Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0020.HK (___) | NA | 17.99% | 4.59% | 11.13% | 12.71% | 12.71% | 14.17% | … | … |
Data as of 07/24/2020, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0020.HK (___) | 01/04/2000 | 07/24/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 17.99 | 4.59 | 11.13 | 12.71 | 12.71 | 14.17 | … | … | 18.00 | 19.58 | -17.66 | 30.79 | 38.01 | -7.29 | 4.62 | -6.60 | 106.06 | -38.54 | 31.26 | 42.56 | -29.06 | 64.09 | 17.90 | 0.04 | 36.80 | 79.98 | -19.87 | 5.01 | -18.88 |
| Sharpe Ratio | NA | 0.33 | 0.09 | 0.33 | 0.39 | NA | NA | … | … | 0.58 | 0.90 | -0.89 | 1.20 | 1.21 | -0.27 | 0.18 | -0.25 | 3.54 | -1.03 | 0.99 | 0.85 | -0.44 | 1.74 | 0.76 | -0.08 | 1.04 | 2.22 | -0.64 | 0.06 | -0.49 |
| Standard Deviation(%) | NA | 45.98 | 31.87 | 30.52 | 30.22 | NA | NA | … | … | 58.31 | 20.26 | 21.29 | 25.34 | 30.99 | 27.25 | 25.11 | 26.16 | 30.24 | 37.55 | 31.58 | 50.01 | 68.18 | 35.22 | 19.23 | 25.16 | 34.52 | 35.66 | 33.01 | 42.43 | 46.99 |
| Draw Down(%) | NA | 26.24 | 37.10 | 37.10 | 45.23 | NA | NA | … | … | 26.24 | 23.44 | 33.37 | 19.43 | 15.93 | 29.66 | 22.81 | 24.04 | 13.49 | 45.23 | 24.69 | 39.44 | 68.77 | 19.80 | 19.48 | 18.97 | 32.77 | 18.40 | 39.96 | 41.81 | 41.10 |
| Yield(%) | 0.00 | 2.94 | 2.60 | 3.37 | 4.41 | 5.50 | 9.50 | … | … | 2.01 | 3.60 | 2.56 | 2.97 | 3.69 | 2.98 | 2.90 | 2.34 | 2.40 | 0.43 | 0.53 | 0.73 | 0.50 | 0.82 | 1.00 | 0.86 | 0.98 | 1.96 | 1.13 | 1.17 | 0.90 |
Data as of 07/24/2020, 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 |
|---|---|---|---|---|
| 0020.HK (___) |
-9.89%
Jan 2013 – Jan 2016 |
0.66%
Jan 2011 – Jan 2016 |
8.12%
Sep 2009 – Sep 2019 |
10.41%
Feb 2001 – Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0020.HK (___) |
43.10%
Sep 2002 – Sep 2005 |
37.46%
Oct 2002 – Oct 2007 |
24.13%
Jan 2003 – Jan 2013 |
19.29%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart