Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 2018.HK (____) | NA | -17.75% | -18.78% | -10.35% | 14.08% | 13.61% | NA | … | … |
Data as of 08/23/2021, Common starting date is 08/09/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 2018.HK (____) | 08/09/2005 | 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 (%) | -5.43 | -17.75 | -18.78 | -10.35 | 14.08 | 13.61 | NA | … | … | 0.23 | -36.04 | 54.92 | -66.81 | 101.29 | 41.84 | 24.24 | 13.04 | 41.50 | 57.93 | -13.83 | 64.45 | 281.89 | -66.86 | 41.89 | 55.79 | 50.79 |
| Sharpe Ratio | NA | -0.47 | -0.39 | -0.23 | 0.31 | NA | NA | … | … | 0.01 | -0.72 | 1.01 | -1.41 | 2.17 | 1.24 | 0.58 | 0.36 | 1.00 | 1.45 | -0.27 | 1.28 | 4.68 | -0.85 | 0.80 | 1.06 | 3.50 |
| Standard Deviation(%) | NA | 40.50 | 50.54 | 48.26 | 44.65 | NA | NA | … | … | 44.63 | 50.52 | 52.85 | 48.47 | 46.64 | 33.51 | 41.61 | 36.11 | 41.53 | 40.35 | 50.48 | 50.18 | 60.24 | 79.77 | 49.09 | 49.80 | 51.14 |
| Draw Down(%) | NA | 28.67 | 60.95 | 80.46 | 80.46 | NA | NA | … | … | 25.26 | 48.79 | 42.29 | 71.86 | 27.67 | 26.16 | 30.46 | 24.05 | 34.91 | 17.54 | 36.50 | 34.13 | 37.53 | 78.67 | 24.95 | 26.37 | 17.05 |
| Yield(%) | 0.00 | 0.19 | 0.76 | 1.36 | 7.07 | 8.64 | 16.86 | … | … | 0.00 | 0.14 | 3.29 | 1.41 | 2.23 | 2.50 | 2.32 | 2.64 | 2.79 | 2.37 | 2.13 | 2.40 | 5.61 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/23/2021, Common starting date is 08/09/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 2018.HK (____) |
-34.33%
Feb 2018 – Feb 2021 |
-7.06%
Jul 2016 – Jul 2021 |
8.51%
Mar 2011 – Mar 2021 |
13.04%
Apr 2006 – Apr 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 2018.HK (____) |
100.96%
Jan 2009 – Jan 2012 |
74.47%
Nov 2008 – Nov 2013 |
39.66%
Nov 2008 – Nov 2018 |
18.78%
Oct 2005 – Oct 2020 |
Annualized Rolling Returns Comparison Chart