Industry: Banks—Diversified
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 | 14.43% | 4.31% | 6.98% | ||||||||
China Construction Bank Corp | Financial Services | Banks—Diversified | 12.26% | 6.53% | 8.08% | ||||||||
Agricultural Bank Of China | Financial Services | Banks—Diversified | 15.95% | 7.93% | 6.91% | ||||||||
Industrial and Commercial Bank of China | Financial Services | Banks—Diversified | 12.30% | 5.64% | 7.67% | ||||||||
Standard Chartered PLC | Financial Services | Banks—Diversified | 14.15% | -5.66% | 2.83% | ||||||||
Bank of Communications Co Ltd | Financial Services | Banks—Diversified | 15.40% | 8.49% | 7.25% | ||||||||
Bank of China Limited | Financial Services | Banks—Diversified | 19.13% | 7.56% | 7.10% | ||||||||
ABN AMRO Bank N.V. | Financial Services | Banks—Diversified | 15.23% | — | 9.64% | ||||||||
Bank of America Corporation | Financial Services | Banks—Diversified | 12.73% | 12.06% | 2.49% | ||||||||
Banco Bilbao Vizcaya Argentaria, S.A. | Financial Services | Banks—Diversified | 24.35% | 4.14% | 5.38% | ||||||||
Banco Bilbao Vizcaya Argentaria SA | Financial Services | Banks—Diversified | 23.16% | 5.25% | 4.53% | ||||||||
Barclays PLC | Financial Services | Banks—Diversified | 36.06% | -2.08% | 3.88% | ||||||||
Bank of Montreal | Financial Services | Banks—Diversified | -3.70% | 7.46% | 4.73% | ||||||||
Bank of Montreal | Financial Services | Banks—Diversified | -0.68% | 9.97% | 4.69% | ||||||||
The Bank of Nova Scotia | Financial Services | Banks—Diversified | 0.57% | 2.42% | 6.70% | ||||||||
The Bank of Nova Scotia | Financial Services | Banks—Diversified | 3.78% | 4.79% | 6.54% | ||||||||
Citigroup Inc. | Financial Services | Banks—Diversified | 23.27% | 5.46% | 3.38% | ||||||||
China Construction Bank Corporation | Financial Services | Banks—Diversified | 10.17% | 18.18% | 8.29% | ||||||||
Canadian Imperial Bank of Commerce | Financial Services | Banks—Diversified | 1.84% | 7.57% | 5.47% | ||||||||
Canadian Imperial Bank of Commerce | Financial Services | Banks—Diversified | 5.00% | 8.76% | 5.35% |