Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0012.HK (____) | NA | 17.42% | 3.55% | 8.85% | 15.13% | 11.49% | 11.05% | … | … |
Data as of 08/23/2021, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0012.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 (%) | -0.83 | 17.42 | 3.55 | 8.85 | 15.13 | 11.49 | 11.05 | … | … | 18.35 | -16.18 | 15.76 | -5.30 | 56.08 | 8.92 | 8.45 | 52.67 | 0.97 | 47.81 | -24.54 | -6.18 | 108.68 | -58.52 | 75.46 | 24.26 | -5.18 | 22.93 | 55.10 | -30.49 | -4.76 | -13.09 |
| Sharpe Ratio | NA | 0.88 | 0.12 | 0.36 | 0.58 | NA | NA | … | … | 1.32 | -0.60 | 0.64 | -0.32 | 2.83 | 0.31 | 0.31 | 2.20 | 0.04 | 1.76 | -0.75 | -0.23 | 2.41 | -1.01 | 1.88 | 0.91 | -0.40 | 0.72 | 1.64 | -0.92 | -0.17 | -0.41 |
| Standard Deviation(%) | NA | 21.39 | 23.90 | 22.33 | 25.20 | NA | NA | … | … | 22.80 | 27.09 | 22.36 | 20.50 | 19.71 | 27.98 | 26.82 | 23.90 | 22.92 | 27.44 | 32.76 | 27.01 | 44.98 | 58.78 | 38.66 | 23.04 | 18.56 | 30.71 | 33.12 | 34.35 | 42.10 | 42.28 |
| Draw Down(%) | NA | 10.29 | 37.96 | 37.96 | 37.96 | NA | NA | … | … | 9.51 | 30.90 | 18.16 | 22.02 | 12.75 | 20.63 | 20.63 | 10.84 | 18.28 | 22.36 | 39.01 | 26.78 | 27.81 | 70.55 | 17.65 | 22.34 | 16.71 | 29.38 | 27.12 | 45.30 | 51.12 | 41.88 |
| Yield(%) | 0.00 | 1.61 | 4.28 | 4.33 | 5.53 | 5.19 | 5.97 | … | … | 0.00 | 4.71 | 7.80 | 3.33 | 4.37 | 3.96 | 2.70 | 3.62 | 3.10 | 4.57 | 3.34 | 2.96 | 3.62 | 2.78 | 4.52 | 5.19 | 4.46 | 4.67 | 5.95 | 3.96 | 5.01 | 5.70 |
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 |
|---|---|---|---|---|
| 0012.HK (____) |
-13.83%
Mar 2000 – Mar 2003 |
-3.58%
Feb 2004 – Feb 2009 |
5.06%
Feb 2001 – Feb 2011 |
7.36%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0012.HK (____) |
39.11%
Apr 2003 – Apr 2006 |
31.56%
Dec 2002 – Dec 2007 |
22.04%
Feb 2009 – Feb 2019 |
18.11%
Mar 2003 – Mar 2018 |
Annualized Rolling Returns Comparison Chart