Financial Services 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 0005.HK | HSBC Holdings PLC | 31.0% | 2.0% | 5.5% | 22.3% | -79.3% | 1.5 | 1.8 | 1.3 | 2.1 | 6.2% |
| 0011.HK | Hang Seng Bank | -24.6% | 1.0% | 5.2% | 19.7% | -89.2% | -0.8 | -1.1 | 0.9 | -0.7 | 12.9% |
| 0023.HK | Bank Of E Asia | 6.5% | -8.2% | 5.5% | 25.4% | -89.3% | 0.2 | 0.6 | 1.1 | 0.3 | 9.3% |
| 0165.HK | China Everbright Ltd | -18.6% | -3.6% | 10.4% | 36.6% | -89.0% | -0.3 | -0.1 | 1.0 | -0.3 | 15.4% |
| 0388.HK | Hong Kong Exchange and Clearing Ltd | -13.0% | 11.5% | 2.9% | 30.2% | -79.3% | 0.1 | 0.5 | 1.1 | 0.2 | 14.2% |
| 0440.HK | Dah Sing Financial Holdings Ltd | -2.2% | -4.9% | 7.0% | 27.6% | -87.5% | -0.4 | -0.4 | 1.0 | -0.4 | 11.9% |
| 0806.HK | Value Partners Group Ltd | -14.8% | -3.7% | 1.4% | 43.6% | -86.4% | 0.5 | 1.1 | 1.1 | 0.6 | 19.0% |
| 0939.HK | China Construction Bank Corp | -5.3% | 2.9% | 10.0% | 22.0% | -69.9% | -0.0 | 0.4 | 1.0 | -0.0 | 9.4% |
| 0966.HK | China Taiping Insurance Holdings Co Ltd | -19.2% | -2.3% | 3.4% | 41.3% | -82.8% | 0.2 | 0.7 | 1.1 | 0.3 | 21.8% |
| 0998.HK | China Citic Bank Corp Ltd | 11.7% | 5.2% | 10.2% | 23.1% | -69.4% | 0.8 | 1.5 | 1.2 | 0.9 | 8.5% |
| 1288.HK | Agricultural Bank Of China | 12.9% | 4.2% | 8.7% | 21.3% | -51.0% | 1.1 | 2.2 | 1.3 | 1.5 | 6.1% |
| 1299.HK | AIA Group Ltd | -24.3% | 7.5% | 2.4% | 27.8% | -45.0% | -0.2 | -0.1 | 1.0 | -0.2 | 12.7% |
| 1336.HK | New China Life Insurance | 2.6% | 1.2% | 6.4% | 36.6% | -71.9% | 0.6 | 1.2 | 1.1 | 1.0 | 12.5% |
| 1339.HK | People’s Insurance Group of China Co Ltd | 13.1% | 0.1% | 6.6% | 27.8% | -61.4% | 1.0 | 1.8 | 1.2 | 1.4 | 7.0% |
| 1359.HK | China Cinda Asset Mgmt Co Ltd | -24.4% | -11.8% | 7.2% | 31.0% | -77.7% | -0.3 | -0.2 | 1.0 | -0.4 | 19.7% |
| 1398.HK | Industrial and Commercial Bank of China | -2.9% | 2.0% | 9.2% | 22.1% | -61.3% | 0.1 | 0.6 | 1.1 | 0.1 | 8.9% |
| 1658.HK | Postal Savings Bank of China | -16.4% | 1.3% | 7.3% | 28.4% | -43.1% | -0.4 | -0.3 | 1.0 | -0.6 | 13.4% |
| 1776.HK | GF Securities Co Ltd | -5.5% | -6.7% | 3.7% | 37.4% | -68.1% | 0.3 | 0.9 | 1.1 | 0.5 | 13.5% |
| 1788.HK | Guotai Junan International Holdings Ltd | -16.9% | -2.3% | 3.5% | 46.7% | -100.0% | -0.3 | -0.1 | 1.0 | -0.5 | 17.5% |
| 1911.HK | China Renaissance Holdings | -10.5% | N/A | 0.0% | 51.1% | -80.1% | -0.1 | 0.1 | 1.0 | -0.2 | 26.5% |