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%
| Symbol | Full name | YTD Ret. | 10Y Ann. Ret. | Div. Yield | 10Y Volatility | Max. Drawdown | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 0001.HK | CK Hutchison Holdings Limited | -6.0% | -0.5% | 6.9% | 23.8% | -69.2% | -0.5 | -0.5 | 0.9 | -0.4 | 10.5% |
| 0019.HK | Swire Pacific A | -5.7% | -0.1% | 21.3% | 24.6% | -69.9% | 0.6 | 1.2 | 1.1 | 0.7 | 11.7% |
| 0087.HK | Swire Pacific Ltd | 3.6% | -0.9% | 26.6% | 21.0% | -70.8% | 0.9 | 1.4 | 1.2 | 1.2 | 8.5% |
| 0148.HK | Kingboard Holdings Ltd | -28.4% | 2.9% | 6.1% | 35.3% | -88.1% | -0.7 | -1.0 | 0.9 | -0.6 | 25.3% |
| 0267.HK | Citic Pacific | -7.7% | 1.0% | 9.2% | 26.4% | -92.5% | -0.1 | 0.1 | 1.0 | -0.1 | 10.8% |
| 0363.HK | Shanghai Industrial Holdings Ltd | 11.0% | -3.1% | 9.4% | 25.1% | -82.2% | 0.3 | 0.6 | 1.1 | 0.3 | 9.1% |
| 0392.HK | Beijing Enterprises Holdings Ltd | 14.9% | -4.0% | 7.6% | 28.6% | -90.1% | 0.7 | 1.1 | 1.1 | 1.0 | 9.6% |
| 0656.HK | Fosun International Ltd | -22.6% | -0.3% | 0.3% | 35.9% | -91.6% | 0.2 | 0.2 | 1.0 | 0.2 | 23.7% |
| BBU-UN.TO | Brookfield Business Partners L.P | -11.1% | -5.8% | 0.8% | 38.4% | -68.2% | -0.6 | -0.7 | 0.9 | -0.7 | 21.5% |
| BEML.NS | BEML Limited | 58.7% | 33.6% | 0.4% | 46.2% | -93.9% | 1.3 | 2.2 | 1.3 | 1.7 | 12.8% |
| CGEO.L | Georgia Capital plc | 37.3% | -2.0% | 0.0% | 36.0% | -72.6% | 2.6 | 3.8 | 1.5 | 5.2 | 3.7% |
| CODI | Compass Diversified | 6.2% | 8.4% | 5.4% | 28.5% | -56.8% | 0.3 | 0.4 | 1.1 | 0.3 | 10.8% |
| CRESY | Cresud Sociedad Anónima Comercial, Inmobiliaria, Financiera y Agropecuaria | 8.9% | -0.7% | 7.1% | 51.0% | -89.1% | 0.8 | 1.1 | 1.1 | 1.5 | 11.4% |
| DIV.TO | Diversified Royalty Corp. | -7.7% | 12.2% | 9.2% | 31.1% | -99.6% | 0.1 | 0.1 | 1.0 | 0.1 | 9.1% |
| FIH.L | FIH Group plc | -3.2% | -2.4% | 0.0% | 26.9% | -73.5% | 0.2 | 0.6 | 1.1 | 0.5 | 4.9% |
| GODREJIND.NS | Godrej Industries Limited | 28.8% | 7.8% | 0.0% | 30.1% | -93.5% | 0.8 | 1.5 | 1.2 | 1.1 | 8.6% |
| HLMA.L | Halma plc | -2.4% | 14.4% | 0.0% | 23.4% | -43.7% | -0.2 | -0.3 | 1.0 | -0.2 | 10.3% |
| HON | Honeywell International Inc | -10.9% | 11.5% | 2.2% | 22.6% | -70.1% | 0.6 | 0.9 | 1.1 | 0.8 | 8.9% |
| IEP | Icahn Enterprises L.P. | -55.1% | -2.5% | 35.5% | 36.1% | -84.2% | -0.8 | -1.1 | 0.8 | -0.9 | 29.8% |
| IGC | India Globalization Capital, Inc. | 11.8% | -10.7% | 0.0% | 210.0% | -99.8% | -0.3 | -0.0 | 1.0 | -0.4 | 27.8% |