Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| HSBC - NORTH AMERICA (U.S.) TAX REDUCTION INVESTMENT PLAN Tactical Asset Allocation Moderate | NA | 6.55% | 8.03% | 7.58% | 8.93% | 10.91% | NA | 9.96% |
Data as of 08/31/2018, AR inception is 12/31/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HSBC - NORTH AMERICA (U.S.) TAX REDUCTION INVESTMENT PLAN Tactical Asset Allocation Moderate | 12/31/2000 | 11/12/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.56 | 6.55 | 8.03 | 7.58 | 8.93 | 10.91 | NA | 9.96 | -1.36 | 11.68 | 7.02 | -0.83 | 7.37 | 14.25 | 13.99 | 3.27 | 10.47 | 7.69 | 15.25 | 17.54 | 13.91 | 12.62 | 14.67 | 29.10 | 3.81 | -11.76 |
| Sharpe Ratio | NA | -0.26 | 0.67 | 0.66 | 0.87 | NA | NA | 0.95 | -0.31 | 2.32 | 0.79 | -0.10 | 1.02 | 1.92 | 1.84 | 0.24 | 0.99 | 0.65 | 1.58 | 1.26 | 1.23 | 1.57 | 1.88 | 4.43 | 0.49 | -2.34 |
| Standard Deviation(%) | NA | 7.56 | 7.34 | 7.46 | 9.11 | NA | NA | 8.57 | 7.91 | 4.77 | 8.57 | 8.44 | 7.23 | 7.39 | 7.56 | 13.53 | 10.53 | 11.74 | 9.05 | 11.50 | 8.64 | 6.64 | 7.31 | 6.42 | 5.47 | 6.01 |
| Draw Down(%) | NA | 7.22 | 8.68 | 10.59 | 12.34 | NA | NA | 12.93 | 7.22 | 1.82 | 6.28 | 7.80 | 6.22 | 5.26 | 4.94 | 11.33 | 8.55 | 11.93 | 5.96 | 7.40 | 10.91 | 5.20 | 9.13 | 4.49 | 6.42 | 12.93 |
| Yield(%) | NA | 1.87 | 2.42 | 2.33 | 2.60 | NA | NA | 0.00 | 1.29 | 2.46 | 3.12 | 2.11 | 2.22 | 1.50 | 3.07 | 2.58 | 2.53 | 4.54 | 5.06 | 3.54 | 2.54 | 3.59 | 3.41 | 2.78 | 0.28 | 2.23 |
Data as of 08/31/2018, AR inception is 12/31/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HSBC - NORTH AMERICA (U.S.) TAX REDUCTION INVESTMENT PLAN Tactical Asset Allocation Moderate |
4.40%
Jun 2014 - Jun 2017 |
5.27%
Oct 2013 - Oct 2018 |
8.30%
Mar 2008 - Mar 2018 |
9.87%
Feb 2001 - Feb 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HSBC - NORTH AMERICA (U.S.) TAX REDUCTION INVESTMENT PLAN Tactical Asset Allocation Moderate |
20.03%
Apr 2003 - Apr 2006 |
17.79%
Mar 2003 - Mar 2008 |
13.89%
Apr 2003 - Apr 2013 |
11.74%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart