Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2018.
| 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 Strategic Asset Allocation - Optimal Moderate | NA | -2.56% | 3.78% | 3.48% | 7.72% | 6.77% | NA | 6.86% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HSBC - NORTH AMERICA (U.S.) TAX REDUCTION INVESTMENT PLAN Strategic Asset Allocation - Optimal Moderate | 12/31/2000 | 12/31/2018 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2018.
AR inception is since 12/31/2000.
AR inception is since 12/31/2000.
| 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 (%) | 1.28 | -2.56 | 3.78 | 3.48 | 7.72 | 6.77 | NA | 6.86 | -7.21 | 11.62 | 7.50 | -4.49 | 6.51 | 11.89 | 12.20 | -0.95 | 12.87 | 24.83 | -22.05 | 11.84 | 13.36 | 10.11 | 13.77 | 25.55 | -5.97 | 2.97 |
| Sharpe Ratio | NA | -0.95 | 0.39 | 0.28 | 0.69 | NA | NA | 0.51 | -0.95 | 2.60 | 0.88 | -0.56 | 1.06 | 1.66 | 1.56 | -0.07 | 1.11 | 1.50 | -1.08 | 0.91 | 1.26 | 1.32 | 1.73 | 3.12 | -0.63 | 0.07 |
| Standard Deviation(%) | NA | 8.97 | 7.49 | 7.35 | 9.91 | NA | NA | 10.46 | 8.97 | 4.22 | 8.34 | 8.02 | 6.11 | 7.13 | 7.79 | 14.01 | 11.52 | 16.50 | 21.37 | 9.74 | 7.99 | 6.00 | 7.42 | 7.96 | 11.20 | 9.41 |
| Draw Down(%) | NA | 13.50 | 13.50 | 13.50 | 15.38 | NA | NA | 34.36 | 13.50 | 1.66 | 5.82 | 9.90 | 5.53 | 6.91 | 6.26 | 14.16 | 9.01 | 15.38 | 33.63 | 6.57 | 9.03 | 4.45 | 8.04 | 8.15 | 17.11 | 12.20 |
| Yield(%) | NA | 1.81 | 1.91 | 2.67 | 2.77 | NA | NA | 3.26 | 1.80 | 0.31 | 3.58 | 4.42 | 3.26 | 2.55 | 2.85 | 3.21 | 2.32 | 2.14 | 3.96 | 5.08 | 4.91 | 3.47 | 3.56 | 2.88 | 3.06 | 5.37 |
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 Strategic Asset Allocation - Optimal Moderate |
-5.13%
Feb 2006 - Feb 2009 |
1.29%
Feb 2004 - Feb 2009 |
4.86%
Oct 2007 - Oct 2017 |
6.61%
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 Strategic Asset Allocation - Optimal Moderate |
19.58%
Mar 2003 - Mar 2006 |
15.72%
Oct 2002 - Oct 2007 |
10.15%
Mar 2003 - Mar 2013 |
8.66%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart