Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0939.HK (____) | NA | -2.07% | -3.01% | 3.82% | 5.55% | 8.00% | NA | … | … |
Data as of 08/23/2021, Common starting date is 10/27/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0939.HK (____) | 10/27/2005 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.53 | -2.07 | -3.01 | 3.82 | 5.55 | 8.00 | NA | … | … | -3.74 | -7.46 | 9.85 | -5.82 | 26.92 | 18.68 | -12.26 | 16.39 | -1.59 | 20.03 | -19.79 | 11.23 | 59.35 | -33.32 | 37.60 | 85.85 | 12.63 |
| Sharpe Ratio | NA | -0.08 | -0.16 | 0.13 | 0.21 | NA | NA | … | … | -0.21 | -0.30 | 0.48 | -0.27 | 1.39 | 0.77 | -0.47 | 0.80 | -0.07 | 0.87 | -0.64 | 0.45 | 1.43 | -0.49 | 0.89 | 2.94 | 5.13 |
| Standard Deviation(%) | NA | 26.81 | 23.08 | 23.13 | 24.11 | NA | NA | … | … | 27.54 | 25.16 | 17.70 | 26.78 | 19.01 | 23.79 | 25.92 | 20.52 | 23.61 | 23.16 | 31.17 | 24.63 | 41.56 | 70.23 | 39.14 | 28.22 | 18.53 |
| Draw Down(%) | NA | 19.01 | 24.20 | 36.09 | 42.86 | NA | NA | … | … | 19.01 | 24.20 | 16.94 | 30.13 | 7.98 | 18.83 | 32.92 | 15.90 | 20.78 | 24.61 | 39.10 | 17.04 | 21.29 | 63.39 | 25.54 | 14.77 | 3.88 |
| Yield(%) | 0.00 | 0.00 | 3.36 | 4.71 | 5.50 | 7.51 | 8.12 | … | … | 0.00 | 5.14 | 5.57 | 4.65 | 5.47 | 5.37 | 5.98 | 6.63 | 3.99 | 4.27 | 2.95 | 3.13 | 1.93 | 2.67 | 3.12 | 0.55 | 0.00 |
Data as of 08/23/2021, Common starting date is 10/27/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0939.HK (____) |
-8.62%
Jan 2018 – Jan 2021 |
-4.10%
Oct 2007 – Oct 2012 |
2.11%
Oct 2010 – Oct 2020 |
7.70%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0939.HK (____) |
28.16%
Oct 2006 – Oct 2009 |
26.10%
Nov 2005 – Nov 2010 |
11.90%
Nov 2005 – Nov 2015 |
10.66%
Nov 2005 – Nov 2020 |
Annualized Rolling Returns Comparison Chart