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Banks—Diversified Stock List


Year-to-Date Return

< 0.0%
> 10.0%

10-Year Annualized Return

< 0.0%
> 10.0%

Sharpe Ratio

< 0.0
> 0.1

Omega ratio

< 0.0
> 0.1

Sortino ratio

< 0.0
> 0.1

Calmar ratio

< 0.0
> 0.1

Ulcer Index

< 0.0%
> 10.0%

10Y Volatility

< 0.0%
> 10.0%

Maximum Drawdown

< 0.0%
> 10.0%

Dividend Yield

< 0.0%
> 10.0%
SymbolFull nameYTD Ret.10Y Ann. Ret.Div. Yield10Y VolatilityMax. DrawdownSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
0005.HKHSBC Holdings PLC31.0%2.0%5.5%22.3%-79.3%1.51.81.32.16.2%
0939.HKChina Construction Bank Corp-5.3%2.9%10.0%22.0%-69.9%-0.00.41.0-0.09.4%
1288.HKAgricultural Bank Of China12.9%4.2%8.7%21.3%-51.0%1.12.21.31.56.1%
1398.HKIndustrial and Commercial Bank of China-2.9%2.0%9.2%22.1%-61.3%0.10.61.10.18.9%
2888.HKStandard Chartered PLC24.1%-6.5%2.2%30.8%-83.0%1.21.71.21.69.8%
3328.HKBank of Communications Co Ltd9.5%4.3%9.0%22.9%-75.4%0.61.41.20.87.3%
3988.HKBank of China Limited2.0%3.8%9.5%20.2%-66.1%0.51.01.10.57.4%
ABN.ASABN AMRO Bank N.V.4.9%2.2%9.9%35.3%-74.0%1.72.41.32.69.5%
BACBank of America Corporation-20.0%8.3%3.5%30.9%-93.5%-0.4-0.41.0-0.418.6%
BARC.LBarclays plc2.1%-2.6%0.1%33.9%-92.4%0.40.81.10.413.3%
BBVABanco Bilbao Vizcaya Argentaria, S.A.40.4%1.2%5.7%35.6%-80.2%3.13.61.54.95.4%
BBVA.MCBanco Bilbao Vizcaya Argentaria SA42.7%3.1%4.5%33.4%-78.4%2.63.01.53.95.9%
BCSBarclays PLC0.9%-5.3%5.1%37.0%-94.4%0.71.11.10.812.2%
BMOBank of Montreal-8.5%6.1%5.3%23.1%-68.4%-0.2-0.11.0-0.210.3%
BMO.TOBank of Montreal-7.3%9.3%5.2%20.0%-62.4%-0.3-0.21.0-0.39.8%
BNC.LBanco Santander26.0%1.7%0.0%36.6%-68.7%1.52.11.32.310.2%
BNSThe Bank of Nova Scotia-9.3%1.8%7.3%22.4%-63.8%-0.2-0.11.0-0.28.8%
BNS.TOThe Bank of Nova Scotia-6.5%4.8%7.2%18.9%-52.3%-0.2-0.11.0-0.27.9%
CCitigroup Inc.-9.0%0.1%5.2%32.3%-98.0%-0.00.21.0-0.010.5%
CICHFChina Construction Bank Corporation-4.2%13.8%9.6%56.5%-90.9%0.00.41.10.014.4%

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