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Singapur + Hongkong
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


UOLGY 25.00%1109.HK 25.00%1113.HK 25.00%0083.HK 25.00%EquityEquity

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Singapur + Hongkong, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.


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Returns By Period

As of Jun 6, 2026, the Singapur + Hongkong returned 21.45% Year-To-Date and 8.17% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-2.64%-0.21%7.86%7.47%23.05%19.90%11.79%13.33%
Portfolio
Singapur + Hongkong
-0.28%-5.77%21.45%17.52%52.96%12.46%6.51%8.17%
0083.HK
Sino Land
-0.50%-9.25%14.90%10.71%52.60%11.24%5.44%5.17%
1109.HK
China Resources Land Ltd
0.02%-2.19%31.39%20.53%45.61%10.31%5.37%11.24%
1113.HK
CK Asset Holdings Ltd
-0.20%-6.37%21.42%17.06%47.60%7.23%3.00%3.33%
UOLGY
UOL Group Ltd ADR
-1.18%-5.84%16.41%18.99%61.46%19.40%9.39%9.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 4, 2015, Singapur + Hongkong's average daily return is +0.03%, while the average monthly return is +0.62%. At this rate, an investment would double in approximately 9.3 years.

Historically, 54% of months were positive and 46% were negative. The best month was Nov 2022 with a return of +19.5%, while the worst month was Jan 2016 at -15.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Singapur + Hongkong closed higher 49% of trading days. The best single day was Mar 25, 2020 with a return of +9.2%, while the worst single day was May 22, 2020 at -7.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202617.12%6.18%-11.08%10.83%-0.12%-0.77%21.45%
2025-1.61%7.73%0.29%1.39%0.79%7.62%7.37%6.69%2.64%-0.26%6.50%-2.53%42.31%
2024-8.72%0.12%-3.29%5.94%-2.36%-3.14%-0.90%2.32%11.12%-6.91%-4.07%0.83%-10.15%
20233.92%-3.71%2.53%-0.29%-8.48%3.50%5.80%-7.10%-3.69%-6.53%-1.03%5.92%-10.13%
20226.53%-3.20%2.25%-0.09%2.38%5.19%-1.63%-4.57%-7.78%-12.27%19.46%2.40%5.41%
2021-1.71%11.85%0.95%1.72%2.59%-1.78%-5.92%-0.36%-2.36%1.97%-3.84%5.01%7.21%

Benchmark Metrics

Singapur + Hongkong has an annualized alpha of 4.32%, beta of 0.24, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since June 04, 2015.

  • This portfolio participated in 79.57% of S&P 500 Index downside but only 58.27% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.24 may look defensive, but with R2 of 0.04 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
  • R2 of 0.04 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.32%
Beta
0.24
0.04
Upside Capture
58.27%
Downside Capture
79.57%

Expense Ratio

Singapur + Hongkong has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Singapur + Hongkong ranks 81 for risk / return — in the top 81% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


Singapur + Hongkong Risk / Return Rank: 8181
Overall Rank
Singapur + Hongkong Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
Singapur + Hongkong Sortino Ratio Rank: 8989
Sortino Ratio Rank
Singapur + Hongkong Omega Ratio Rank: 8383
Omega Ratio Rank
Singapur + Hongkong Calmar Ratio Rank: 8282
Calmar Ratio Rank
Singapur + Hongkong Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Singapur + Hongkong and compares them with S&P 500 Index.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.91

2.01

+0.91

Sortino ratioReturn per unit of downside risk

3.96

2.71

+1.25

Omega ratioGain probability vs. loss probability

1.49

1.36

+0.13

Calmar ratioReturn relative to maximum drawdown

4.28

2.69

+1.59

Martin ratioReturn relative to average drawdown

13.59

12.34

+1.25


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
0083.HK
Sino Land
912.573.311.443.8911.09
1109.HK
China Resources Land Ltd
821.682.531.282.925.93
1113.HK
CK Asset Holdings Ltd
902.343.061.374.2914.35
UOLGY
UOL Group Ltd ADR
892.192.841.373.8911.38

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Singapur + Hongkong Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

  • 1-Year: 2.91
  • 5-Year: 0.32
  • 10-Year: 0.40
  • All Time: 0.26

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.64 to 2.53, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Singapur + Hongkong compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Singapur + Hongkong provided a 3.82% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio3.82%4.34%6.11%5.28%4.34%4.05%3.99%3.42%3.89%3.15%3.97%1.82%
0083.HK
Sino Land
4.97%5.68%7.39%6.83%5.84%5.66%5.45%4.86%6.33%3.83%4.39%4.40%
1109.HK
China Resources Land Ltd
4.00%5.29%7.03%5.75%4.73%4.63%3.73%3.24%3.31%3.10%3.32%2.20%
1113.HK
CK Asset Holdings Ltd
3.81%4.43%6.30%5.82%4.62%3.80%4.82%3.47%3.05%2.30%3.01%0.69%
UOLGY
UOL Group Ltd ADR
2.52%1.96%3.72%2.74%2.15%2.12%1.98%2.11%2.88%3.39%5.17%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Singapur + Hongkong. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Singapur + Hongkong was 33.62%, occurring on Mar 23, 2020. Recovery took 304 trading sessions.

The current Singapur + Hongkong drawdown is 6.62%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-33.62%Mar 2020
11mo 26d1y 2mo
2y 1moApr 2019 - May 2021
2016 bear market2016
-33.26%Jan 2016
7mo 21d1y 4mo
2y 2dJun 2015 - Jun 2017
2024 bear market2024
-30.03%Apr 2024
1y 9mo1y 3mo
3y 1moJun 2022 - Aug 2025
Rate-hike selloffLate 2018
-25.03%Oct 2018
8mo 11d5mo 22d
1y 1moFeb 2018 - Apr 2019
2021 correction2021
-16.91%Sep 2021
3mo 22d4mo 24d
8mo 16dMay 2021 - Feb 2022

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.42

1.40

1.44

1.43

1.41

The portfolio has a diversification ratio of 1.41, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Singapur + Hongkong correlation to the S&P 500 Index

Singapur + Hongkong has a 0.08 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2015

0.17


Benchmark Correlations

Correlation vs. S&P 500 Index. UOLGY has the highest benchmark correlation at 0.18, while 0083.HK has the lowest at 0.10.

Portfolio Correlations

Correlation vs. Singapur + Hongkong. 1109.HK has the highest portfolio correlation at 0.78, while UOLGY has the lowest at 0.45.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

UOLGY0083.HK1113.HK1109.HK
UOLGY1.000.110.120.14
0083.HK0.111.000.530.45
1113.HK0.120.531.000.46
1109.HK0.140.450.461.00
The correlation results are calculated based on daily price changes starting from Jun 4, 2015
Diversification Analysis

Find what Singapur + Hongkong is missing

See which holdings overlap, where Singapur + Hongkong is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification