Industry: Banks—Diversified
Symbol | Full Name | Sector | Industry | YTD Return | 10Y Return (Annualized) | Dividend Yield | Max. Drawdown | Sharpe Ratio | Sortino Ratio | Omega Ratio | Martin Ratio | Calmar Ratio | Ulcer Index |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
HSBC Holdings PLC | Financial Services | Banks—Diversified | 4.84% | 3.27% | 7.62% | ||||||||
China Construction Bank Corp | Financial Services | Banks—Diversified | 5.38% | 5.83% | 8.61% | ||||||||
Agricultural Bank Of China | Financial Services | Banks—Diversified | 15.95% | 8.07% | 6.91% | ||||||||
Industrial and Commercial Bank of China | Financial Services | Banks—Diversified | 7.33% | 5.24% | 8.03% | ||||||||
Standard Chartered PLC | Financial Services | Banks—Diversified | -1.99% | -7.07% | 3.30% | ||||||||
Bank of Communications Co Ltd | Financial Services | Banks—Diversified | 10.06% | 7.99% | 7.60% | ||||||||
Bank of China Limited | Financial Services | Banks—Diversified | 14.09% | 7.16% | 7.41% | ||||||||
ABN AMRO Bank N.V. | Financial Services | Banks—Diversified | 14.13% | — | 4.00% | ||||||||
Bank of America Corporation | Financial Services | Banks—Diversified | 12.85% | 11.19% | 2.49% | ||||||||
Banco Bilbao Vizcaya Argentaria, S.A. | Financial Services | Banks—Diversified | 26.06% | 4.36% | 5.31% | ||||||||
Banco Bilbao Vizcaya Argentaria SA | Financial Services | Banks—Diversified | 30.54% | 6.00% | 4.27% | ||||||||
Barclays PLC | Financial Services | Banks—Diversified | 24.67% | -2.51% | 4.23% | ||||||||
Bank of Montreal | Financial Services | Banks—Diversified | -4.91% | 7.47% | 4.67% | ||||||||
Bank of Montreal | Financial Services | Banks—Diversified | -1.72% | 9.87% | 4.62% | ||||||||
The Bank of Nova Scotia | Financial Services | Banks—Diversified | -0.13% | 2.69% | 6.75% | ||||||||
The Bank of Nova Scotia | Financial Services | Banks—Diversified | 3.29% | 4.95% | 6.57% | ||||||||
Citigroup Inc. | Financial Services | Banks—Diversified | 19.62% | 4.98% | 3.45% | ||||||||
China Construction Bank Corporation | Financial Services | Banks—Diversified | 6.12% | 17.61% | 8.61% | ||||||||
Canadian Imperial Bank of Commerce | Financial Services | Banks—Diversified | 0.39% | 7.64% | 5.55% | ||||||||
Canadian Imperial Bank of Commerce | Financial Services | Banks—Diversified | 3.75% | 8.72% | 5.42% |