Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IQM (Franklin Intelligent Machines ETF) | NA | 24.46% | 14.46% | 9.56% | 7.86% | 9.22% | NA | … | … |
Data as of 10/12/2012, Common starting date is 08/18/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IQM (Franklin Intelligent Machines ETF) | 08/18/1995 | 10/12/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.92 | 24.46 | 14.46 | 9.56 | 7.86 | 9.22 | NA | … | … | 16.72 | 18.80 | 4.42 | 46.69 | -24.30 | -4.46 | 11.19 | 8.41 | 4.18 | 8.88 | 10.42 | 10.42 | 21.75 | -8.17 | 24.25 | 32.01 | 16.14 | 17.23 |
| Sharpe Ratio | NA | 3.02 | 1.29 | 0.48 | 0.45 | NA | NA | … | … | 2.62 | 1.59 | 0.36 | 2.89 | -0.74 | -0.95 | 1.26 | 0.95 | 0.37 | 1.13 | 1.25 | 1.07 | 1.77 | -1.28 | 2.41 | -1.89 | 0.77 | 3.06 |
| Standard Deviation(%) | NA | 8.08 | 11.17 | 19.35 | 14.88 | NA | NA | … | … | 8.29 | 11.77 | 12.19 | 16.10 | 34.07 | 7.94 | 6.27 | 6.55 | 8.75 | 7.25 | 7.43 | 7.72 | 10.02 | 8.89 | 8.68 | 12.24 | 16.22 | 16.61 |
| Draw Down(%) | NA | 7.01 | 18.31 | 44.67 | 45.28 | NA | NA | … | … | 7.01 | 8.84 | 14.90 | 11.43 | 44.67 | 11.82 | 3.49 | 6.08 | 12.72 | 7.33 | 5.80 | 5.76 | 6.28 | 11.23 | 2.31 | 4.14 | 10.53 | 3.38 |
| Yield(%) | 1.73 | 8.46 | 7.37 | 6.17 | 6.16 | 7.74 | 9.28 | … | … | 6.47 | 6.68 | 6.36 | 7.76 | 5.28 | 4.89 | 5.66 | 7.54 | 5.69 | 6.32 | 6.21 | 5.87 | 7.13 | 6.02 | 6.63 | 8.03 | 8.40 | 4.72 |
Data as of 10/12/2012, Common starting date is 08/18/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IQM (Franklin Intelligent Machines ETF) |
-7.01%
Dec 2005 – Dec 2008 |
-1.91%
Dec 2003 – Dec 2008 |
3.03%
Dec 1998 – Dec 2008 |
8.89%
Jan 1996 – Jan 2011 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IQM (Franklin Intelligent Machines ETF) |
25.39%
Sep 1995 – Sep 1998 |
17.94%
Sep 1995 – Sep 2000 |
13.17%
Sep 1995 – Sep 2005 |
11.00%
Sep 1995 – Sep 2010 |
Annualized Rolling Returns Comparison Chart