Backtesting

Portfolio simulations and allocation hypotheses are kept as finance posts, so each test has its own permanent note and can evolve independently.

Fidelity Fund Portfolio

The original Monte Carlo backtest: HKD 20,000 allocated to each Fidelity fund, compared with an MSCI World proxy.

Annualised return

8.15%

Volatility

2.38%

Sharpe

1.426

A retirement allocation hypothesis using the MPF funds already tracked on the MPF page.

Expected return

1.86%

Estimated risk

7.90%

Sharpe

-0.334

A diversified retirement allocation hypothesis using the ORSO funds added to the dashboard.

Expected return

2.02%

Estimated risk

6.45%

Sharpe

-0.38