Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 1038.HK (______) | NA | 15.77% | -2.69% | -3.38% | 3.55% | 8.39% | 10.69% | … | … |
Data as of 08/23/2021, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 1038.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 (%) | -0.21 | 15.77 | -2.69 | -3.38 | 3.55 | 8.39 | 10.69 | … | … | 13.81 | -20.48 | -2.62 | -8.13 | 12.55 | -11.42 | 29.16 | 21.43 | 6.38 | 8.07 | 32.26 | 25.44 | 5.43 | 3.40 | 25.32 | 3.51 | 11.16 | 35.51 | 35.23 | 15.36 | -0.67 | -11.50 |
| Sharpe Ratio | NA | 0.85 | -0.14 | -0.20 | 0.16 | NA | NA | … | … | 1.02 | -0.64 | -0.24 | -0.61 | 0.86 | -0.58 | 1.59 | 1.39 | 0.34 | 0.47 | 1.21 | 1.36 | 0.24 | 0.06 | 0.69 | 0.01 | 0.40 | 1.21 | 1.49 | 0.76 | -0.14 | -0.35 |
| Standard Deviation(%) | NA | 20.59 | 24.35 | 20.71 | 19.87 | NA | NA | … | … | 21.99 | 32.04 | 17.03 | 15.46 | 13.95 | 20.06 | 18.33 | 15.40 | 18.72 | 17.06 | 26.54 | 18.68 | 22.27 | 41.72 | 32.25 | 19.19 | 22.40 | 28.65 | 23.22 | 18.81 | 22.37 | 45.02 |
| Draw Down(%) | NA | 12.23 | 43.94 | 46.95 | 48.54 | NA | NA | … | … | 9.32 | 38.38 | 19.25 | 16.02 | 9.62 | 22.43 | 14.02 | 7.66 | 15.38 | 9.32 | 14.24 | 8.23 | 12.23 | 33.06 | 17.28 | 12.18 | 10.10 | 18.35 | 12.32 | 7.34 | 14.79 | 31.79 |
| Yield(%) | 0.00 | 1.63 | 3.23 | 3.04 | 4.11 | 6.95 | 11.09 | … | … | 0.00 | 4.44 | 4.17 | 3.58 | 3.77 | 3.08 | 3.60 | 3.82 | 3.66 | 3.39 | 3.69 | 4.05 | 3.93 | 3.75 | 4.23 | 3.99 | 3.71 | 4.24 | 5.12 | 5.26 | 4.89 | 3.28 |
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 |
|---|---|---|---|---|
| 1038.HK (______) |
-14.89%
Oct 2017 – Oct 2020 |
-9.16%
Oct 2015 – Oct 2020 |
3.94%
Jul 2011 – Jul 2021 |
6.11%
Sep 2005 – Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 1038.HK (______) |
31.12%
Jan 2002 – Jan 2005 |
23.82%
Jan 2002 – Jan 2007 |
18.79%
Apr 2003 – Apr 2013 |
17.37%
Feb 2000 – Feb 2015 |
Annualized Rolling Returns Comparison Chart