Infrastructure Operations 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 0152.HK | Shenzhen International Holdings Ltd | -21.5% | -1.8% | 4.4% | 31.1% | -97.9% | -0.4 | -0.5 | 0.9 | -0.3 | 20.0% |
| 0177.HK | Jiangsu Expressway Co Ltd | 3.5% | 1.5% | 7.3% | 25.5% | -73.3% | 0.8 | 1.4 | 1.2 | 1.2 | 9.0% |
| 0576.HK | Zhejiang Expressway Co Ltd | -4.1% | 2.7% | 7.9% | 28.9% | -74.9% | 0.1 | 0.4 | 1.0 | 0.2 | 8.7% |
| 0697.HK | Shoucheng Holdings Ltd | -21.6% | -0.3% | 6.1% | 43.2% | -97.4% | -0.2 | 0.1 | 1.0 | -0.2 | 18.0% |
| 1052.HK | Yuexiu Transport Infrastructure Ltd | 9.0% | 7.8% | 5.8% | 24.5% | -81.2% | 1.3 | 2.0 | 1.2 | 1.6 | 12.0% |
| ACA | Arcosa, Inc. | 36.4% | N/A | 0.3% | 43.3% | -36.8% | 0.8 | 1.4 | 1.2 | 1.5 | 7.1% |
| FER.MC | Ferrovial | 30.3% | 11.3% | 2.3% | 23.7% | -75.7% | 1.4 | 2.0 | 1.3 | 2.4 | 3.4% |
| IRB.NS | IRB Infrastructure Developers Limited | 35.0% | 17.3% | 0.5% | 702.4% | -97.9% | 1.2 | 1.8 | 1.2 | 1.7 | 15.7% |