Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 2020.HK (____) | NA | 96.63% | 62.24% | 56.63% | 37.07% | NA | NA | … | … |
Data as of 08/23/2021, Common starting date is 07/10/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 2020.HK (____) | 07/10/2007 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.24 | 96.63 | 62.24 | 56.63 | 37.07 | NA | NA | … | … | 38.41 | 77.63 | 87.64 | 8.16 | 57.73 | 12.15 | 60.56 | 47.77 | 46.34 | -19.36 | -19.87 | 10.60 | 239.11 | -66.65 | 44.87 |
| Sharpe Ratio | NA | 2.20 | 1.37 | 1.35 | 0.82 | NA | NA | … | … | 1.34 | 1.50 | 2.50 | 0.16 | 1.78 | 0.26 | 1.34 | 1.19 | 1.10 | -0.39 | -0.38 | 0.27 | 4.38 | -1.03 | 2.56 |
| Standard Deviation(%) | NA | 46.48 | 44.95 | 41.42 | 45.00 | NA | NA | … | … | 49.29 | 51.19 | 34.44 | 42.40 | 32.24 | 45.91 | 45.05 | 39.97 | 42.14 | 50.66 | 52.31 | 39.16 | 54.61 | 65.17 | 44.50 |
| Draw Down(%) | NA | 23.93 | 41.69 | 41.69 | 61.69 | NA | NA | … | … | 23.93 | 41.32 | 17.63 | 37.43 | 15.11 | 33.82 | 18.46 | 28.57 | 24.34 | 56.89 | 55.68 | 33.95 | 24.97 | 80.80 | 24.21 |
| Yield(%) | 0.00 | 0.24 | 1.35 | 3.22 | 5.50 | 6.28 | 4.71 | … | … | 0.00 | 0.81 | 1.62 | 2.59 | 3.28 | 3.00 | 4.31 | 4.89 | 4.74 | 5.30 | 6.19 | 4.88 | 5.88 | 1.65 | 0.00 |
Data as of 08/23/2021, Common starting date is 07/10/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 2020.HK (____) |
-24.16%
Jul 2009 – Jul 2012 |
-5.79%
Aug 2007 – Aug 2012 |
17.38%
Dec 2007 – Dec 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 2020.HK (____) |
74.30%
Jul 2012 – Jul 2015 |
66.07%
Jun 2016 – Jun 2021 |
34.81%
Jul 2011 – Jul 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart