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CBU0.L: CS ETF (IE) on iBoxx USD Govt 7-10 GBP (ETF)
Basic Info
| Asset Class: | LONG GOVERNMENT |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 03/09/2011 |
| Last Dividend Date: | - |
| 12-Mo. Yield | 0.00% |
| Expenses | 0.23% |
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Performance Analytics (As of 04/03/2014)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | Since 03/09/2011 |
2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -0.7 | -4.4 | 4.8 | 4.8 | 1.8 | -6.1 | 4.4 | 15.6 |
| Sharpe Ratio | NA | -0.75 | 0.83 | 0.83 | 1.55 | -1.06 | 0.85 | 3.0 |
| Draw Down(%) | NA | 8.7 | 8.7 | 8.7 | 1.6 | 8.7 | 3.4 | 3.6 |
| Standard Deviation(%) | NA | 5.9 | 5.7 | 5.7 | 4.7 | 5.8 | 5.1 | 6.5 |
| Treynor Ratio | NA | -0.17 | 0.19 | 0.19 | 0.19 | -0.25 | 0.14 | 0.94 |
| Alpha | NA | -0.01 | 0.01 | 0.01 | -0.01 | -0.01 | 0.01 | 0.04 |
| Beta | NA | 0.27 | 0.25 | 0.25 | 0.38 | 0.24 | 0.32 | 0.21 |
| RSquared | NA | 0.29 | 0.38 | 0.38 | 0.56 | 0.25 | 0.61 | 0.33 |
| Yield(%) | N/A | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/09/2011
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See LONG GOVERNMENT Asset Class Trend Rankings |
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