Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ISMKF (iShares Emerging Markets Fundamental Index ETF) | NA | 14.45% | 2.93% | 5.66% | NA | NA | NA | … | … |
Data as of 08/05/2021, Common starting date is 06/19/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ISMKF (iShares Emerging Markets Fundamental Index ETF) | 06/19/2012 | 08/05/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.74 | 14.45 | 2.93 | 5.66 | NA | NA | NA | … | … | 5.82 | -5.97 | 7.45 | -3.44 | 14.03 | 23.46 | -10.22 | 0.52 | -4.21 | 8.08 |
| Sharpe Ratio | NA | 0.96 | 0.01 | 0.20 | NA | NA | NA | … | … | 0.72 | -0.23 | 0.43 | -0.27 | 0.94 | 1.08 | -0.46 | 0.03 | -0.24 | 1.05 |
| Standard Deviation(%) | NA | 15.06 | 19.82 | 18.20 | NA | NA | NA | … | … | 13.86 | 26.91 | 13.97 | 17.41 | 14.28 | 21.44 | 22.05 | 17.20 | 17.58 | 15.02 |
| Draw Down(%) | NA | 8.33 | 31.97 | 34.85 | NA | NA | NA | … | … | 7.62 | 31.97 | 12.86 | 18.42 | 8.34 | 11.65 | 26.62 | 18.09 | 17.49 | 5.30 |
| Yield(%) | 0.00 | 0.00 | 1.86 | 1.50 | 0.82 | 0.55 | 0.41 | … | … | 0.00 | 0.27 | 3.24 | 2.82 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/05/2021, Common starting date is 06/19/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISMKF (iShares Emerging Markets Fundamental Index ETF) |
-6.98%
Feb 2013 – Feb 2016 |
-0.74%
Apr 2015 – Apr 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISMKF (iShares Emerging Markets Fundamental Index ETF) |
16.06%
Feb 2016 – Feb 2019 |
10.48%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart