Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 1114.HK (____) | NA | -4.33% | -6.96% | 1.04% | -0.16% | 14.40% | 9.99% | … | … |
Data as of 08/23/2021, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 1114.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 (%) | 0.00 | -4.33 | -6.96 | 1.04 | -0.16 | 14.40 | 9.99 | … | … | 3.40 | -9.30 | 38.59 | -71.81 | 96.65 | 10.90 | -20.94 | -0.60 | 33.60 | 13.84 | 41.32 | 170.78 | 440.74 | -76.72 | 32.82 | 13.91 | -23.84 | -64.52 | 203.57 | -0.70 | -32.71 | 57.41 |
| Sharpe Ratio | NA | -0.01 | -0.16 | 0.01 | -0.01 | NA | NA | … | … | 0.20 | -0.18 | 0.94 | -1.21 | 2.39 | 0.23 | -0.44 | -0.02 | 0.90 | 0.33 | 0.64 | 2.92 | 5.52 | -1.14 | 0.54 | 0.25 | -0.70 | -1.31 | 4.32 | -0.04 | -0.51 | 0.64 |
| Standard Deviation(%) | NA | 33.14 | 47.44 | 45.58 | 46.18 | NA | NA | … | … | 27.35 | 52.27 | 39.75 | 60.31 | 40.42 | 47.31 | 48.03 | 35.88 | 37.15 | 41.78 | 64.50 | 58.42 | 79.87 | 68.12 | 55.83 | 43.39 | 36.96 | 50.17 | 46.95 | 50.88 | 69.03 | 83.72 |
| Draw Down(%) | NA | 23.21 | 58.74 | 76.41 | 76.41 | NA | NA | … | … | 14.73 | 40.41 | 28.47 | 73.81 | 21.80 | 37.54 | 51.77 | 23.90 | 27.57 | 35.95 | 49.63 | 35.71 | 34.17 | 87.40 | 33.62 | 28.39 | 43.10 | 70.03 | 19.00 | 48.48 | 68.89 | 32.79 |
| Yield(%) | 0.00 | 0.00 | 3.95 | 3.57 | 1.98 | 10.09 | 6.79 | … | … | 0.00 | 3.65 | 14.91 | 0.53 | 1.01 | 1.21 | 0.93 | 0.88 | 1.02 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.23 | 1.47 | 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 |
|---|---|---|---|---|
| 1114.HK (____) |
-32.48%
Dec 2003 – Dec 2006 |
-37.53%
Dec 2003 – Dec 2008 |
-1.05%
Jul 2011 – Jul 2021 |
2.49%
Dec 2003 – Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 1114.HK (____) |
198.49%
Oct 2008 – Oct 2011 |
111.90%
Oct 2008 – Oct 2013 |
37.20%
Sep 2008 – Sep 2018 |
23.05%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart