Monthly FactSheet (June 2021) – template

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