Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0101.HK (____) | NA | -8.10% | 12.00% | 5.96% | 0.24% | 4.95% | 7.98% | … | … |
Data as of 08/23/2021, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0101.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 (%) | -6.07 | -8.10 | 12.00 | 5.96 | 0.24 | 4.95 | 7.98 | … | … | -3.08 | 25.13 | 19.44 | -18.44 | 20.65 | -2.31 | -16.23 | -8.30 | -18.39 | 41.98 | -37.59 | 21.24 | 86.39 | -51.60 | 89.33 | 65.95 | 5.36 | 25.28 | 37.95 | -1.72 | -1.15 | 41.76 |
| Sharpe Ratio | NA | -0.16 | 0.40 | 0.21 | -0.01 | NA | NA | … | … | -0.16 | 0.74 | 0.82 | -0.89 | 1.10 | -0.10 | -0.62 | -0.37 | -0.76 | 1.59 | -1.05 | 0.70 | 1.61 | -0.82 | 1.86 | 1.78 | 0.18 | 0.81 | 1.38 | -0.11 | -0.10 | 0.85 |
| Standard Deviation(%) | NA | 29.57 | 28.12 | 25.26 | 26.22 | NA | NA | … | … | 30.51 | 33.32 | 22.07 | 22.25 | 18.29 | 25.61 | 26.27 | 22.24 | 24.33 | 26.62 | 35.71 | 30.42 | 53.49 | 63.70 | 46.69 | 35.31 | 17.92 | 29.88 | 26.96 | 25.54 | 36.14 | 45.03 |
| Draw Down(%) | NA | 18.48 | 28.23 | 32.29 | 53.71 | NA | NA | … | … | 18.48 | 27.57 | 17.22 | 32.29 | 17.18 | 24.49 | 35.36 | 18.29 | 22.47 | 18.40 | 43.58 | 18.65 | 28.85 | 62.40 | 26.06 | 20.85 | 11.37 | 30.72 | 14.74 | 27.72 | 29.26 | 31.64 |
| Yield(%) | 0.00 | 0.78 | 3.60 | 3.61 | 2.59 | 4.42 | 7.22 | … | … | 0.00 | 4.40 | 5.14 | 4.05 | 4.43 | 4.27 | 3.44 | 3.05 | 2.39 | 2.31 | 1.90 | 2.33 | 3.59 | 1.87 | 3.00 | 4.20 | 4.18 | 4.40 | 5.38 | 4.89 | 4.70 | 5.66 |
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 |
|---|---|---|---|---|
| 0101.HK (____) |
-20.80%
Feb 2013 – Feb 2016 |
-14.10%
Feb 2011 – Feb 2016 |
-4.06%
Oct 2007 – Oct 2017 |
5.09%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0101.HK (____) |
53.21%
Oct 2004 – Oct 2007 |
43.55%
Sep 2002 – Sep 2007 |
26.06%
Feb 2000 – Feb 2010 |
15.73%
May 2000 – May 2015 |
Annualized Rolling Returns Comparison Chart