Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 2328.HK (____) | NA | 6.77% | -7.47% | -1.78% | 1.91% | 12.36% | NA | … | … |
Data as of 08/23/2021, Common starting date is 11/06/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 2328.HK (____) | 11/06/2003 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.64 | 6.77 | -7.47 | -1.78 | 1.91 | 12.36 | NA | … | … | 12.78 | -32.61 | 21.67 | -17.84 | 27.70 | -19.32 | 4.28 | 39.74 | 13.31 | 6.02 | -0.25 | 60.86 | 67.46 | -62.48 | 182.91 | 80.91 | -14.41 | -23.02 | 28.70 |
| Sharpe Ratio | NA | 0.17 | -0.25 | -0.06 | 0.04 | NA | NA | … | … | 0.62 | -0.88 | 0.73 | -0.29 | 1.12 | -0.60 | 0.11 | 1.39 | 0.46 | 0.18 | -0.01 | 1.56 | 1.17 | -0.73 | 2.92 | 1.79 | -0.50 | -0.56 | 9.30 |
| Standard Deviation(%) | NA | 31.28 | 33.44 | 39.94 | 38.29 | NA | NA | … | … | 33.59 | 37.37 | 27.73 | 65.49 | 24.33 | 32.32 | 38.62 | 28.59 | 28.87 | 33.57 | 52.78 | 38.95 | 57.52 | 86.28 | 62.11 | 43.66 | 33.11 | 42.75 | 49.16 |
| Draw Down(%) | NA | 21.83 | 44.40 | 48.97 | 52.04 | NA | NA | … | … | 21.83 | 41.64 | 20.69 | 48.97 | 14.03 | 26.59 | 26.41 | 14.70 | 27.74 | 31.18 | 45.97 | 22.34 | 31.03 | 83.78 | 39.49 | 29.71 | 34.68 | 33.56 | 8.66 |
| Yield(%) | 0.00 | 0.00 | 2.90 | 2.34 | 2.86 | 9.22 | 7.09 | … | … | 0.00 | 5.26 | 3.97 | 2.19 | 2.88 | 2.45 | 2.29 | 2.64 | 2.31 | 2.16 | 2.36 | 0.00 | 0.00 | 0.00 | 2.33 | 0.00 | 3.03 | 0.00 | 0.00 |
Data as of 08/23/2021, Common starting date is 11/06/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 2328.HK (____) |
-16.40%
Oct 2017 – Oct 2020 |
-11.60%
Oct 2015 – Oct 2020 |
0.75%
Oct 2010 – Oct 2020 |
11.09%
Jan 2004 – Jan 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 2328.HK (____) |
82.58%
Oct 2004 – Oct 2007 |
46.58%
Oct 2008 – Oct 2013 |
29.20%
Oct 2005 – Oct 2015 |
15.35%
Apr 2005 – Apr 2020 |
Annualized Rolling Returns Comparison Chart