Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 10/06/2020.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| AMTD (AMTD IDEA Group) | NA | 21.43% | -3.93% | 7.19% | 11.89% | 7.96% | 7.89% | 17.47% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AMTD (AMTD IDEA Group) | 03/04/1997 | 10/06/2020 |
The return data shown below all have the same latest date: 10/06/2020.
AR inception is since 03/04/1997.
AR inception is since 03/04/1997.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.18 | 21.43 | -3.93 | 7.19 | 11.89 | 7.96 | 7.89 | 17.47 | -19.58 | 1.51 | -4.24 | 17.27 | 25.61 | -2.99 | 16.78 | 82.27 | 7.41 | -17.59 | -2.01 | 36.00 | -28.96 | 23.98 | -32.58 | 68.78 | 0.78 | 149.29 | -4.39 | -15.43 | -67.72 | 313.10 | 115.38 | 50.00 |
| Sharpe Ratio | NA | 0.32 | -0.17 | 0.11 | 0.27 | NA | NA | 0.23 | -0.41 | -0.50 | -0.94 | -0.08 | -0.28 | -0.84 | -0.07 | 2.59 | -0.45 | -0.99 | -0.74 | 0.35 | -0.64 | 0.06 | -1.10 | 1.28 | -0.44 | 2.42 | -0.36 | -0.43 | -1.08 | 2.24 | 1.19 | 0.84 |
| Standard Deviation(%) | NA | 56.80 | 42.94 | 38.02 | 32.98 | NA | NA | 58.44 | 60.90 | 43.09 | 27.37 | 26.17 | 30.83 | 25.76 | 23.22 | 24.57 | 24.73 | 36.31 | 27.98 | 49.91 | 75.46 | 32.04 | 50.03 | 37.22 | 43.20 | 53.66 | 66.58 | 87.11 | 84.11 | 138.56 | 93.90 | 70.24 |
| Draw Down(%) | NA | 46.34 | 54.27 | 54.27 | 54.27 | NA | NA | 94.61 | 44.07 | 42.75 | 26.87 | 22.80 | 26.02 | 20.34 | 16.68 | 10.98 | 25.95 | 38.82 | 28.65 | 25.40 | 58.65 | 26.57 | 47.74 | 28.48 | 45.60 | 36.13 | 54.93 | 68.09 | 71.13 | 72.08 | 42.35 | 42.94 |
| Yield(%) | 0.00 | 3.65 | 2.26 | 2.97 | 4.62 | 4.32 | 4.70 | 36.28 | 1.84 | 2.46 | 1.80 | 1.70 | 2.05 | 1.74 | 1.68 | 5.13 | 4.84 | 1.12 | 0.25 | 0.00 | 0.00 | 0.00 | 24.44 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMTD (AMTD IDEA Group) |
-50.59%
Apr 1999 - Apr 2002 |
-22.73%
Apr 1999 - Apr 2004 |
-7.31%
Apr 1999 - Apr 2009 |
0.25%
Apr 1999 - Apr 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AMTD (AMTD IDEA Group) |
152.40%
Apr 1997 - Apr 2000 |
45.62%
Aug 2002 - Aug 2007 |
36.85%
May 1997 - May 2007 |
23.64%
Apr 1997 - Apr 2012 |
Annualized Rolling Returns Comparison Chart