Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| 3988.HK (____) | NA | 4.21% | -4.40% | -0.11% | 4.18% | 3.89% | NA | … | … |
Data as of 08/23/2021, Common starting date is 06/01/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| 3988.HK (____) | 06/01/2006 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.37 | 4.21 | -4.40 | -0.11 | 4.18 | 3.89 | NA | … | … | 2.64 | -14.68 | 4.80 | -6.92 | 17.45 | 6.27 | -17.16 | 31.11 | 8.38 | 29.23 | -27.29 | 10.24 | 105.52 | -40.67 | -10.96 | 26.82 |
| Sharpe Ratio | NA | 0.20 | -0.26 | -0.04 | 0.17 | NA | NA | … | … | 0.20 | -0.66 | 0.22 | -0.38 | 0.97 | 0.27 | -0.58 | 1.56 | 0.37 | 1.40 | -0.82 | 0.40 | 2.60 | -0.71 | -0.40 | 2.19 |
| Standard Deviation(%) | NA | 20.73 | 19.46 | 19.64 | 22.95 | NA | NA | … | … | 20.27 | 22.68 | 15.42 | 21.60 | 17.47 | 22.26 | 29.49 | 19.95 | 22.57 | 21.03 | 33.20 | 25.26 | 40.61 | 58.49 | 34.97 | 21.41 |
| Draw Down(%) | NA | 14.87 | 29.24 | 40.45 | 46.46 | NA | NA | … | … | 14.87 | 24.60 | 17.86 | 28.62 | 10.15 | 17.92 | 38.54 | 14.85 | 20.29 | 16.52 | 48.47 | 17.86 | 18.42 | 56.92 | 27.50 | 9.12 |
| Yield(%) | 0.00 | 0.00 | 3.94 | 4.75 | 6.09 | 5.55 | 4.21 | … | … | 0.00 | 6.21 | 6.35 | 5.40 | 5.51 | 6.07 | 5.36 | 6.95 | 4.73 | 6.59 | 4.17 | 7.62 | 6.05 | 5.62 | 0.94 | 0.00 |
Data as of 08/23/2021, Common starting date is 06/01/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 3988.HK (____) |
-12.35%
Jan 2018 – Jan 2021 |
-6.35%
Jun 2015 – Jun 2020 |
-0.21%
Oct 2010 – Oct 2020 |
3.77%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| 3988.HK (____) |
27.44%
May 2012 – May 2015 |
18.20%
Dec 2008 – Dec 2013 |
12.31%
Jan 2009 – Jan 2019 |
3.77%
Jul 2006 – Jul 2021 |
Annualized Rolling Returns Comparison Chart