ABCPRSTUYAAABACADAEAFAGAIAJAUAVAWAXAYBCBDBEBFBJBKBLBMBNBOBU
3
Name12/31/201112/31/201812/31/20199/30/2020
% Chg (20/19)
% Chg (19/18)
% Chg (19/11)
% Chg (19/11)52W Low52W HighVol.Mid-Vol.
Sharpe %
Name
2011 PX LAST
2018 PX LAST
2019 PX LAST
2020 PX LAST
YTD Chg
YTD Chg
Chg (20/11)
% Chg (20/11)
Duration adjusted +/-
YTD Chg
4
Equity Indicies(hedged basis)5 yr CDS
5
SPX IndexS&P 500 INDEX 1,257.60 2,506.853,230.783,363.004.1%28.9%157%176%2,443.963,247.9333%16% 1.76 UniCredit SpA538174771184153%-420178.08%UniCredit SpA
6
INDU IndexDOW JONES INDUS. AVG 12,217.56 23,327.4628,538.4427,781.70-2.7%22.3%134%153%22,638.4128,701.6627%13% 1.67 Intesa Sanpaolo SpA48217687223136156%-259153.72%Intesa Sanpaolo SpA
7
CCMP IndexNASDAQ COMPOSITE INDEX 2,605.15 6,635.288,972.6011,167.5124.5%35.2%244%264%6,457.139,052.0040%20% 1.75 Bank of America412713813395247%-279167.69%Bank of America
8
SX5E IndexEuro Stoxx 50 Pr 2,316.55 2,986.533,748.473,193.61-14.8%25.5%62%75%2,936.763,794.9329%15% 1.75 RBS346123541014788%-245170.77%RBS
9
UKX IndexFTSE 100 INDEX 5,572.28 6,728.137,587.055,866.10-22.7%12.8%36%51%6,599.487,727.4917%9% 1.49 Morgan Stanley4198950158108217%-261162.31%Morgan Stanley
10
DAX IndexDAX INDEX 5,898.35 10,558.9613,249.0112,760.73-3.7%25.5%125%138%10,386.9713,425.8529%15% 1.74 Societe Generale33974308252173%-257175.96%Societe Generale
11
CAC IndexCAC 40 INDEX 3,159.81 4,730.695,978.064,803.44-19.6%26.4%89%103%4,606.206,065.0032%16% 1.67 Lloyds Bank3427237693285%-273179.95%Lloyds Bank
12
AUS 200 INDEX 4,274.00 5,646.406,684.105,862.00-12.3%18.4%56%88%5,552.006,893.7024%12% 1.52 BBVA358963910364165%-255171.26%BBVA
13
HSI IndexHANG SENG INDEX 18,434.39 25,845.7028,189.7523,459.05-16.8%9.1%53%53%24,896.8730,280.1222%11% 0.84 Bank Santander35379318453173%-269176.21%Bank Santander
14
HSCEI IndexHANG SENG CHINA ENT INDX 9,936.48 10,124.7511,168.009,397.00-15.9%10.3%12%12%9,902.6213,962.5341%20% 0.50 Commerzbank2851233610064178%-185164.89%Commerzbank
15
SHCOMP Index
SHANGHAI SE COMPOSITE 2,199.42 2,493.903,050.123,218.055.5%22.3%39%48%2,440.913,288.4535%17% 1.28 Macquarie3158034673394%-248178.73%Macquarie
16
NKY IndexNIKKEI 225 8,455.35 20,014.7723,656.6223,185.12-2.0%18.2%180%209%19,241.3724,091.1225%13% 1.44 Credit Agricole26466267347176%-191172.37%Credit Agricole
17
KOSPI IndexKOSPI 1,825.74 2,041.042,197.672,308.085.0%7.7%20%25%1,891.812,252.0519%10% 0.81 Barclays19792479346100%-104152.72%Barclays
18
CurrenciesGoldman Sachs32510353168114215%-158148.49%Goldman Sachs
19
DXY IndexDOLLAR INDEX SPOT 10,168 12,080 12,140 11,840 -2.5%0.5%19%
DOLLAR INDEX SPOT
11,948.71 12,541.51 5%2%n/aBNP Paribas25873288355192%-175167.82%BNP Paribas
20
DOLLAR INDEX SPOT 80.18 95.70 96.15 93.74 -2.5%0.5%20%
DOLLAR INDEX SPOT
94.64 99.33 5%2%n/aCitigroup2858145160115256%-125143.96%Citigroup
21
EUR CurncyEuro Spot1.29611.14741.12131.17534.8%-2.3%13%Euro Spot1.08791.15726%3% (0.71)ING Bank22841236845200%-160170.13%ING Bank
22
GBP CurncyBritish Pound Spot1.55431.27471.32611.2944-2.4%4.0%15%
British Pound Spot
1.19591.351613%7% 0.62 UBS18048277446168%-107159.17%UBS
23
JPY CurncyJapanese Yen Spot76.9100109.6600108.6100105.48003.0%1.0%29%
Japanese Yen Spot
104.4500112.41008%4% 0.25 Deutsche Bank1932006313067107%-63132.48%Deutsche Bank
24
AUD CurncyAustralian Dollar Spot1.02090.70400.70160.71962.6%-0.3%31%
Australian Dollar Spot
0.66710.72969%5% (0.07)Credit Suisse1481044413591206%-13108.53%Credit Suisse
25
NZD CurncyNew Zealand Dollar Spot0.77720.67230.67210.6639-1.2%0.0%14%
New Zealand Dollar Spot
0.62030.694312%6% (0.00)JP Morgan Chase147723613094257%-17111.69%JP Morgan Chase
26
CAD CurncyCanadian Dollar Spot1.02131.36421.29861.3286-2.3%5.1%21%
Canadian Dollar Spot
1.30141.36625%2% 2.03 HSBC1424834653192%-78154.58%HSBC
27
CHF CurncySwiss Franc Spot0.93810.98300.96800.91885.4%1.5%3%
Swiss Franc Spot
0.96591.02376%3% 0.52
28
BRL CurncyBrazilian Real Spot1.86683.88154.01955.6109-28.4%-3.4%54%
Brazilian Real Spot
3.63584.277318%9% (0.39)5 yr CDS
29
RUB CurncyRussian Ruble Spot32.137069.831961.986377.6319-20.2%12.7%48%
Russian Ruble Spot
61.540369.832413%7% 1.88 Portugal1092.6889.1140.1850.2010-25%-1042195.41%Portugal
30
INR CurncyIndian Rupee Spot53.065069.705071.305073.4060-2.9%-2.2%26%
Indian Rupee Spot
68.280072.41206%3% (0.74)Spain393.5280.0937.7255.2017-46%-338185.97%Spain
31
CNY CurncyChina Renminbi Spot6.29506.87856.96326.73633.4%-1.2%10%
China Renminbi Spot
6.67267.18478%4% (0.32)Ireland726.1342.0725.5522.80-311%-703196.86%Ireland
32
Commodities3.26%-5.41%-1.22%3.37%-6.55%Italy503.21207.56121.63133.6012-10%-370173.45%Italy
33
Golds ComdtyGOLD SPOT $/OZ1563.701280.351519.951898.0024.9%18.7%3%
GOLD SPOT $/OZ
1276.151566.2023%11% 1.65
34
Silv ComdtySILVER SPOT $/OZ27.8415.5617.9023.8933.5%15.0%36%
SILVER SPOT $/OZ
14.3519.7538%19% 0.80 Short Term Treasurys
35
CL1 ComdtyGeneric 1st 'Crude Oil' Future98.8345.8461.2040.16-34.4%33.5%38%
Generic 1st 'Crude Oil' Future
44.3566.6050%25% 1.34 US Generic Govt 2 Year Yield0.242.4961.5710.129-1.44292%0.1101146.05%0.2%US Generic Govt 2 Year Yield
36
W A ComdtyWHEAT FUTURE(CBT) May15701.75503.00559.38576.383.0%11.2%20%
WHEAT FUTURE(CBT) May15
418.62564.6235%17% 0.64 France Govt Oats Btan 2 Yr Bta0.81-0.441-0.615-0.652-0.0376%1.46280.59%2.6%France Govt Oats Btan 2 Yr Bta
37
S 1 ComdtyGeneric 1st 'Soy ' Future1198.50894.00943.501031.009.3%5.5%21%
Generic 1st 'Soy ' Future
791.38945.3819%10% 0.57
German Government Bonds 2 Yr B
0.14-0.59-0.612-0.7-0.08814%0.84686.11%1.5%
German Government Bonds 2 Yr B
38
C A ComdtyCORN FUTUREMay15586.25374.25387.38381.88-1.4%3.5%34%
CORN FUTUREMay15
335.50464.2538%19% 0.18 Italy Govt Bonds 2 Year Gross5.120.518-0.064-0.228-0.164256%5.35204.46%9.4%Italy Govt Bonds 2 Year Gross
39
SBA ComdtySUGAR #11 (WORLD) May1522.8312.0413.4313.500.5%11.5%41%
SUGAR #11 (WORLD) May15
10.6813.6728%14% 0.82
PORTUGUESE GOVERNMENT BONDS 2Y
16.06-0.2798-0.570-0.574-0.0041%16.63203.57%29.1%
PORTUGUESE GOVERNMENT BONDS 2Y
40
SPGSCITR Index
S&P GSCI Tot Return Indx4885.302203.472611.701726.00-33.9%18.5%47%
S&P GSCI Tot Return Indx
2175.812675.1523%11% 1.61
Japan Govt Bond Year to maturity
0.14-0.151-0.128-0.154-0.02620%0.29313.24%0.5%
Japan Govt Bond Year to maturity
41
RGREICON Index
Rogers Glb Res Eqy Core878.01602.00713.50471.50-33.9%18.5%19%
Rogers Glb Res Eqy Core
594.42730.8323%11% 1.61
42
Equities
Fwd P/E
43
857 HK EquityPETROCHINA CO LTD-H9.674.813.912.27-41.9%-18.7%60%
PETROCHINA CO LTD-H
3.55.4756%28% (0.66)12.26Long Term Treasurys2016 10-2 yr Yld
2017 10-2 yr Yld
2018 10-2 yr Yld
2019 10-2 yr Yld
2020 10-2 yr Yld
44
883 HK EquityCNOOC LTD13.5811.9812.917.45-42.3%7.8%5%CNOOC LTD10.7415.1441%20% 0.38 8.59US Generic Govt 10 Year Yield1.882.6861.9190.699-1.22064%1.18162.74%10.8%1.250.520.190.350.570.22US Generic Govt 10 Year Yield
45
939 HK Equity
CHINA CONSTRUCTION BANK-H
5.426.366.735.02-25.4%5.8%24%
CHINA CONSTRUCTION BANK-H
5.557.2130%15% 0.39 5.52France Govt Oats Btan 10 Yr Oa3.150.710.121-0.232-0.353292%3.38207.37%32.1%1.431.241.150.740.42-0.32France Govt Oats Btan 10 Yr Oa
46
1288 HK Equity
AGRICULTURAL BANK OF CHINA-H
3.343.433.432.42-29.4%0.0%3%
AGRICULTURAL BANK OF CHINA-H
2.933.8832%16% - 5.22
German Government Bonds 10 Yr
1.830.246-0.188-0.509-0.321171%2.34227.83%22.7%0.991.060.840.420.19-0.23German Government Bonds 10 Yr
47
1398 HK Equity
IND & COMM BK OF CHINA-H4.615.4664.02-33.0%9.9%30%
IND & COMM BK OF CHINA-H
4.816.1929%14% 0.69 5.37Italy Govt Bonds 10 Year Gross7.112.7731.40.865-0.53538%6.24187.83%57.4%1.942.172.261.461.09-0.37Italy Govt Bonds 10 Year Gross
48
3328 HK Equity
BANK OF COMMUNICATIONS CO-H
5.436.035.553.72-33.0%-8.0%2%
BANK OF COMMUNICATIONS CO-H
4.987.0642%21% (0.38)4.87
PORTUGUESE GOVERNMENT BONDS 10
13.361.7230.4330.274-0.15937%13.09197.95%119.1%3.582.042.001.000.85-0.16
PORTUGUESE GOVERNMENT BONDS 10
49
3968 HK Equity
CHINA MERCHANTS BANK-H15.7028.740.0536.55-8.7%39.5%155%
CHINA MERCHANTS BANK-H
27.3542.7556%28% 1.40 10.28
Japan Govt Bond Year to maturity
0.99-0.001-0.0120.0080.020-167%0.98199.19%9.6%0.220.180.150.120.160.05Japan Govt Bond Year to maturity
50
3988 HK Equity
BANK OF CHINA LTD-H2.863.343.342.4-28.1%0.0%17%
BANK OF CHINA LTD-H
2.913.8432%16% - 4.92
51
2318 HK Equity
PING AN INSURANCE GROUP CO-H
25.6068.4592.179.5-13.7%34.6%260%
PING AN INSURANCE GROUP CO-H
65.9598.0049%24% 1.42 10.35
52
2328 HK Equity
PICC PROPERTY & CASUALTY -H
10.58.019.395.39-42.6%17.2%11%
PICC PROPERTY & CASUALTY -H
7.5710.2636%18% 0.97 9.48
53
2628 HK Equity
CHINA LIFE INSURANCE CO-H19.216.3421.6317.34-19.8%32.4%13%
CHINA LIFE INSURANCE CO-H
15.9023.3547%23% 1.38 15.44
54
700 HK EquityTENCENT37.94310.60375.60511.5036.2%20.9%890%TENCENT312.20420.0035%17% 1.21 31.84
55
9988 HK Equity
ALIBABAn/a186212.00275.6030.0%13.9%n/aALIBABA167.60227.4036%18% 0.78 n/a
56
1810 HK Equity
XIAOMIn/a11.9610.7820.4589.7%-9.9%n/aXIAOMI8.2814.0069%35% (0.29)23.32
57
1299 HK Equity
AIA GROUP25.9063.4585.2075.90-10.9%34.3%229%AIA GROUP60.0588.5047%24% 1.45 46.03
58
941 HK EquityCHINA MOBILE79.3076.8064.4049.45-23.2%-16.1%19%CHINA MOBILE45.2080.0577%39% (0.42)8.45
59
5 HK EquityHSBC65.1064.3560.8529.80-51.0%-5.4%7%HSBC39.8070.5077%39% (0.14)19.26
60
1833 HK Equity
PINGAN Healthcaren/a26.6556.8599.2574.6%113.3%n/a
PINGAN GOOD DOCTOR
28.5582.20188%94% 1.21 n/a
61
2269 HK Equity
WUXI BIOLOGICS n/a49.4598.65188.6091.2%99.5%n/a
WUXI BIOLOGICS
65.00123.8090%45% 2.20 120.94
62
27 HK EquityGALAXY ENTERTAINMENT16.2748.6057.4051.95-9.5%18.1%253%
GALAXY ENTERTAINMENT
37.0063.4071%36% 0.51 17.95
63
3690 HK Equity
MEITIANn/a44.00101.90241.80137.3%131.6%n/aMEITIAN50.20116.00131%66% 2.01 226.80
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