Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0023.HK (____) | NA | -22.76% | -21.29% | -14.54% | -5.45% | -3.48% | 1.71% | … | … |
Data as of 08/23/2021, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0023.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 (%) | -1.23 | -22.76 | -21.29 | -14.54 | -5.45 | -3.48 | 1.71 | … | … | -21.45 | -3.11 | -29.27 | -23.78 | 17.20 | 5.93 | -4.45 | -1.51 | 14.54 | 4.02 | -6.71 | 8.68 | 92.70 | -68.05 | 25.38 | 99.41 | 2.17 | 5.88 | 85.75 | -17.33 | -13.53 | -1.10 |
| Sharpe Ratio | NA | -0.78 | -0.72 | -0.59 | -0.23 | NA | NA | … | … | -1.00 | -0.08 | -1.31 | -1.13 | 1.06 | 0.19 | -0.20 | -0.09 | 0.79 | 0.18 | -0.21 | 0.43 | 1.86 | -1.14 | 0.65 | 3.59 | 0.00 | 0.23 | 3.02 | -0.84 | -0.60 | -0.14 |
| Standard Deviation(%) | NA | 34.51 | 30.47 | 25.94 | 25.23 | NA | NA | … | … | 31.55 | 42.45 | 23.50 | 22.17 | 15.67 | 30.77 | 22.17 | 16.95 | 18.30 | 22.12 | 31.64 | 19.94 | 49.80 | 60.38 | 34.56 | 26.90 | 9.61 | 21.63 | 28.15 | 22.05 | 26.82 | 36.64 |
| Draw Down(%) | NA | 36.18 | 57.41 | 62.73 | 62.73 | NA | NA | … | … | 36.18 | 28.19 | 41.10 | 28.44 | 10.49 | 27.38 | 28.54 | 12.88 | 15.81 | 20.81 | 36.85 | 14.26 | 29.81 | 73.61 | 18.83 | 14.50 | 7.58 | 21.38 | 10.30 | 24.41 | 32.17 | 33.45 |
| Yield(%) | 0.00 | 1.43 | 1.85 | 2.15 | 2.73 | 2.90 | 5.57 | … | … | 1.44 | 1.97 | 1.87 | 3.28 | 3.14 | 2.95 | 3.35 | 3.36 | 3.46 | 3.17 | 2.99 | 2.81 | 1.99 | 3.25 | 3.93 | 6.40 | 5.06 | 4.10 | 4.79 | 3.51 | 3.52 | 2.94 |
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 |
|---|---|---|---|---|
| 0023.HK (____) |
-24.10%
Jul 2018 – Jul 2021 |
-14.07%
Sep 2015 – Sep 2020 |
-6.38%
Jul 2011 – Jul 2021 |
-2.21%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0023.HK (____) |
39.27%
Oct 2004 – Oct 2007 |
38.10%
Dec 2002 – Dec 2007 |
12.56%
Jan 2003 – Jan 2013 |
10.45%
May 2000 – May 2015 |
Annualized Rolling Returns Comparison Chart