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EWEM: Invesco MSCI Emerging Markets Equal Country Weight ETF (ETF)
Basic Info
| Asset Class: | DIVERSIFIED EMERGING MKTS |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 12/09/2010 |
| Last Dividend Date: | 02/12/2020 |
| 12-Mo. Yield | 2.38% |
| Expenses | 0.70% |
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Performance Analytics (As of 08/27/2020)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 12/09/2010 |
2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | 8.7 | -0.9 | 4.6 | -0.8 | -2.5 | 11.0 | -13.2 | 27.6 | 9.7 | -18.3 | -2.4 | -4.4 | 17.6 | -23.7 | 3.3 |
| Sharpe Ratio | NA | -0.09 | 0.2 | 0.02 | -0.07 | -1.26 | 0.79 | -0.93 | 2.53 | 0.5 | -0.93 | -0.15 | -0.26 | 0.87 | -0.81 | 3.37 |
| Draw Down(%) | NA | 10.8 | 21.6 | 33.9 | 43.2 | 6.2 | 10.8 | 21.6 | 3.6 | 13.6 | 28.1 | 16.7 | 19.4 | 20.6 | 32.6 | 3.1 |
| Standard Deviation(%) | NA | 12.0 | 13.2 | 15.8 | 18.4 | 12.5 | 12.2 | 15.7 | 10.7 | 19.0 | 19.8 | 15.7 | 16.8 | 20.4 | 29.5 | 21.8 |
| Treynor Ratio | NA | -0.01 | 0.04 | 0.0 | -0.01 | -0.3 | 0.11 | -0.23 | 0.37 | 0.12 | -0.22 | -0.03 | -0.05 | 0.19 | -0.25 | 0.5 |
| Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.05 | -0.02 | -0.02 | 0.02 | 0.0 | -0.02 | -0.01 | 0.0 | 0.01 | -0.02 | -0.1 |
| Beta | NA | 0.75 | 0.7 | 0.77 | 0.85 | 0.53 | 0.86 | 0.63 | 0.74 | 0.82 | 0.85 | 0.85 | 0.8 | 0.92 | 0.96 | 1.48 |
| RSquared | NA | 0.71 | 0.52 | 0.56 | 0.58 | 0.59 | 0.78 | 0.46 | 0.36 | 0.57 | 0.6 | 0.49 | 0.47 | 0.54 | 0.71 | 0.36 |
| Yield(%) | N/A | 2.4 | 2.3 | 2.0 | N/A | 0.1 | 2.4 | 1.7 | 2.6 | 2.1 | 2.0 | 1.5 | 1.5 | 2.0 | 1.6 | 0.1 |
| Dividend Growth(%) | N/A | 25.9 | 27.3 | N/A | N/A | -94.5 | 19.3 | -18.5 | 40.8 | -17.8 | 31.4 | -8.8 | -15.6 | -6.5 | 1732.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/09/2010
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See DIVERSIFIED EMERGING MKTS Asset Class Trend Rankings |
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