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Conglomerates 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
0001.HKCK Hutchison Holdings Limited-6.0%-0.5%6.9%23.8%-69.2%-0.5-0.50.9-0.410.5%
0019.HKSwire Pacific A-5.7%-0.1%21.3%24.6%-69.9%0.61.21.10.711.7%
0087.HKSwire Pacific Ltd3.6%-0.9%26.6%21.0%-70.8%0.91.41.21.28.5%
0148.HKKingboard Holdings Ltd-28.4%2.9%6.1%35.3%-88.1%-0.7-1.00.9-0.625.3%
0267.HKCitic Pacific-7.7%1.0%9.2%26.4%-92.5%-0.10.11.0-0.110.8%
0363.HKShanghai Industrial Holdings Ltd11.0%-3.1%9.4%25.1%-82.2%0.30.61.10.39.1%
0392.HKBeijing Enterprises Holdings Ltd14.9%-4.0%7.6%28.6%-90.1%0.71.11.11.09.6%
0656.HKFosun International Ltd-22.6%-0.3%0.3%35.9%-91.6%0.20.21.00.223.7%
BBU-UN.TOBrookfield Business Partners L.P-11.1%-5.8%0.8%38.4%-68.2%-0.6-0.70.9-0.721.5%
BEML.NSBEML Limited58.7%33.6%0.4%46.2%-93.9%1.32.21.31.712.8%
CGEO.LGeorgia Capital plc37.3%-2.0%0.0%36.0%-72.6%2.63.81.55.23.7%
CODICompass Diversified6.2%8.4%5.4%28.5%-56.8%0.30.41.10.310.8%
CRESYCresud Sociedad Anónima Comercial, Inmobiliaria, Financiera y Agropecuaria8.9%-0.7%7.1%51.0%-89.1%0.81.11.11.511.4%
DIV.TODiversified Royalty Corp.-7.7%12.2%9.2%31.1%-99.6%0.10.11.00.19.1%
FIH.LFIH Group plc-3.2%-2.4%0.0%26.9%-73.5%0.20.61.10.54.9%
GODREJIND.NSGodrej Industries Limited28.8%7.8%0.0%30.1%-93.5%0.81.51.21.18.6%
HLMA.LHalma plc-2.4%14.4%0.0%23.4%-43.7%-0.2-0.31.0-0.210.3%
HONHoneywell International Inc-10.9%11.5%2.2%22.6%-70.1%0.60.91.10.88.9%
IEPIcahn Enterprises L.P.-55.1%-2.5%35.5%36.1%-84.2%-0.8-1.10.8-0.929.8%
IGCIndia Globalization Capital, Inc.11.8%-10.7%0.0%210.0%-99.8%-0.3-0.01.0-0.427.8%

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