Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ^HSCE (Hong Kong Hang Seng China Enterprises Index) | NA | -14.72% | -6.59% | -1.66% | -1.81% | 1.59% | 8.04% | … | … |
Data as of 08/23/2021, Common starting date is 07/15/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ^HSCE (Hong Kong Hang Seng China Enterprises Index) | 07/15/1993 | 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 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.85 | -14.72 | -6.59 | -1.66 | -1.81 | 1.59 | 8.04 | … | … | -17.91 | -3.85 | 10.57 | -13.53 | 24.64 | -2.75 | -19.39 | 10.80 | -5.42 | 15.09 | -21.71 | -0.79 | 62.12 | -51.06 | 55.94 | 93.99 | 13.21 | -3.58 | 144.99 | 14.03 | 7.63 | -17.67 | 14.39 | -45.34 | -25.91 | 29.51 | -29.22 | -44.89 | 112.60 |
| Sharpe Ratio | NA | -0.65 | -0.34 | -0.12 | -0.10 | NA | NA | … | … | -1.13 | -0.17 | 0.56 | -0.69 | 1.63 | -0.13 | -0.72 | 0.57 | -0.25 | 0.70 | -0.66 | -0.04 | 1.63 | -0.79 | 1.50 | 3.73 | 0.68 | -0.14 | 5.40 | 0.63 | 0.15 | -0.50 | 0.25 | -0.76 | -1.36 | 0.90 | -1.22 | -1.18 | 9.64 |
| Standard Deviation(%) | NA | 21.25 | 21.50 | 20.21 | 22.78 | NA | NA | … | … | 23.62 | 24.24 | 16.57 | 21.54 | 14.79 | 23.48 | 27.01 | 18.91 | 21.61 | 21.69 | 32.86 | 23.99 | 37.99 | 65.73 | 35.45 | 24.44 | 16.22 | 33.33 | 26.74 | 20.53 | 35.86 | 43.09 | 45.52 | 64.12 | 59.64 | 28.59 | 27.03 | 40.57 | 41.35 |
| Draw Down(%) | NA | 28.51 | 28.51 | 37.63 | 49.29 | NA | NA | … | … | 28.51 | 25.05 | 16.73 | 27.19 | 6.76 | 22.31 | 38.50 | 14.91 | 27.37 | 23.73 | 40.79 | 19.00 | 24.14 | 69.08 | 24.55 | 20.01 | 14.93 | 34.22 | 11.66 | 22.37 | 39.10 | 36.05 | 29.75 | 69.39 | 59.08 | 19.97 | 37.66 | 49.88 | 10.83 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/23/2021, Common starting date is 07/15/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ^HSCE (Hong Kong Hang Seng China Enterprises Index) |
-36.25%
Aug 1995 – Aug 1998 |
-28.10%
Jan 1994 – Jan 1999 |
-5.73%
Nov 1993 – Nov 2003 |
-0.44%
Dec 1993 – Dec 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ^HSCE (Hong Kong Hang Seng China Enterprises Index) |
64.58%
Oct 2004 – Oct 2007 |
61.45%
Oct 2002 – Oct 2007 |
27.30%
Aug 1998 – Aug 2008 |
16.12%
Aug 1998 – Aug 2013 |
Annualized Rolling Returns Comparison Chart