Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0083.HK (____) | NA | 36.47% | 2.96% | 1.52% | 7.24% | 4.90% | 12.07% | … | … |
Data as of 08/23/2021, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0083.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 (%) | -1.80 | 36.47 | 2.96 | 1.52 | 7.24 | 4.90 | 12.07 | … | … | 20.28 | -5.46 | -14.84 | 1.02 | 23.79 | 6.48 | -5.63 | 23.04 | -20.59 | 30.35 | -13.19 | -1.59 | 95.99 | -69.41 | 54.75 | 98.01 | 26.24 | 77.74 | 79.80 | -18.06 | -23.09 | -4.12 |
| Sharpe Ratio | NA | 1.52 | 0.08 | 0.03 | 0.25 | NA | NA | … | … | 1.21 | -0.18 | -0.70 | -0.01 | 1.31 | 0.23 | -0.21 | 1.02 | -0.82 | 0.97 | -0.38 | -0.05 | 1.78 | -0.89 | 1.12 | 3.29 | 0.86 | 1.81 | 2.06 | -0.59 | -0.51 | -0.18 |
| Standard Deviation(%) | NA | 25.60 | 27.55 | 25.62 | 27.02 | NA | NA | … | … | 27.68 | 32.23 | 23.12 | 25.10 | 17.69 | 27.03 | 27.04 | 22.62 | 25.18 | 31.63 | 35.01 | 30.69 | 53.94 | 78.60 | 46.57 | 28.92 | 28.02 | 42.51 | 38.41 | 32.53 | 50.32 | 45.84 |
| Draw Down(%) | NA | 13.91 | 44.57 | 44.57 | 44.57 | NA | NA | … | … | 13.91 | 29.22 | 30.23 | 17.31 | 10.13 | 19.87 | 23.90 | 15.34 | 34.62 | 26.59 | 42.34 | 23.23 | 39.26 | 82.03 | 22.22 | 23.38 | 19.48 | 35.83 | 21.29 | 39.72 | 59.13 | 46.47 |
| Yield(%) | 0.00 | 5.91 | 4.30 | 3.84 | 5.08 | 4.07 | 14.13 | … | … | 1.37 | 4.82 | 4.18 | 3.76 | 4.35 | 4.59 | 3.95 | 4.68 | 3.45 | 4.05 | 3.03 | 2.86 | 5.29 | 1.52 | 2.26 | 4.47 | 2.88 | 2.98 | 1.76 | 1.44 | 1.04 | 2.52 |
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 |
|---|---|---|---|---|
| 0083.HK (____) |
-16.85%
Feb 2006 – Feb 2009 |
-6.04%
Dec 2007 – Dec 2012 |
-1.16%
Dec 2007 – Dec 2017 |
4.48%
Apr 2006 – Apr 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0083.HK (____) |
87.75%
Apr 2003 – Apr 2006 |
65.36%
Dec 2002 – Dec 2007 |
25.96%
Sep 2002 – Sep 2012 |
18.64%
Apr 2003 – Apr 2018 |
Annualized Rolling Returns Comparison Chart