Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IEMB.L (ISHARES II PLC ISHARES J.P. MOR) | NA | 75.07% | 25.94% | 15.44% | NA | NA | NA | … | … |
Data as of 04/02/2015, Common starting date is 12/08/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IEMB.L (ISHARES II PLC ISHARES J.P. MOR) | 12/08/2008 | 04/02/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.97 | 75.07 | 25.94 | 15.44 | NA | NA | NA | … | … | 59.60 | 15.15 | -5.15 | 13.92 | 2.28 | -33.25 | 77.05 | 11.56 |
| Sharpe Ratio | NA | 0.42 | 0.25 | 0.19 | NA | NA | NA | … | … | 3.79 | 0.09 | -0.46 | 2.09 | 0.23 | -0.24 | 0.30 | 16.35 |
| Standard Deviation(%) | NA | 180.61 | 103.94 | 80.45 | NA | NA | NA | … | … | 144.90 | 164.74 | 11.32 | 6.67 | 9.72 | 138.56 | 258.34 | 28.14 |
| Draw Down(%) | NA | 40.89 | 40.89 | 40.89 | NA | NA | NA | … | … | 34.68 | 40.89 | 14.80 | 4.23 | 8.03 | 39.19 | 41.65 | 2.10 |
| Yield(%) | 0.00 | 3.11 | 0.99 | 0.61 | 0.40 | 0.27 | 0.20 | … | … | 0.55 | 2.56 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/02/2015, Common starting date is 12/08/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IEMB.L (ISHARES II PLC ISHARES J.P. MOR) |
-8.04%
Dec 2009 – Dec 2012 |
-3.21%
Jul 2009 – Jul 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IEMB.L (ISHARES II PLC ISHARES J.P. MOR) |
26.96%
Aug 2011 – Aug 2014 |
17.41%
Nov 2009 – Nov 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart