Consumer Defensive 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 0142.HK | First Pacific Co Ltd | 49.1% | -5.3% | 6.8% | 33.3% | -94.1% | 0.7 | 1.2 | 1.1 | 0.9 | 11.1% |
| 0151.HK | Want Want China | 0.2% | -5.5% | 5.0% | 29.2% | -62.6% | 0.0 | 0.3 | 1.0 | 0.1 | 7.7% |
| 0168.HK | Tsingtao Brew | -14.3% | 2.2% | 4.3% | 35.3% | -93.5% | -0.3 | -0.1 | 1.0 | -0.3 | 13.0% |
| 0220.HK | Uni-President China Holdings Ltd | -25.2% | 0.0% | 6.8% | 35.7% | -76.9% | -0.3 | -0.2 | 1.0 | -0.2 | 14.2% |
| 0288.HK | WH Group Ltd | -3.6% | -2.1% | 7.4% | 35.2% | -52.8% | -0.6 | -0.9 | 0.9 | -0.6 | 18.0% |
| 0291.HK | China Resources Beer Holdings Co Ltd | -21.0% | 14.9% | 1.5% | 40.3% | -88.0% | -0.5 | -0.6 | 0.9 | -0.5 | 17.5% |
| 0322.HK | Tingyi | -19.5% | -3.7% | 7.2% | 34.0% | -80.3% | -0.6 | -0.6 | 0.9 | -0.6 | 12.6% |
| 0345.HK | Vitasoy International Holdings Ltd | -43.3% | 0.6% | 0.3% | 33.5% | -80.1% | -0.4 | -0.3 | 1.0 | -0.4 | 26.1% |
| 0506.HK | China Foods Ltd | -0.6% | 1.4% | 5.0% | 41.1% | -80.8% | 0.5 | 1.0 | 1.1 | 0.8 | 7.1% |
| 0667.HK | China East Education Holdings Ltd | -49.3% | N/A | 6.3% | 60.0% | -86.8% | 0.2 | 0.7 | 1.1 | 0.2 | 36.8% |
| 0839.HK | China Education Group Holdings Ltd | -34.0% | 2.3% | 8.8% | 59.6% | -76.9% | 0.4 | 0.9 | 1.1 | 0.4 | 35.4% |
| 0973.HK | L’Occitane International SA | -5.5% | 2.5% | 2.1% | 38.4% | -57.7% | -0.1 | 0.3 | 1.0 | -0.1 | 16.8% |
| 1044.HK | Hengan Intl Group Ltd-H | -35.6% | -8.5% | 6.1% | 25.7% | -62.5% | -1.2 | -1.8 | 0.8 | -0.7 | 17.8% |
| 1112.HK | Health and Happiness (H&H) International Holdings Ltd | -35.9% | -14.8% | 8.3% | 48.1% | -89.1% | 0.2 | 0.6 | 1.1 | 0.2 | 30.4% |
| 1117.HK | China Modern Dairy Holdings Ltd | -22.9% | -12.5% | 2.1% | 46.2% | -84.4% | -0.6 | -0.9 | 0.9 | -0.5 | 20.7% |
| 1458.HK | Zhou Hei Ya International Holdings Co Ltd | -49.7% | -10.3% | 4.4% | 50.3% | -74.4% | -0.5 | -0.5 | 0.9 | -0.5 | 34.8% |
| 1475.HK | Nissin Foods | -9.0% | 13.1% | 2.6% | 34.9% | -48.2% | -0.2 | -0.2 | 1.0 | -0.3 | 6.3% |
| 1579.HK | Yihai International Holding Ltd | -50.8% | 23.2% | 1.5% | 56.4% | -90.8% | -0.4 | -0.3 | 1.0 | -0.4 | 33.5% |
| 1610.HK | COFCO Meat Holdings Ltd | -23.3% | 4.2% | 0.0% | 52.0% | -68.3% | -0.8 | -1.2 | 0.9 | -0.9 | 22.0% |
| 1765.HK | Hope Education Group Co Ltd | -30.7% | -22.4% | 0.0% | 63.0% | -86.5% | -0.3 | -0.1 | 1.0 | -0.3 | 27.9% |