Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ISESF (iShares S&P/TSX Capped Materials Index ETF) | NA | 13.77% | 11.82% | 7.87% | -1.25% | NA | NA | … | … |
Data as of 06/08/2022, Common starting date is 08/16/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ISESF (iShares S&P/TSX Capped Materials Index ETF) | 08/16/2007 | 06/08/2022 |
| 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 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13.77 | 11.82 | 7.87 | -1.25 | NA | NA | … | … | 13.77 | 3.83 | 18.36 | 6.93 | -2.29 | -7.62 | 60.72 | -47.07 | 16.83 | -34.56 | -25.05 | 0.01 | 36.59 | 134.26 | -80.36 | 38.90 |
| Sharpe Ratio | NA | 0.24 | 0.10 | 0.05 | 0.00 | NA | NA | … | … | 0.16 | NA | 0.07 | 0.03 | -2.59 | -0.16 | 0.55 | -0.17 | 0.28 | -0.30 | -0.12 | 0.00 | 0.31 | 0.70 | -0.12 | 1.14 |
| Standard Deviation(%) | NA | 75.54 | 160.61 | 144.36 | 167.77 | NA | NA | … | … | 100.96 | 0.00 | 189.02 | 178.42 | 1.48 | 44.72 | 131.67 | 244.15 | 121.28 | 113.52 | 177.36 | 83.42 | 122.98 | 151.07 | 744.47 | 121.35 |
| Draw Down(%) | NA | 0.00 | 16.22 | 16.22 | 62.05 | NA | NA | … | … | 0.00 | 0.00 | 16.22 | 4.50 | 2.29 | 7.62 | 5.96 | 47.07 | 0.00 | 35.41 | 34.83 | 8.30 | 18.34 | 16.80 | 83.19 | 1.60 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/08/2022, Common starting date is 08/16/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISESF (iShares S&P/TSX Capped Materials Index ETF) |
-36.93%
Mar 2012 – Mar 2015 |
-20.52%
Jan 2017 – Jan 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISESF (iShares S&P/TSX Capped Materials Index ETF) |
0.94%
Jul 2012 – Jul 2015 |
-17.17%
Oct 2015 – Oct 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart