Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 1044.HK (____) | NA | -32.39% | -11.14% | -5.80% | -0.86% | 10.63% | 22.02% | … | … |
Data as of 08/23/2021, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 1044.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 (%) | -7.93 | -32.39 | -11.14 | -5.80 | -0.86 | 10.63 | 22.02 | … | … | -22.86 | 3.43 | 1.73 | -32.16 | 58.25 | -16.84 | -7.31 | -9.41 | 33.73 | -1.74 | 10.60 | 17.87 | 138.43 | -26.99 | 87.94 | 121.16 | 80.24 | 28.41 | 111.45 | 4.10 | 45.36 | -11.82 |
| Sharpe Ratio | NA | -1.35 | -0.43 | -0.24 | -0.05 | NA | NA | … | … | -1.31 | 0.11 | 0.01 | -1.15 | 2.38 | -0.60 | -0.28 | -0.46 | 1.29 | -0.07 | 0.32 | 0.60 | 3.37 | -0.54 | 2.05 | 3.16 | 3.10 | 0.72 | 3.70 | 0.08 | 1.44 | -0.40 |
| Standard Deviation(%) | NA | 24.33 | 27.89 | 27.02 | 26.78 | NA | NA | … | … | 25.45 | 30.06 | 26.06 | 29.02 | 24.33 | 28.15 | 25.88 | 20.64 | 26.09 | 26.01 | 32.85 | 29.76 | 41.07 | 51.94 | 41.74 | 37.52 | 25.19 | 38.03 | 29.95 | 35.74 | 30.52 | 40.29 |
| Draw Down(%) | NA | 34.85 | 40.91 | 47.60 | 47.60 | NA | NA | … | … | 29.61 | 24.91 | 29.28 | 37.85 | 19.49 | 20.86 | 27.27 | 16.21 | 15.84 | 16.72 | 21.06 | 15.09 | 17.04 | 42.35 | 23.49 | 25.33 | 12.75 | 30.43 | 12.84 | 40.95 | 15.82 | 29.03 |
| Yield(%) | 0.00 | 2.09 | 3.10 | 3.19 | 3.21 | 11.51 | 77.47 | … | … | 0.00 | 4.92 | 4.42 | 2.65 | 4.06 | 3.08 | 2.70 | 2.10 | 2.56 | 2.07 | 1.99 | 2.19 | 3.90 | 1.93 | 2.88 | 4.10 | 5.18 | 5.45 | 10.04 | 8.52 | 10.98 | 9.26 |
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 |
|---|---|---|---|---|
| 1044.HK (____) |
-11.29%
Dec 2013 – Dec 2016 |
-5.60%
Dec 2013 – Dec 2018 |
-0.58%
Jul 2011 – Jul 2021 |
12.58%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 1044.HK (____) |
100.50%
Sep 2004 – Sep 2007 |
82.68%
Dec 2002 – Dec 2007 |
51.46%
Sep 2000 – Sep 2010 |
35.99%
Mar 2000 – Mar 2015 |
Annualized Rolling Returns Comparison Chart