Sector: Financial Services
| Symbol | Full Name | Sector | Industry | YTD Return | 10Y Return (Annualized) | Dividend Yield | Max. Drawdown | Sharpe Ratio | Sortino Ratio | Omega Ratio | Martin Ratio | Calmar Ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| HSBC Holdings PLC | Financial Services | Banks—Diversified | 7.07% | 3.49% | 7.46% | ||||||||
| Hang Seng Bank | Financial Services | Banks—Regional | 15.65% | 2.20% | 6.40% | ||||||||
| Bank Of E Asia | Financial Services | Banks—Regional | -0.26% | -8.02% | 5.72% | ||||||||
| China Everbright Ltd | Financial Services | Asset Management | -13.42% | -4.36% | 11.25% | ||||||||
| Hong Kong Exchange and Clearing Ltd | Financial Services | Financial Data & Stock Exchanges | -6.45% | 8.93% | 3.41% | ||||||||
| Dah Sing Financial Holdings Ltd | Financial Services | Banks—Regional | 34.37% | -0.05% | 5.44% | ||||||||
| Value Partners Group Ltd | Financial Services | Asset Management | -20.56% | -5.39% | 31.41% | ||||||||
| China Construction Bank Corp | Financial Services | Banks—Diversified | 7.31% | 6.00% | 8.46% | ||||||||
| China Taiping Insurance Holdings Co Ltd | Financial Services | Insurance—Life | 4.76% | -3.50% | 3.69% | ||||||||
| China Citic Bank Corp Ltd | Financial Services | Banks—Regional | 20.11% | 6.00% | 8.15% | ||||||||
| Agricultural Bank Of China | Financial Services | Banks—Diversified | 17.94% | 8.18% | 6.79% | ||||||||
| AIA Group Ltd | Financial Services | Insurance—Life | -24.25% | 4.98% | 3.02% | ||||||||
| New China Life Insurance | Financial Services | Insurance—Life | -5.91% | -1.21% | 8.23% | ||||||||
| People’s Insurance Group of China Co Ltd | Financial Services | Insurance—Property & Casualty | 8.75% | 2.09% | 6.97% | ||||||||
| China Cinda Asset Mgmt Co Ltd | Financial Services | Asset Management | -14.10% | -11.54% | 8.11% | ||||||||
| Industrial and Commercial Bank of China | Financial Services | Banks—Diversified | 9.16% | 5.45% | 7.90% | ||||||||
| Postal Savings Bank of China | Financial Services | Banks—Regional | 9.92% | — | 6.82% | ||||||||
| GF Securities Co Ltd | Financial Services | Capital Markets | -19.91% | — | 5.09% | ||||||||
| Guotai Junan International Holdings Ltd | Financial Services | Capital Markets | -10.00% | -4.91% | 3.70% | ||||||||
| China Renaissance Holdings | Financial Services | Capital Markets | 0.00% | — | 0.00% |