AMEL/A(HK) PRO
Breakthrough alpha through machine learning
FACT SHEET
June 2021
AMELIA(HK) Index
Key Statistics
13.95%
CUMULATIVE RETURN
Jul 2020 - Jun 2021
6.75%
1 MONTH RETURN
Jun 2021
3.56%
3 MONTH RETURN
Apr 2021 - Jun 2021
9.6%
BEST RETURN
Apr 2021
-2.23%
WORST RETURN
Jun 2021
Sharpe Ratio
Max Drawdown
Peak-To-Valley
2.47
2.23%
May 2021 - Jun 2021
Expectancy
Win Rate
Avg. Risk Reward Ratio
6.2
0.68%
0.52
Top Gainers
Period
Return
2331
Aug 2020 - Mar 2021
130%
0857
Dec 2020 - May 2021
123%
0004
Nov 2020 - Feb 2021
86%
Top Contributors
Period
CTR(%)
1099
Nov 2020 - Feb 2021
40.18%
295
Aug 2020 - Mar 2021
26.79%
3383
Aug 2020 - Mar 2021
10.71%
Top Gainers
Top Contributors
Top 3 Gainers
李寧 (2331)
中國石油股份 (0857)
九龍倉集團 (0004)
No. of Picked Stocks / Week
Holding Period
