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China Renaissance Holdings (1911.HK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINKYG212151016
SectorFinancial Services
IndustryCapital Markets

Highlights

Market CapHK$4.13B
PE Ratio14.25
Year RangeHK$1.82 - HK$7.27
Target PriceHK$10.18

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of HK$10,000 in China Renaissance Holdings, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-100.00%-50.00%0.00%50.00%100.00%MayJuneJulyAugustSeptemberOctober
-83.84%
97.63%
1911.HK (China Renaissance Holdings)
Benchmark (^GSPC)

Returns By Period

China Renaissance Holdings had a return of -49.66% year-to-date (YTD) and -49.66% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-49.66%21.43%
1 month49.39%5.87%
6 months-49.66%12.23%
1 year-49.66%32.90%
5 years (annualized)-24.07%14.34%
10 years (annualized)N/A11.78%

Monthly Returns

The table below presents the monthly returns of 1911.HK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%-42.92%-49.66%
202328.33%-30.04%-0.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%-10.47%
2022-6.60%-14.58%-16.47%4.02%-2.98%0.61%-3.96%-1.33%-24.52%-11.72%26.89%7.55%-41.68%
202154.16%7.77%18.41%-19.55%-12.35%6.82%-23.60%11.36%-0.92%-3.60%-12.71%-11.02%-6.47%
2020-8.02%-3.29%-12.11%-7.56%-2.00%10.25%41.98%11.78%-4.95%-9.62%-3.63%2.99%5.67%
20199.00%-4.13%2.15%-8.20%-13.69%2.63%-7.09%-12.39%8.14%-0.13%-1.85%2.56%-23.19%
2018-8.91%-29.33%35.85%-7.41%-19.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 1911.HK is 16, indicating that it is in the bottom 16% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of 1911.HK is 1616
1911.HK (China Renaissance Holdings)
The Sharpe Ratio Rank of 1911.HK is 1616Sharpe Ratio Rank
The Sortino Ratio Rank of 1911.HK is 2626Sortino Ratio Rank
The Omega Ratio Rank of 1911.HK is 2222Omega Ratio Rank
The Calmar Ratio Rank of 1911.HK is 1414Calmar Ratio Rank
The Martin Ratio Rank of 1911.HK is 00Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for China Renaissance Holdings (1911.HK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


1911.HK
Sharpe ratio
The chart of Sharpe ratio for 1911.HK, currently valued at -0.52, compared to the broader market-4.00-2.000.002.00-0.52
Sortino ratio
The chart of Sortino ratio for 1911.HK, currently valued at -0.06, compared to the broader market-4.00-2.000.002.004.00-0.06
Omega ratio
The chart of Omega ratio for 1911.HK, currently valued at 0.97, compared to the broader market0.501.001.502.000.97
Calmar ratio
The chart of Calmar ratio for 1911.HK, currently valued at -0.53, compared to the broader market0.002.004.006.00-0.53
Martin ratio
The chart of Martin ratio for 1911.HK, currently valued at -3.23, compared to the broader market-30.00-20.00-10.000.0010.0020.00-3.23
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.68, compared to the broader market-4.00-2.000.002.002.68
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.59, compared to the broader market-4.00-2.000.002.004.003.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.49, compared to the broader market0.501.001.502.001.49
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.37, compared to the broader market0.002.004.006.002.37
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.37, compared to the broader market-30.00-20.00-10.000.0010.0020.0016.37

Sharpe Ratio

The current China Renaissance Holdings Sharpe ratio is -0.52. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of China Renaissance Holdings with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00MayJuneJulyAugustSeptemberOctober
-0.52
2.59
1911.HK (China Renaissance Holdings)
Benchmark (^GSPC)

Dividends

Dividend History

China Renaissance Holdings granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to HK$0.00 per share.


PeriodTTM20232022202120202019
DividendHK$0.00HK$0.00HK$0.45HK$0.46HK$0.16HK$0.16

Dividend yield

0.00%0.00%5.49%3.14%1.03%1.05%

Monthly Dividends

The table displays the monthly dividend distributions for China Renaissance Holdings. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2023HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00
2022HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.45HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.45
2021HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.46HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.46
2020HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.16HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.16
2019HK$0.16HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.00HK$0.16

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%MayJuneJulyAugustSeptemberOctober
-87.74%
0
1911.HK (China Renaissance Holdings)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the China Renaissance Holdings. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the China Renaissance Holdings was 93.63%, occurring on Sep 12, 2024. The portfolio has not yet recovered.

The current China Renaissance Holdings drawdown is 87.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-93.63%Feb 22, 2021876Sep 12, 2024
-60.25%Oct 8, 2018392May 12, 2020183Feb 3, 2021575
-8.91%Sep 28, 20181Sep 28, 20183Oct 4, 20184
-4.83%Feb 5, 20211Feb 5, 20211Feb 8, 20212
-4.24%Feb 9, 20211Feb 9, 20214Feb 17, 20215

Volatility

Volatility Chart

The current China Renaissance Holdings volatility is 129.26%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%MayJuneJulyAugustSeptemberOctober
129.26%
3.04%
1911.HK (China Renaissance Holdings)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of China Renaissance Holdings over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for China Renaissance Holdings.


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items