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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%
SymbolFull nameYTD Ret.10Y Ann. Ret.Div. Yield10Y VolatilityMax. DrawdownSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
0142.HKFirst Pacific Co Ltd49.1%-5.3%6.8%33.3%-94.1%0.71.21.10.911.1%
0151.HKWant Want China0.2%-5.5%5.0%29.2%-62.6%0.00.31.00.17.7%
0168.HKTsingtao Brew-14.3%2.2%4.3%35.3%-93.5%-0.3-0.11.0-0.313.0%
0220.HKUni-President China Holdings Ltd-25.2%0.0%6.8%35.7%-76.9%-0.3-0.21.0-0.214.2%
0288.HKWH Group Ltd-3.6%-2.1%7.4%35.2%-52.8%-0.6-0.90.9-0.618.0%
0291.HKChina Resources Beer Holdings Co Ltd-21.0%14.9%1.5%40.3%-88.0%-0.5-0.60.9-0.517.5%
0322.HKTingyi-19.5%-3.7%7.2%34.0%-80.3%-0.6-0.60.9-0.612.6%
0345.HKVitasoy International Holdings Ltd-43.3%0.6%0.3%33.5%-80.1%-0.4-0.31.0-0.426.1%
0506.HKChina Foods Ltd-0.6%1.4%5.0%41.1%-80.8%0.51.01.10.87.1%
0667.HKChina East Education Holdings Ltd-49.3%N/A6.3%60.0%-86.8%0.20.71.10.236.8%
0839.HKChina Education Group Holdings Ltd-34.0%2.3%8.8%59.6%-76.9%0.40.91.10.435.4%
0973.HKL’Occitane International SA-5.5%2.5%2.1%38.4%-57.7%-0.10.31.0-0.116.8%
1044.HKHengan Intl Group Ltd-H-35.6%-8.5%6.1%25.7%-62.5%-1.2-1.80.8-0.717.8%
1112.HKHealth and Happiness (H&H) International Holdings Ltd-35.9%-14.8%8.3%48.1%-89.1%0.20.61.10.230.4%
1117.HKChina Modern Dairy Holdings Ltd-22.9%-12.5%2.1%46.2%-84.4%-0.6-0.90.9-0.520.7%
1458.HKZhou Hei Ya International Holdings Co Ltd-49.7%-10.3%4.4%50.3%-74.4%-0.5-0.50.9-0.534.8%
1475.HKNissin Foods-9.0%13.1%2.6%34.9%-48.2%-0.2-0.21.0-0.36.3%
1579.HKYihai International Holding Ltd-50.8%23.2%1.5%56.4%-90.8%-0.4-0.31.0-0.433.5%
1610.HKCOFCO Meat Holdings Ltd-23.3%4.2%0.0%52.0%-68.3%-0.8-1.20.9-0.922.0%
1765.HKHope Education Group Co Ltd-30.7%-22.4%0.0%63.0%-86.5%-0.3-0.11.0-0.327.9%

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