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0101.HK vs. ^HSI
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between 0101.HK and ^HSI is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

0101.HK vs. ^HSI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hang Lung Ppt (0101.HK) and Hang Seng Index (^HSI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

0101.HK:

-0.46

^HSI:

0.75

Sortino Ratio

0101.HK:

-0.32

^HSI:

1.45

Omega Ratio

0101.HK:

0.96

^HSI:

1.22

Calmar Ratio

0101.HK:

-0.22

^HSI:

0.61

Martin Ratio

0101.HK:

-0.68

^HSI:

2.88

Ulcer Index

0101.HK:

24.73%

^HSI:

10.50%

Daily Std Dev

0101.HK:

41.83%

^HSI:

28.90%

Max Drawdown

0101.HK:

-75.99%

^HSI:

-65.18%

Current Drawdown

0101.HK:

-70.31%

^HSI:

-30.30%

Returns By Period

In the year-to-date period, 0101.HK achieves a 5.76% return, which is significantly lower than ^HSI's 15.20% return. Over the past 10 years, 0101.HK has underperformed ^HSI with an annualized return of -8.51%, while ^HSI has yielded a comparatively higher -1.89% annualized return.


0101.HK

YTD

5.76%

1M

11.29%

6M

-0.77%

1Y

-17.09%

5Y*

-13.04%

10Y*

-8.51%

^HSI

YTD

15.20%

1M

10.49%

6M

13.13%

1Y

21.86%

5Y*

-0.93%

10Y*

-1.89%

*Annualized

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Risk-Adjusted Performance

0101.HK vs. ^HSI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

0101.HK
The Risk-Adjusted Performance Rank of 0101.HK is 2929
Overall Rank
The Sharpe Ratio Rank of 0101.HK is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of 0101.HK is 2626
Sortino Ratio Rank
The Omega Ratio Rank of 0101.HK is 2626
Omega Ratio Rank
The Calmar Ratio Rank of 0101.HK is 3535
Calmar Ratio Rank
The Martin Ratio Rank of 0101.HK is 3434
Martin Ratio Rank

^HSI
The Risk-Adjusted Performance Rank of ^HSI is 8484
Overall Rank
The Sharpe Ratio Rank of ^HSI is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of ^HSI is 9090
Sortino Ratio Rank
The Omega Ratio Rank of ^HSI is 9292
Omega Ratio Rank
The Calmar Ratio Rank of ^HSI is 6969
Calmar Ratio Rank
The Martin Ratio Rank of ^HSI is 8383
Martin 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.

0101.HK vs. ^HSI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hang Lung Ppt (0101.HK) and Hang Seng Index (^HSI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current 0101.HK Sharpe Ratio is -0.46, which is lower than the ^HSI Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of 0101.HK and ^HSI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Drawdowns

0101.HK vs. ^HSI - Drawdown Comparison

The maximum 0101.HK drawdown since its inception was -75.99%, which is greater than ^HSI's maximum drawdown of -65.18%. Use the drawdown chart below to compare losses from any high point for 0101.HK and ^HSI. For additional features, visit the drawdowns tool.


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Volatility

0101.HK vs. ^HSI - Volatility Comparison

Hang Lung Ppt (0101.HK) and Hang Seng Index (^HSI) have volatilities of 5.79% and 5.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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