Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 0941.HK (____) | NA | -11.18% | -7.45% | -8.71% | -0.61% | 3.69% | 6.64% | … | … |
Data as of 08/23/2021, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 0941.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 (%) | -1.64 | -11.18 | -7.45 | -8.71 | -0.61 | 3.69 | 6.64 | … | … | 15.50 | -28.47 | -9.30 | -0.41 | -0.36 | -3.29 | -0.36 | 16.73 | -7.87 | 23.91 | 2.54 | 10.03 | -2.90 | -42.08 | 108.56 | 88.29 | 43.31 | 12.65 | 31.71 | -32.24 | -35.56 | -18.47 |
| Sharpe Ratio | NA | -0.33 | -0.30 | -0.40 | -0.04 | NA | NA | … | … | 0.76 | -0.86 | -0.58 | -0.09 | -0.07 | -0.16 | -0.01 | 0.73 | -0.50 | 1.19 | 0.12 | 0.54 | -0.09 | -0.78 | 2.74 | 3.05 | 1.62 | 0.43 | 1.06 | -1.04 | -0.74 | -0.35 |
| Standard Deviation(%) | NA | 31.04 | 27.70 | 23.45 | 22.96 | NA | NA | … | … | 33.48 | 33.09 | 18.38 | 19.44 | 13.46 | 21.44 | 28.76 | 22.79 | 15.82 | 20.22 | 20.82 | 18.38 | 34.89 | 54.81 | 38.72 | 28.05 | 25.47 | 26.95 | 29.21 | 31.91 | 52.04 | 64.04 |
| Draw Down(%) | NA | 27.80 | 47.40 | 49.30 | 54.60 | NA | NA | … | … | 17.85 | 33.46 | 29.45 | 16.12 | 13.18 | 17.86 | 22.47 | 19.78 | 16.47 | 12.02 | 12.24 | 9.03 | 25.88 | 59.95 | 20.20 | 14.36 | 12.01 | 30.88 | 24.82 | 37.32 | 61.58 | 48.99 |
| Yield(%) | 0.00 | 2.59 | 3.65 | 2.84 | 3.68 | 5.46 | 8.32 | … | … | 0.00 | 4.98 | 3.98 | 4.33 | 3.41 | 3.16 | 3.16 | 3.94 | 3.06 | 4.42 | 4.11 | 4.00 | 3.36 | 1.86 | 2.29 | 3.21 | 3.39 | 1.71 | 2.60 | 0.00 | 0.00 | 0.00 |
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 |
|---|---|---|---|---|
| 0941.HK (____) |
-39.06%
Mar 2000 – Mar 2003 |
-17.97%
Feb 2000 – Feb 2005 |
-3.51%
Oct 2007 – Oct 2017 |
3.24%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 0941.HK (____) |
96.13%
Oct 2004 – Oct 2007 |
56.69%
Apr 2003 – Apr 2008 |
21.81%
Apr 2003 – Apr 2013 |
14.36%
Apr 2003 – Apr 2018 |
Annualized Rolling Returns Comparison Chart