Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0392.HK (____) | NA | -3.76% | -9.25% | -9.10% | -1.59% | 6.63% | NA | … | … |
Data as of 08/23/2021, Common starting date is 09/29/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0392.HK (____) | 09/29/2005 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.87 | -3.76 | -9.25 | -9.10 | -1.59 | 6.63 | NA | … | … | -1.78 | -26.19 | -11.31 | -8.26 | 29.68 | -20.11 | -21.50 | -19.93 | 54.31 | 10.04 | -1.52 | -13.10 | 81.06 | -13.77 | 123.35 | 27.48 | -10.88 |
| Sharpe Ratio | NA | -0.11 | -0.37 | -0.37 | -0.07 | NA | NA | … | … | -0.10 | -0.83 | -0.63 | -0.37 | 1.21 | -0.60 | -0.70 | -0.67 | 1.71 | 0.43 | -0.05 | -0.38 | 1.92 | -0.24 | 2.60 | 0.67 | -1.08 |
| Standard Deviation(%) | NA | 25.26 | 26.87 | 26.32 | 28.39 | NA | NA | … | … | 27.38 | 31.70 | 20.13 | 26.04 | 24.11 | 33.56 | 30.67 | 29.68 | 31.75 | 23.42 | 31.68 | 34.79 | 42.25 | 61.54 | 46.64 | 36.53 | 36.12 |
| Draw Down(%) | NA | 17.44 | 48.59 | 49.12 | 64.34 | NA | NA | … | … | 17.44 | 35.67 | 27.24 | 29.40 | 15.37 | 30.46 | 42.09 | 24.11 | 20.60 | 16.09 | 27.63 | 30.33 | 13.13 | 43.01 | 28.32 | 36.08 | 21.77 |
| Yield(%) | 0.00 | 1.52 | 2.40 | 1.99 | 2.42 | 5.88 | 3.72 | … | … | 0.00 | 3.16 | 2.81 | 2.13 | 2.57 | 2.07 | 1.48 | 1.14 | 1.48 | 1.49 | 1.47 | 1.20 | 1.92 | 1.36 | 0.00 | 0.00 | 0.00 |
Data as of 08/23/2021, Common starting date is 09/29/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0392.HK (____) |
-20.52%
Dec 2013 – Dec 2016 |
-15.65%
May 2015 – May 2020 |
-6.25%
Sep 2010 – Sep 2020 |
4.57%
Apr 2006 – Apr 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0392.HK (____) |
52.86%
Nov 2006 – Nov 2009 |
36.28%
Oct 2005 – Oct 2010 |
16.73%
Oct 2005 – Oct 2015 |
6.84%
May 2006 – May 2021 |
Annualized Rolling Returns Comparison Chart