Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ^HSI (Hong Kong Hang Seng Index) | NA | -1.73% | -3.32% | 1.77% | 2.37% | 2.60% | 4.05% | … | … |
Data as of 08/23/2021, Common starting date is 12/31/1986
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ^HSI (Hong Kong Hang Seng Index) | 12/31/1986 | 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 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.09 | -1.73 | -3.32 | 1.77 | 2.37 | 2.60 | 4.05 | … | … | -7.79 | -3.40 | 9.07 | -13.61 | 35.99 | 0.39 | -7.16 | 1.28 | 2.82 | 22.96 | -19.85 | 6.99 | 49.41 | -48.27 | 39.31 | 34.20 | 4.54 | 13.15 | 34.92 | -18.21 | -24.50 | -11.00 | 68.80 | -6.29 | -20.29 | 33.53 | 22.98 | -31.10 | 115.67 | 28.28 | 42.11 | 6.61 | 5.55 | 16.70 | -10.34 | 0.00 |
| Sharpe Ratio | NA | 0.00 | -0.20 | 0.06 | 0.10 | NA | NA | … | … | -0.57 | -0.15 | -0.89 | -1.78 | 1.49 | -1.78 | -1.24 | -1.21 | -1.01 | 0.27 | -1.49 | -0.64 | 0.95 | -1.32 | 0.66 | 0.83 | -1.43 | -0.39 | 0.92 | -1.96 | -1.67 | -2.30 | 3.41 | 0.61 | -1.66 | 2.08 | -1.93 | -0.98 | 5.08 | 1.24 | 2.33 | 0.34 | 0.15 | 0.97 | -0.20 | NA |
| Standard Deviation(%) | NA | 20.12 | 20.72 | 18.52 | 18.87 | NA | NA | … | … | 20.94 | 24.38 | 15.89 | 19.78 | 11.28 | 18.92 | 20.68 | 14.29 | 15.49 | 16.77 | 25.71 | 18.24 | 32.72 | 51.22 | 26.30 | 14.45 | 11.50 | 16.38 | 16.93 | 19.35 | 27.83 | 31.36 | 26.69 | 44.11 | 40.23 | 16.97 | 20.23 | 29.86 | 22.63 | 22.60 | 17.96 | 19.18 | 36.91 | 17.11 | 50.91 | 0.00 |
| Draw Down(%) | NA | 20.06 | 28.06 | 34.56 | 35.59 | NA | NA | … | … | 20.06 | 25.33 | 16.17 | 25.84 | 5.93 | 16.40 | 27.73 | 10.79 | 16.83 | 16.12 | 33.45 | 15.31 | 27.11 | 60.39 | 17.81 | 11.95 | 8.08 | 21.26 | 14.83 | 26.02 | 44.73 | 25.02 | 16.36 | 43.61 | 45.66 | 11.60 | 14.93 | 36.83 | 10.04 | 22.78 | 8.99 | 22.45 | 36.74 | 12.87 | 52.02 | 0.00 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/23/2021, Common starting date is 12/31/1986
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ^HSI (Hong Kong Hang Seng Index) |
-20.84%
Mar 2000 – Mar 2003 |
-9.63%
Sep 1997 – Sep 2002 |
-1.04%
Oct 2007 – Oct 2017 |
0.97%
Jan 1994 – Jan 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ^HSI (Hong Kong Hang Seng Index) |
57.83%
Dec 1990 – Dec 1993 |
34.64%
Dec 1988 – Dec 1993 |
19.58%
Dec 1989 – Dec 1999 |
12.16%
Sep 1990 – Sep 2005 |
Annualized Rolling Returns Comparison Chart