Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0144.HK (_____) | NA | 21.36% | -6.56% | -9.15% | -3.46% | -1.78% | 7.39% | … | … |
Data as of 08/23/2021, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0144.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 (%) | -5.11 | 21.36 | -6.56 | -9.15 | -3.46 | -1.78 | 7.39 | … | … | 13.59 | -21.87 | 0.36 | -27.70 | 10.30 | -19.12 | -3.16 | -4.77 | 17.16 | 14.69 | -23.76 | 24.17 | 73.37 | -68.43 | 54.54 | 94.00 | 18.10 | 49.76 | 92.79 | 12.03 | -9.02 | -11.11 |
| Sharpe Ratio | NA | 0.68 | -0.23 | -0.35 | -0.12 | NA | NA | … | … | 0.64 | -0.56 | -0.05 | -1.17 | 0.40 | -0.63 | -0.09 | -0.20 | 0.54 | 0.47 | -0.54 | 0.71 | 1.26 | -0.85 | 1.06 | 2.33 | 0.56 | 1.45 | 2.52 | 0.39 | -0.31 | -0.33 |
| Standard Deviation(%) | NA | 31.87 | 31.39 | 28.48 | 31.04 | NA | NA | … | … | 34.20 | 39.43 | 19.07 | 24.86 | 24.10 | 30.59 | 37.31 | 24.51 | 31.46 | 31.60 | 43.69 | 34.11 | 57.95 | 81.66 | 48.84 | 39.17 | 28.59 | 33.72 | 36.58 | 27.88 | 37.38 | 46.25 |
| Draw Down(%) | NA | 19.69 | 49.57 | 66.13 | 72.09 | NA | NA | … | … | 19.69 | 42.11 | 28.91 | 35.96 | 26.65 | 20.87 | 35.02 | 17.74 | 23.76 | 24.65 | 47.23 | 22.05 | 27.29 | 74.71 | 27.85 | 28.20 | 14.83 | 29.24 | 12.90 | 21.90 | 42.91 | 39.73 |
| Yield(%) | 0.00 | 1.98 | 4.12 | 3.23 | 3.27 | 3.06 | 12.31 | … | … | 0.00 | 5.71 | 6.79 | 3.89 | 4.43 | 3.28 | 2.88 | 2.77 | 2.73 | 3.73 | 3.49 | 2.18 | 4.12 | 1.54 | 1.76 | 2.79 | 3.15 | 4.31 | 4.16 | 3.16 | 2.65 | 1.85 |
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 |
|---|---|---|---|---|
| 0144.HK (_____) |
-26.35%
Sep 2017 – Sep 2020 |
-19.30%
May 2015 – May 2020 |
-8.05%
Sep 2010 – Sep 2020 |
-1.63%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0144.HK (_____) |
71.18%
Oct 2004 – Oct 2007 |
62.91%
Oct 2002 – Oct 2007 |
23.51%
Jan 2001 – Jan 2011 |
17.85%
May 2000 – May 2015 |
Annualized Rolling Returns Comparison Chart