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SGLO.L: iShares Citigroup Global Govt Bond (IE) GBP (ETF)
Basic Info
| Asset Class: | WORLD BOND |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 03/10/2009 |
| Last Dividend Date: | 12/18/2014 |
| 12-Mo. Yield | 2.46% |
| Expenses | - |
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Performance Analytics (As of 03/30/2015)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 03/10/2009 |
2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.6 | 8.2 | 0.8 | 1.3 | -4.6 | 3.2 | 6.6 | -7.0 | -4.0 | 5.5 | 9.5 | -34.0 |
| Sharpe Ratio | NA | 1.3 | 0.01 | 0.02 | -0.02 | 1.89 | 1.07 | -0.06 | -0.58 | 0.63 | 0.14 | -0.09 |
| Draw Down(%) | NA | 4.5 | 40.2 | 40.2 | 41.4 | 4.5 | 3.5 | 40.2 | 6.0 | 5.4 | 38.0 | 41.4 |
| Standard Deviation(%) | NA | 6.3 | 110.6 | 85.2 | 196.8 | 7.5 | 6.1 | 125.2 | 7.0 | 8.7 | 68.2 | 450.9 |
| Treynor Ratio | NA | 0.54 | 0.34 | 1.99 | 0.1 | -22.12 | 0.21 | 0.21 | -0.49 | -2.53 | -0.12 | 1.55 |
| Alpha | NA | 0.04 | -0.11 | -0.18 | -0.02 | 0.06 | 0.03 | 0.28 | -0.02 | 0.02 | 0.13 | 3.9 |
| Beta | NA | 0.15 | 0.02 | 0.01 | -0.45 | -0.01 | 0.32 | -0.33 | 0.08 | -0.02 | -0.81 | -0.26 |
| RSquared | NA | 0.03 | 0.0 | 0.0 | 0.0 | 0.0 | 0.09 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 |
| Yield(%) | N/A | 2.5 | 1.4 | 0.9 | N/A | 0.0 | 2.5 | 2.1 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | 8.5 | N/A | N/A | N/A | -100.0 | 8.5 | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/10/2009
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See WORLD BOND Asset Class Trend Rankings |
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