Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 2688.HK (____) | NA | 86.12% | 32.75% | 33.38% | 22.44% | 24.68% | 25.94% | … | … |
Data as of 08/23/2021, Common starting date is 05/10/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 2688.HK (____) | 05/10/2001 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -8.36 | 86.12 | 32.75 | 33.38 | 22.44 | 24.68 | 25.94 | … | … | 42.53 | 36.24 | 24.65 | 26.28 | 78.38 | -21.29 | -4.48 | -22.61 | 71.69 | 37.36 | 7.94 | 17.86 | 148.90 | -46.78 | 77.43 | 44.05 | 37.49 | 4.05 | 133.78 | -20.43 | 70.96 |
| Sharpe Ratio | NA | 2.48 | 0.89 | 0.89 | 0.60 | NA | NA | … | … | 2.05 | 0.97 | 0.82 | 0.51 | 2.48 | -0.54 | -0.11 | -0.71 | 2.18 | 1.25 | 0.20 | 0.39 | 2.93 | -0.81 | 1.58 | 1.06 | 1.10 | 0.07 | 2.58 | -0.37 | 2.68 |
| Standard Deviation(%) | NA | 34.75 | 35.82 | 36.84 | 36.54 | NA | NA | … | … | 36.20 | 37.01 | 28.40 | 48.62 | 31.55 | 39.73 | 40.72 | 31.72 | 32.85 | 30.06 | 39.94 | 45.12 | 50.86 | 58.44 | 47.46 | 38.48 | 32.13 | 42.23 | 51.62 | 58.27 | 49.74 |
| Draw Down(%) | NA | 13.21 | 34.48 | 34.48 | 47.03 | NA | NA | … | … | 13.21 | 34.48 | 19.82 | 34.05 | 21.51 | 33.57 | 38.98 | 29.53 | 17.07 | 11.62 | 20.88 | 44.68 | 18.54 | 64.82 | 20.00 | 16.25 | 14.63 | 36.52 | 33.58 | 61.99 | 16.27 |
| Yield(%) | 0.00 | 0.00 | 1.33 | 2.31 | 3.10 | 7.86 | 21.64 | … | … | 0.00 | 1.93 | 1.70 | 1.85 | 2.56 | 1.91 | 1.88 | 0.84 | 1.27 | 1.46 | 1.11 | 1.04 | 2.35 | 0.91 | 0.89 | 0.81 | 0.63 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/23/2021, Common starting date is 05/10/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 2688.HK (____) |
-16.51%
Dec 2013 – Dec 2016 |
5.56%
Dec 2013 – Dec 2018 |
15.15%
Sep 2007 – Sep 2017 |
18.55%
Feb 2002 – Feb 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 2688.HK (____) |
65.58%
Oct 2008 – Oct 2011 |
59.88%
Oct 2002 – Oct 2007 |
37.94%
Mar 2003 – Mar 2013 |
29.29%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison Chart