Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0836.HK (____) | NA | 113.81% | 11.99% | 10.70% | 7.37% | 10.01% | NA | … | … |
Data as of 08/23/2021, Common starting date is 11/12/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0836.HK (____) | 11/12/2003 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 21.96 | 113.81 | 11.99 | 10.70 | 7.37 | 10.01 | NA | … | … | 120.84 | -21.68 | -24.46 | 9.56 | 25.24 | -12.56 | -21.74 | 12.70 | -4.41 | 34.70 | 8.79 | -6.59 | 6.39 | -45.01 | 134.61 | 176.54 | 5.81 | 18.08 | 29.73 |
| Sharpe Ratio | NA | 2.47 | 0.31 | 0.32 | 0.21 | NA | NA | … | … | 5.71 | -0.47 | -0.89 | 0.33 | 1.09 | -0.40 | -0.58 | 0.40 | -0.12 | 1.22 | 0.25 | -0.25 | 0.16 | -0.62 | 2.45 | 3.46 | 0.12 | 0.36 | 16.49 |
| Standard Deviation(%) | NA | 38.32 | 36.75 | 31.32 | 33.36 | NA | NA | … | … | 43.03 | 46.15 | 28.99 | 25.12 | 22.65 | 31.96 | 37.64 | 31.51 | 37.62 | 28.70 | 34.57 | 27.09 | 40.31 | 74.11 | 54.13 | 50.36 | 31.43 | 48.19 | 38.16 |
| Draw Down(%) | NA | 20.08 | 57.60 | 57.60 | 65.06 | NA | NA | … | … | 12.96 | 42.28 | 41.82 | 18.76 | 12.18 | 25.14 | 38.81 | 20.47 | 32.25 | 16.69 | 29.51 | 26.09 | 29.00 | 56.82 | 28.55 | 18.00 | 20.75 | 39.90 | 3.45 |
| Yield(%) | 0.00 | 2.54 | 1.78 | 3.67 | 4.26 | 6.62 | 13.05 | … | … | 0.00 | 2.05 | 2.74 | 5.84 | 6.94 | 5.90 | 4.01 | 4.20 | 2.54 | 2.00 | 2.39 | 2.46 | 0.96 | 0.98 | 1.67 | 3.36 | 2.27 | 0.65 | 0.00 |
Data as of 08/23/2021, Common starting date is 11/12/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0836.HK (____) |
-18.39%
Nov 2007 – Nov 2010 |
-13.66%
Oct 2015 – Oct 2020 |
-3.88%
Oct 2010 – Oct 2020 |
6.89%
Jan 2006 – Jan 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0836.HK (____) |
90.05%
Dec 2004 – Dec 2007 |
40.58%
Jul 2004 – Jul 2009 |
21.92%
Jan 2005 – Jan 2015 |
14.34%
Jan 2004 – Jan 2019 |
Annualized Rolling Returns Comparison Chart