Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0066.HK (____) | NA | 11.43% | 6.65% | 4.14% | 8.48% | 8.46% | 10.00% | … | … |
Data as of 08/23/2021, Common starting date is 10/09/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0066.HK (____) | 10/09/2000 | 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 (%) | -0.44 | 11.43 | 6.65 | 4.14 | 8.48 | 8.46 | 10.00 | … | … | 4.61 | -2.84 | 14.57 | -7.73 | 27.30 | 0.85 | 24.21 | 11.80 | -1.33 | 24.63 | -8.86 | 7.17 | 53.35 | -36.36 | 50.08 | 30.70 | 26.84 | 25.80 | 30.04 | -15.91 | -24.05 | 10.48 |
| Sharpe Ratio | NA | 0.73 | 0.28 | 0.18 | 0.45 | NA | NA | … | … | 0.40 | -0.12 | 0.64 | -0.57 | 1.82 | 0.04 | 1.24 | 0.78 | -0.08 | 1.88 | -0.44 | 0.37 | 1.89 | -0.77 | 1.62 | 1.36 | 1.42 | 1.03 | 1.31 | -0.80 | -0.93 | 1.84 |
| Standard Deviation(%) | NA | 18.19 | 21.22 | 18.93 | 18.15 | NA | NA | … | … | 18.18 | 24.67 | 20.60 | 15.93 | 14.70 | 17.90 | 19.54 | 15.03 | 16.75 | 13.16 | 20.13 | 19.02 | 28.13 | 48.42 | 29.11 | 20.25 | 17.36 | 24.16 | 22.35 | 21.30 | 28.89 | 27.85 |
| Draw Down(%) | NA | 13.37 | 31.79 | 31.79 | 31.79 | NA | NA | … | … | 13.37 | 20.92 | 23.13 | 17.08 | 10.92 | 14.94 | 11.93 | 8.67 | 15.43 | 9.62 | 21.66 | 13.03 | 14.15 | 61.93 | 15.82 | 15.00 | 10.17 | 19.81 | 9.44 | 30.72 | 35.21 | 8.03 |
| Yield(%) | 0.00 | 0.00 | 2.05 | 2.68 | 3.93 | 4.38 | 6.36 | … | … | 0.00 | 2.68 | 2.96 | 2.45 | 5.46 | 2.69 | 3.28 | 3.20 | 2.50 | 2.95 | 2.40 | 1.99 | 2.68 | 1.46 | 2.07 | 2.81 | 3.38 | 4.14 | 5.12 | 4.16 | 1.66 | 0.00 |
Data as of 08/23/2021, Common starting date is 10/09/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0066.HK (____) |
-6.00%
Dec 2000 – Dec 2003 |
3.18%
May 2015 – May 2020 |
5.71%
Oct 2010 – Oct 2020 |
7.74%
Apr 2006 – Apr 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0066.HK (____) |
39.24%
Apr 2003 – Apr 2006 |
33.09%
Jan 2003 – Jan 2008 |
17.49%
Jan 2003 – Jan 2013 |
15.34%
Dec 2002 – Dec 2017 |
Annualized Rolling Returns Comparison Chart