Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0688.HK (______) | NA | -24.09% | -8.46% | -5.11% | 4.18% | 10.84% | 17.11% | … | … |
Data as of 08/23/2021, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0688.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 (%) | -5.52 | -24.09 | -8.46 | -5.11 | 4.18 | 10.84 | 17.11 | … | … | 5.58 | -44.45 | 16.93 | 12.22 | 26.25 | -22.01 | 22.03 | 8.31 | -3.87 | 81.75 | -7.78 | -11.01 | 53.50 | -31.60 | 56.28 | 218.31 | 83.15 | 40.53 | 101.18 | -24.87 | 5.83 | -41.44 |
| Sharpe Ratio | NA | -0.62 | -0.28 | -0.19 | 0.11 | NA | NA | … | … | 0.24 | -1.11 | 0.61 | 0.30 | 1.12 | -0.78 | 0.54 | 0.25 | -0.14 | 2.65 | -0.15 | -0.37 | 1.12 | -0.41 | 1.04 | 3.99 | 2.19 | 0.84 | 2.44 | -0.98 | 0.06 | -0.68 |
| Standard Deviation(%) | NA | 38.12 | 33.32 | 30.97 | 34.77 | NA | NA | … | … | 36.81 | 40.08 | 25.54 | 35.77 | 22.95 | 28.43 | 40.53 | 32.68 | 28.51 | 31.10 | 53.38 | 30.37 | 47.73 | 79.03 | 51.33 | 54.32 | 36.97 | 47.08 | 41.26 | 26.51 | 62.30 | 67.56 |
| Draw Down(%) | NA | 35.18 | 50.49 | 50.49 | 50.49 | NA | NA | … | … | 25.23 | 46.45 | 20.05 | 25.48 | 18.84 | 25.50 | 33.99 | 20.45 | 25.94 | 14.94 | 42.76 | 23.09 | 20.92 | 60.14 | 30.23 | 33.75 | 33.95 | 46.00 | 25.00 | 31.88 | 56.46 | 64.77 |
| Yield(%) | 0.00 | 0.00 | 1.84 | 2.56 | 3.81 | 8.47 | 27.14 | … | … | 0.00 | 0.00 | 3.74 | 4.96 | 3.72 | 2.95 | 2.27 | 2.27 | 1.78 | 2.70 | 2.06 | 1.42 | 1.25 | 0.86 | 1.08 | 2.29 | 3.80 | 3.69 | 4.37 | 4.08 | 4.25 | 1.19 |
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 |
|---|---|---|---|---|
| 0688.HK (______) |
-13.36%
Jul 2018 – Jul 2021 |
-5.12%
Jul 2016 – Jul 2021 |
2.91%
Dec 2010 – Dec 2020 |
10.23%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0688.HK (______) |
128.70%
Jul 2004 – Jul 2007 |
97.86%
Apr 2003 – Apr 2008 |
47.26%
Apr 2003 – Apr 2013 |
32.30%
May 2000 – May 2015 |
Annualized Rolling Returns Comparison Chart