Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0016.HK (_____) | NA | 16.34% | 3.45% | 4.64% | 4.53% | 5.52% | 5.81% | … | … |
Data as of 08/23/2021, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0016.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 (%) | 2.17 | 16.34 | 3.45 | 4.64 | 4.53 | 5.52 | 5.81 | … | … | 14.29 | -12.05 | 11.50 | -10.69 | 37.54 | 8.80 | -18.26 | 24.11 | -12.59 | 22.93 | -22.13 | 13.45 | 84.84 | -59.33 | 88.58 | 21.04 | 0.34 | 24.18 | 43.06 | -24.75 | -16.92 | -4.95 |
| Sharpe Ratio | NA | 0.86 | 0.11 | 0.17 | 0.18 | NA | NA | … | … | 0.98 | -0.46 | 0.41 | -0.63 | 2.34 | 0.34 | -0.82 | 1.51 | -0.71 | 0.91 | -0.81 | 0.53 | 1.98 | -1.05 | 2.22 | 0.97 | -0.12 | 0.86 | 1.30 | -0.85 | -0.46 | -0.19 |
| Standard Deviation(%) | NA | 21.80 | 24.85 | 22.43 | 22.52 | NA | NA | … | … | 23.59 | 26.71 | 24.40 | 19.11 | 15.83 | 24.88 | 22.40 | 16.00 | 17.67 | 25.38 | 27.33 | 25.11 | 42.83 | 57.08 | 38.75 | 18.39 | 14.96 | 27.07 | 32.70 | 30.51 | 42.05 | 47.67 |
| Draw Down(%) | NA | 11.48 | 34.32 | 34.32 | 39.63 | NA | NA | … | … | 11.48 | 26.81 | 23.80 | 26.36 | 9.09 | 17.43 | 31.20 | 8.81 | 26.21 | 27.99 | 37.72 | 19.80 | 23.82 | 70.45 | 17.05 | 18.08 | 12.49 | 27.19 | 27.87 | 37.57 | 50.45 | 48.41 |
| Yield(%) | 0.00 | 4.86 | 4.17 | 4.10 | 3.77 | 4.17 | 4.41 | … | … | 1.21 | 4.18 | 4.55 | 3.54 | 4.06 | 4.07 | 2.82 | 3.42 | 2.82 | 3.35 | 2.54 | 2.28 | 3.77 | 1.56 | 2.56 | 2.83 | 2.83 | 2.57 | 3.49 | 2.43 | 1.99 | 2.05 |
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 |
|---|---|---|---|---|
| 0016.HK (_____) |
-15.55%
Mar 2000 – Mar 2003 |
-5.47%
Jan 2011 – Jan 2016 |
0.35%
Sep 2010 – Sep 2020 |
2.86%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0016.HK (_____) |
37.64%
Apr 2003 – Apr 2006 |
33.22%
Apr 2003 – Apr 2008 |
14.91%
Apr 2003 – Apr 2013 |
11.86%
Apr 2003 – Apr 2018 |
Annualized Rolling Returns Comparison Chart