Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
UOLGY UOL Group Ltd ADR | Real Estate | 25% |
1109.HK China Resources Land Ltd | Real Estate | 25% |
1113.HK CK Asset Holdings Ltd | Real Estate | 25% |
0083.HK Sino Land | Real Estate | 25% |
Find the right asset allocation for Singapur + Hongkong
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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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.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 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% |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 17.12% | 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% |
| 2023 | 3.92% | -3.71% | 2.53% | -0.29% | -8.48% | 3.50% | 5.80% | -7.10% | -3.69% | -6.53% | -1.03% | 5.92% | -10.13% |
| 2022 | 6.53% | -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
- R²
- 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.
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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Singapur + Hongkong and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
0083.HK Sino Land | 91 | 2.57 | 3.31 | 1.44 | 3.89 | 11.09 |
1109.HK China Resources Land Ltd | 82 | 1.68 | 2.53 | 1.28 | 2.92 | 5.93 |
1113.HK CK Asset Holdings Ltd | 90 | 2.34 | 3.06 | 1.37 | 4.29 | 14.35 |
UOLGY UOL Group Ltd ADR | 89 | 2.19 | 2.84 | 1.37 | 3.89 | 11.38 |
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Dividends
Dividend yield
Singapur + Hongkong provided a 3.82% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.82% | 4.34% | 6.11% | 5.28% | 4.34% | 4.05% | 3.99% | 3.42% | 3.89% | 3.15% | 3.97% | 1.82% |
| Portfolio components: | ||||||||||||
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 26d | 1y 2mo | 2y 1moApr 2019 - May 2021 |
2016 bear market2016 | -33.26%Jan 2016 | 7mo 21d | 1y 4mo | 2y 2dJun 2015 - Jun 2017 |
2024 bear market2024 | -30.03%Apr 2024 | 1y 9mo | 1y 3mo | 3y 1moJun 2022 - Aug 2025 |
Rate-hike selloffLate 2018 | -25.03%Oct 2018 | 8mo 11d | 5mo 22d | 1y 1moFeb 2018 - Apr 2019 |
2021 correction2021 | -16.91%Sep 2021 | 3mo 22d | 4mo 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
| 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.
Asset Correlations Table
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