Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EUMV (iShares Edge MSCI Min Vol Europe ETF) | NA | 6.60% | 4.37% | 4.48% | NA | NA | NA | … | … |
Data as of 08/20/2020, Common starting date is 06/09/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EUMV (iShares Edge MSCI Min Vol Europe ETF) | 06/09/2014 | 08/20/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.77 | 6.60 | 4.37 | 4.48 | NA | NA | NA | … | … | -4.07 | 21.62 | -6.96 | 23.05 | -6.76 | 3.87 | -7.56 |
| Sharpe Ratio | NA | 0.18 | 0.17 | 0.21 | NA | NA | NA | … | … | -0.21 | 2.22 | -0.70 | 2.74 | -0.40 | 0.26 | -1.14 |
| Standard Deviation(%) | NA | 26.23 | 17.32 | 16.42 | NA | NA | NA | … | … | 32.26 | 9.13 | 11.85 | 8.22 | 17.43 | 14.60 | 11.40 |
| Draw Down(%) | NA | 30.68 | 30.68 | 30.68 | NA | NA | NA | … | … | 30.68 | 5.70 | 13.51 | 3.58 | 13.84 | 11.02 | 13.54 |
| Yield(%) | 0.00 | 2.13 | 2.84 | 2.91 | 1.64 | 1.09 | 0.82 | … | … | 1.16 | 3.67 | 2.65 | 3.54 | 3.37 | 2.25 | 1.14 |
Data as of 08/20/2020, Common starting date is 06/09/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EUMV (iShares Edge MSCI Min Vol Europe ETF) |
1.39%
May 2017 – May 2020 |
1.29%
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 |
|---|---|---|---|---|
| EUMV (iShares Edge MSCI Min Vol Europe ETF) |
11.66%
Dec 2016 – Dec 2019 |
6.16%
Dec 2014 – Dec 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart