Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0728.HK (____) | NA | 2.24% | -7.78% | -4.88% | -2.67% | 2.37% | NA | … | … |
Data as of 08/23/2021, Common starting date is 11/15/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0728.HK (____) | 11/15/2002 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -9.87 | 2.24 | -7.78 | -4.88 | -2.67 | 2.37 | NA | … | … | 27.44 | -29.58 | -17.20 | 10.99 | 6.79 | 0.92 | -18.35 | 18.71 | -7.40 | -0.44 | 10.23 | 28.03 | 14.58 | -52.70 | 48.81 | 54.80 | 1.62 | -7.92 | 131.75 | -4.86 |
| Sharpe Ratio | NA | 0.01 | -0.23 | -0.19 | -0.10 | NA | NA | … | … | 0.91 | -0.72 | -0.84 | 0.44 | 0.41 | 0.03 | -0.57 | 0.64 | -0.33 | -0.02 | 0.34 | 0.93 | 0.37 | -0.73 | 0.95 | 1.61 | -0.02 | -0.24 | 3.74 | -1.46 |
| Standard Deviation(%) | NA | 47.14 | 36.31 | 29.93 | 29.46 | NA | NA | … | … | 50.84 | 41.18 | 22.03 | 21.80 | 15.02 | 26.41 | 32.45 | 29.06 | 22.29 | 30.46 | 30.18 | 30.06 | 39.54 | 72.83 | 48.29 | 32.09 | 24.10 | 36.92 | 35.03 | 23.96 |
| Draw Down(%) | NA | 31.23 | 52.45 | 52.45 | 60.87 | NA | NA | … | … | 18.53 | 37.76 | 31.91 | 16.58 | 12.14 | 20.83 | 41.81 | 19.64 | 18.86 | 29.13 | 17.02 | 15.32 | 28.05 | 71.01 | 29.78 | 22.18 | 23.26 | 33.10 | 17.02 | 8.05 |
| Yield(%) | 0.00 | 0.00 | 2.20 | 2.33 | 1.95 | 3.15 | 5.17 | … | … | 0.00 | 3.91 | 3.19 | 3.13 | 2.91 | 2.73 | 2.08 | 2.46 | 1.54 | 1.54 | 1.70 | 2.26 | 2.52 | 1.22 | 1.98 | 2.58 | 2.30 | 2.06 | 0.00 | 0.00 |
Data as of 08/23/2021, Common starting date is 11/15/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0728.HK (____) |
-14.04%
Oct 2007 – Oct 2010 |
-11.95%
Apr 2015 – Apr 2020 |
-4.46%
Jan 2011 – Jan 2021 |
0.62%
Dec 2005 – Dec 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0728.HK (____) |
42.27%
Oct 2004 – Oct 2007 |
37.95%
Dec 2002 – Dec 2007 |
14.29%
Dec 2002 – Dec 2012 |
9.07%
Dec 2002 – Dec 2017 |
Annualized Rolling Returns Comparison Chart