Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0069.HK (____(__)) | NA | -4.31% | -16.72% | -4.50% | -8.41% | -4.65% | 1.46% | … | … |
Data as of 08/23/2021, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0069.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 (%) | -3.59 | -4.31 | -16.72 | -4.50 | -8.41 | -4.65 | 1.46 | … | … | -6.80 | -15.11 | -28.09 | -33.72 | 119.11 | 9.33 | -28.38 | -28.64 | -0.75 | 16.74 | -35.27 | 45.97 | 66.04 | -63.35 | 23.34 | 59.04 | 15.52 | 62.02 | 40.99 | -13.37 | -25.87 | -3.80 |
| Sharpe Ratio | NA | 0.42 | -0.49 | -0.16 | -0.31 | NA | NA | … | … | -0.30 | -0.32 | -1.05 | -0.95 | 4.35 | 0.44 | -1.21 | -1.21 | -0.03 | 0.75 | -1.13 | 2.03 | 1.57 | -0.93 | 0.43 | 1.37 | 0.40 | 1.79 | 0.90 | -0.37 | -0.60 | -0.12 |
| Standard Deviation(%) | NA | 43.27 | 35.42 | 33.01 | 28.73 | NA | NA | … | … | 35.08 | 47.69 | 28.15 | 36.79 | 27.37 | 20.69 | 23.41 | 23.62 | 24.69 | 22.58 | 31.17 | 22.60 | 42.07 | 69.20 | 47.52 | 40.88 | 33.71 | 34.14 | 44.56 | 39.60 | 47.76 | 64.56 |
| Draw Down(%) | NA | 27.51 | 55.10 | 71.55 | 71.55 | NA | NA | … | … | 27.51 | 35.35 | 36.04 | 48.76 | 11.26 | 19.48 | 45.65 | 35.91 | 37.32 | 28.51 | 41.34 | 15.41 | 26.78 | 69.20 | 29.09 | 12.63 | 26.86 | 23.03 | 29.92 | 43.10 | 51.99 | 33.52 |
| Yield(%) | 0.00 | 0.00 | 0.87 | 1.41 | 0.78 | 1.02 | 2.50 | … | … | 0.00 | 0.00 | 1.97 | 1.09 | 1.74 | 1.36 | 1.01 | 0.66 | 1.14 | 1.48 | 0.95 | 1.11 | 1.82 | 0.99 | 1.20 | 1.87 | 1.83 | 2.48 | 1.18 | 2.50 | 1.74 | 1.75 |
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 |
|---|---|---|---|---|
| 0069.HK (____(__)) |
-26.20%
Jun 2018 – Jun 2021 |
-17.80%
Jan 2011 – Jan 2016 |
-9.00%
May 2011 – May 2021 |
-3.40%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0069.HK (____(__)) |
49.75%
May 2003 – May 2006 |
44.53%
Sep 2002 – Sep 2007 |
15.43%
Sep 2001 – Sep 2011 |
10.85%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart