Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0683.HK (____) | NA | 24.88% | -3.91% | 5.55% | 0.75% | 2.40% | 9.17% | … | … |
Data as of 08/23/2021, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0683.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 (%) | 8.39 | 24.88 | -3.91 | 5.55 | 0.75 | 2.40 | 9.17 | … | … | 31.62 | -20.65 | -3.04 | -21.06 | 74.38 | 3.96 | -21.33 | 8.23 | -31.38 | 60.45 | -34.92 | 4.54 | 95.81 | -66.54 | 77.10 | 81.63 | 28.05 | 67.81 | 90.14 | -24.48 | -24.28 | -4.25 |
| Sharpe Ratio | NA | 1.05 | -0.15 | 0.16 | 0.01 | NA | NA | … | … | 1.73 | -0.58 | -0.16 | -0.61 | 3.56 | 0.16 | -0.96 | 0.39 | -1.39 | 2.62 | -1.20 | 0.17 | 1.74 | -0.89 | 1.38 | 2.35 | 0.84 | 1.72 | 1.75 | -0.70 | -0.55 | -0.16 |
| Standard Deviation(%) | NA | 29.39 | 30.93 | 29.87 | 26.97 | NA | NA | … | … | 31.00 | 35.61 | 28.32 | 36.58 | 20.83 | 24.01 | 22.35 | 21.23 | 22.65 | 23.28 | 29.14 | 26.90 | 54.96 | 75.79 | 54.10 | 33.57 | 30.75 | 38.94 | 51.06 | 36.51 | 48.72 | 53.32 |
| Draw Down(%) | NA | 16.45 | 47.97 | 56.77 | 56.77 | NA | NA | … | … | 16.45 | 30.57 | 30.98 | 43.16 | 10.29 | 19.81 | 36.95 | 15.90 | 36.02 | 17.81 | 44.40 | 27.04 | 36.60 | 81.41 | 24.48 | 20.45 | 15.52 | 32.60 | 17.45 | 43.19 | 56.58 | 38.21 |
| Yield(%) | 0.00 | 0.00 | 1.88 | 3.72 | 2.76 | 3.18 | 9.58 | … | … | 0.00 | 0.00 | 5.08 | 3.67 | 5.89 | 4.31 | 4.24 | 3.15 | 2.22 | 3.34 | 2.22 | 1.85 | 3.58 | 1.55 | 2.57 | 3.47 | 3.61 | 3.44 | 4.53 | 3.89 | 3.89 | 3.61 |
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 |
|---|---|---|---|---|
| 0683.HK (____) |
-22.01%
Jan 2013 – Jan 2016 |
-12.89%
Jan 2011 – Jan 2016 |
-4.48%
Dec 2010 – Dec 2020 |
1.95%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0683.HK (____) |
71.22%
Jul 2004 – Jul 2007 |
69.11%
Oct 2002 – Oct 2007 |
25.11%
Dec 2002 – Dec 2012 |
16.56%
Dec 2002 – Dec 2017 |
Annualized Rolling Returns Comparison Chart