1.15 | -0.50 | 0.78 | 2.27 | 0.07 | -0.66 | 0.81 |
| Standard Deviation(%) | NA | 22.05 | 23.55 | 20.56 | 18.94 | NA | NA | … | … | 20.84 | 28.59 | 19.65 | 20.47 | 12.85 | 18.02 | 19.28 | 10.83 | 14.44 | 13.69 | 21.95 | 14.25 | 34.09 | 45.77 | 29.58 | 6.30 | 7.23 | 13.37 | 13.55 | 16.51 | 25.06 | 30.87 |
| Draw Down(%) | NA | 13.26 | 44.30 | 44.30 | 44.30 | NA | NA | … | … | 13.26 | 33.36 | 24.56 | 18.51 | 4.98 | 17.69 | 16.54 | 6.58 | 15.03 | 6.72 | 34.60 | 9.53 | 36.01 | 51.69 | 14.25 | 6.59 | 6.41 | 12.48 | 9.22 | 12.30 | 27.53 | 21.82 |
| Yield(%) | 0.00 | 2.93 | 3.01 | 4.69 | 5.49 | 6.07 | 6.53 | … | … | 2.04 | 4.13 | 4.51 | 3.54 | 4.35 | 4.72 | 4.33 | 5.23 | 4.38 | 5.53 | 3.97 | 4.54 | 6.17 | 3.91 | 4.86 | 5.12 | 4.79 | 4.98 | 7.07 | 5.78 | 4.62 | 5.20 |
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 |
|---|---|---|---|---|
| 0011.HK (____) |
-12.14%
Sep 2017 – Sep 2020 |
-2.15%
Jun 2008 – Jun 2013 |
4.49%
Sep 2010 – Sep 2020 |
5.43%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0011.HK (____) |
21.57%
Jun 2005 – Jun 2008 |
21.06%
Apr 2003 – Apr 2008 |
14.48%
Mar 2009 – Mar 2019 |
11.79%
Apr 2003 – Apr 2018 |
Annualized Rolling Returns Comparison Chart