Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0027.HK (____) | NA | -26.67% | -7.16% | 11.09% | 9.72% | 13.46% | 25.12% | … | … |
Data as of 08/23/2021, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0027.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 (%) | -10.78 | -26.67 | -7.16 | 11.09 | 9.72 | 13.46 | 25.12 | … | … | -27.22 | 6.03 | 17.35 | -20.57 | 85.50 | 38.24 | -43.99 | -37.24 | 129.16 | 113.13 | 61.82 | 173.29 | 203.77 | -85.54 | 0.69 | 66.40 | -25.21 | 814.06 | 45.45 | 2.33 | -17.31 | -17.46 |
| Sharpe Ratio | NA | -0.72 | -0.16 | 0.25 | 0.21 | NA | NA | … | … | -0.95 | 0.08 | 0.47 | -0.51 | 3.11 | 0.97 | -0.88 | -0.91 | 3.77 | 2.97 | 0.87 | 4.05 | 2.52 | -1.04 | -0.07 | 1.46 | -0.30 | 10.72 | 0.99 | 0.03 | -0.61 | -0.50 |
| Standard Deviation(%) | NA | 41.41 | 47.96 | 41.79 | 44.64 | NA | NA | … | … | 41.26 | 69.72 | 33.77 | 43.20 | 27.45 | 39.16 | 49.84 | 41.08 | 34.25 | 38.55 | 71.20 | 42.79 | 80.84 | 83.18 | 34.99 | 43.59 | 90.45 | 75.82 | 45.17 | 47.51 | 32.60 | 43.18 |
| Draw Down(%) | NA | 43.96 | 43.96 | 44.33 | 76.32 | NA | NA | … | … | 43.96 | 34.83 | 27.04 | 44.33 | 10.31 | 25.30 | 54.87 | 49.52 | 19.20 | 29.09 | 59.41 | 20.70 | 29.60 | 93.27 | 28.40 | 25.90 | 61.40 | 42.71 | 29.25 | 44.44 | 37.10 | 26.12 |
| Yield(%) | 0.00 | 0.00 | 0.80 | 1.02 | 0.76 | 1.34 | 13.33 | … | … | 0.00 | 0.74 | 1.92 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
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 |
|---|---|---|---|---|
| 0027.HK (____) |
-49.01%
Oct 2005 – Oct 2008 |
-18.19%
Jan 2005 – Jan 2010 |
11.78%
Jun 2006 – Jun 2016 |
11.20%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0027.HK (____) |
206.60%
Oct 2008 – Oct 2011 |
152.83%
Oct 2008 – Oct 2013 |
59.81%
Dec 2003 – Dec 2013 |
40.91%
Apr 2003 – Apr 2018 |
Annualized Rolling Returns Comparison Chart