Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0669.HK (____) | NA | 72.53% | 54.14% | 42.40% | 38.75% | 22.33% | NA | … | … |
Data as of 08/23/2021, Common starting date is 06/14/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0669.HK (____) | 06/14/2004 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.97 | 72.53 | 54.14 | 42.40 | 38.75 | 22.33 | NA | … | … | 50.81 | 76.48 | 55.55 | -17.03 | 86.13 | -10.76 | 27.98 | 14.91 | 54.84 | 82.36 | -18.62 | 57.84 | 326.12 | -80.06 | -21.23 | -44.53 | 9.65 | 40.35 |
| Sharpe Ratio | NA | 1.68 | 1.24 | 1.08 | 1.02 | NA | NA | … | … | 1.81 | 1.59 | 1.56 | -0.48 | 3.09 | -0.40 | 0.93 | 0.47 | 1.49 | 1.93 | -0.38 | 1.35 | 4.09 | -0.73 | -0.59 | -1.25 | 0.31 | 2.06 |
| Standard Deviation(%) | NA | 44.70 | 43.13 | 38.42 | 37.78 | NA | NA | … | … | 49.84 | 47.57 | 34.73 | 38.33 | 27.85 | 27.26 | 30.14 | 31.73 | 36.67 | 43.07 | 48.63 | 42.81 | 79.74 | 111.07 | 41.39 | 38.50 | 23.85 | 40.22 |
| Draw Down(%) | NA | 16.28 | 40.13 | 40.13 | 40.13 | NA | NA | … | … | 13.39 | 40.13 | 18.64 | 30.42 | 10.96 | 18.82 | 11.77 | 15.47 | 17.89 | 20.20 | 55.87 | 31.26 | 32.39 | 86.66 | 45.49 | 51.93 | 10.12 | 15.54 |
| Yield(%) | 0.00 | 0.55 | 1.72 | 2.37 | 6.81 | 3.69 | 2.43 | … | … | 0.00 | 1.71 | 2.31 | 1.49 | 2.01 | 1.41 | 1.36 | 1.22 | 1.41 | 1.81 | 2.67 | 1.21 | 3.01 | 0.59 | 1.95 | 1.00 | 1.09 | 0.37 |
Data as of 08/23/2021, Common starting date is 06/14/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0669.HK (____) |
-55.67%
Dec 2005 – Dec 2008 |
-19.70%
Jun 2005 – Jun 2010 |
4.10%
Jun 2005 – Jun 2015 |
9.00%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0669.HK (____) |
76.24%
Dec 2008 – Dec 2011 |
72.91%
Dec 2008 – Dec 2013 |
41.12%
Dec 2008 – Dec 2018 |
20.51%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart