Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IIQPF (IShares Edge MSCI USA Momentum Factor ETF) | NA | 18.17% | 0.73% | 11.28% | NA | NA | NA | … | … |
Data as of 01/26/2024, Common starting date is 10/14/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IIQPF (IShares Edge MSCI USA Momentum Factor ETF) | 10/14/2016 | 01/26/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 12.21 | 18.17 | 0.73 | 11.28 | NA | NA | NA | … | … | 12.21 | 3.86 | -17.77 | 10.21 | 29.49 | 28.60 | -3.73 | 37.07 | 0.95 |
| Sharpe Ratio | NA | 1.05 | -0.05 | 0.42 | NA | NA | NA | … | … | 9.24 | -0.01 | -0.45 | 0.72 | 1.01 | 2.26 | -0.27 | 3.73 | 0.57 |
| Standard Deviation(%) | NA | 14.77 | 24.27 | 23.19 | NA | NA | NA | … | … | 43.12 | 7.67 | 42.76 | 22.71 | 28.80 | 12.04 | 18.54 | 9.82 | 7.44 |
| Draw Down(%) | NA | 2.51 | 29.56 | 33.75 | NA | NA | NA | … | … | 0.00 | 3.84 | 25.02 | 16.83 | 33.75 | 5.84 | 19.13 | 2.66 | 2.96 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/26/2024, Common starting date is 10/14/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IIQPF (IShares Edge MSCI USA Momentum Factor ETF) |
3.60%
Dec 2020 – Dec 2023 |
6.12%
Jun 2018 – Jun 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IIQPF (IShares Edge MSCI USA Momentum Factor ETF) |
23.31%
Dec 2018 – Dec 2021 |
20.17%
Nov 2016 – Nov 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart