CSI MarketGrader Shanghai - Hong Kong - Shenzhen 120 Index


*Inception date: November 14, 2014.

Calendar Year Total Returns
Cumulative Returns - through 07/01/2022
PR - (USD) TR - (USD) PR - (CNY) TR - (CNY)
YTD -10.3% -8.4% -5.8% -3.8%
1 Year -12.2% -9.5% -9.0% -6.2%
3 Years 38.3% 49.7% 35.3% 46.5%
5 Years 47.4% 67.3% 45.4% 65.0%
10 Years 42.8% 68.3% 54.3% 81.8%
Since Inception 121.2% 164.2% 141.7% 188.7%

Annualized Returns - through 07/01/2022
PR - (USD) TR - (USD) PR - (CNY) TR - (CNY)
3 Years 11.4% 14.4% 10.6% 13.6%
5 Years 8.1% 10.9% 7.8% 10.6%
10 Years 3.6% 5.3% 4.4% 6.2%
Since Inception 10.9% 13.5% 12.2% 14.8%

Standard Deviation - through 07/01/2022
PR - (USD) TR - (USD) PR - (CNY) TR - (CNY)
3 Years 18.1% 18.4% 16.2% 16.6%
5 Years 19.4% 19.5% 17.2% 17.3%
10 Years 22.3% 22.4% 20.5% 20.5%
Since Inception 22.3% 22.4% 20.5% 20.5%

Sharpe Ratio - through 07/01/2022
PR - (USD) TR - (USD) PR - (CNY) TR - (CNY)
3 Years 0.63 0.78 0.65 0.82
5 Years 0.42 0.56 0.45 0.62
10 Years 0.16 0.24 0.21 0.30
Since Inception 0.49 0.60 0.60 0.72

All returns in U.S. Dollars

The CSI MarketGrader Shanghai - Hong Kong - Shenzhen 120 Index index was first published on May 1, 2020. All estimated daily historical closing prices prior to that date are based on back-testing (i.e., calculations of how the index might have performed in the past if it had existed). Backtested performance information is purely hypothetical and is solely for informational purposes. Backtested performance does not represent actual performance, and should not be interpreted as an indication of actual performance. Past performance is not indicative of future results. CSI is a registered trademark of China Securities Index Co.

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