Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CMOXF (iShares Global Water Index ETF) | NA | -17.09% | 6.64% | 7.56% | NA | NA | NA | … | … |
Data as of 12/29/2022, Common starting date is 10/06/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMOXF (iShares Global Water Index ETF) | 10/06/2014 | 12/29/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.47 | -17.09 | 6.64 | 7.56 | NA | NA | NA | … | … | -18.24 | 27.47 | 16.37 | 24.69 | -4.80 | 26.05 | -0.42 | 10.59 | 0.47 |
| Sharpe Ratio | NA | -0.95 | 0.25 | 0.34 | NA | NA | NA | … | … | -1.02 | 2.35 | 0.47 | 2.13 | -0.65 | 2.10 | -0.04 | 1.54 | 2.06 |
| Standard Deviation(%) | NA | 19.37 | 24.41 | 19.75 | NA | NA | NA | … | … | 19.39 | 11.67 | 34.12 | 10.92 | 9.43 | 12.16 | 17.18 | 6.86 | 0.96 |
| Draw Down(%) | NA | 25.81 | 29.35 | 29.35 | NA | NA | NA | … | … | 25.81 | 2.95 | 29.35 | 3.33 | 8.54 | 0.00 | 12.23 | 0.69 | 0.01 |
| Yield(%) | 0.00 | 2.14 | 1.73 | 2.05 | 1.93 | 1.29 | 0.97 | … | … | 1.14 | 2.42 | 1.39 | 1.75 | 3.05 | 1.97 | 1.60 | 1.45 | 0.47 |
Data as of 12/29/2022, Common starting date is 10/06/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMOXF (iShares Global Water Index ETF) |
4.76%
Mar 2017 – Mar 2020 |
5.39%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMOXF (iShares Global Water Index ETF) |
23.48%
Dec 2018 – Dec 2021 |
17.29%
Dec 2016 – Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart