Industrials 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 0001.HK | CK Hutchison Holdings Limited | -9.0% | -0.9% | 7.1% | 23.8% | -69.2% | -0.2 | 0.2 | 1.0 | -0.1 | 12.1% |
| 0019.HK | Swire Pacific A | -5.6% | -0.1% | 21.3% | 24.8% | -69.9% | 0.3 | 0.7 | 1.1 | 0.3 | 12.5% |
| 0066.HK | MTR Corp Ltd | -26.3% | 3.4% | 4.5% | 17.8% | -61.8% | -1.1 | -1.3 | 0.9 | -0.6 | 15.9% |
| 0087.HK | Swire Pacific Ltd | 4.1% | -0.5% | 26.5% | 21.1% | -70.8% | 0.8 | 1.5 | 1.2 | 1.0 | 8.5% |
| 0144.HK | China Merchants Port Holdings Co Ltd | -3.9% | -5.0% | 8.0% | 29.9% | -86.2% | 0.0 | 0.3 | 1.0 | 0.0 | 10.9% |
| 0148.HK | Kingboard Holdings Ltd | -20.8% | 3.4% | 5.5% | 35.4% | -88.1% | -0.5 | -0.5 | 0.9 | -0.4 | 29.9% |
| 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% |
| 0257.HK | China Everbright Environment Group Ltd | -19.0% | -7.4% | 8.8% | 34.5% | -98.2% | -0.6 | -0.6 | 0.9 | -0.6 | 14.6% |
| 0267.HK | Citic Pacific | -3.1% | 0.3% | 8.7% | 26.5% | -92.5% | -0.0 | 0.4 | 1.0 | -0.0 | 15.8% |
| 0293.HK | Cathay Pacific Airways Limited | -5.9% | -4.6% | 0.0% | 27.6% | -70.2% | 0.2 | 0.6 | 1.1 | 0.3 | 10.2% |
| 0316.HK | Orient Overseas International Ltd | -6.8% | 21.2% | 42.8% | 46.1% | -89.2% | -0.0 | 0.2 | 1.0 | -0.0 | 15.1% |
| 0327.HK | PAX Global Technology Ltd | -10.0% | 10.2% | 7.0% | 51.2% | -80.8% | -0.4 | -0.2 | 1.0 | -0.4 | 15.5% |
| 0363.HK | Shanghai Industrial Holdings Ltd | 8.3% | -3.4% | 9.6% | 25.1% | -82.2% | 0.8 | 1.6 | 1.2 | 1.2 | 8.2% |
| 0390.HK | China Railway | -11.0% | 0.7% | 6.2% | 33.8% | -87.1% | -0.1 | 0.1 | 1.0 | -0.1 | 20.1% |
| 0392.HK | Beijing Enterprises Holdings Ltd | 12.3% | -6.3% | 7.8% | 28.4% | -90.1% | 0.7 | 1.5 | 1.2 | 0.9 | 11.6% |
| 0558.HK | LK Technology Holdings Ltd | -1.0% | 23.3% | 1.3% | 73.7% | -87.1% | -0.5 | -0.3 | 1.0 | -0.8 | 27.0% |
| 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% |
| 0586.HK | China Conch Venture Hldgs Ltd | -61.6% | N/A | 6.4% | 32.9% | -83.9% | -1.5 | -3.0 | 0.7 | -0.9 | 39.9% |
| 0587.HK | China Conch Environment Protection Holdings Limited | -36.3% | N/A | 0.0% | 53.7% | -84.8% | -0.9 | -1.4 | 0.8 | -0.7 | 37.2% |