Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ISRMF (iShares MSCI) | NA | -99.19% | -74.55% | -55.90% | NA | NA | NA | … | … |
Data as of 11/30/2022, Common starting date is 07/17/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ISRMF (iShares MSCI) | 07/17/2017 | 11/30/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -99.19 | -74.55 | -55.90 | NA | NA | NA | … | … | -99.19 | 0.00 | 100.00 | 0.00 | 0.00 | 9.00 |
| Sharpe Ratio | NA | -0.18 | -0.26 | -0.26 | NA | NA | NA | … | … | -0.17 | 0.00 | 1.43 | 0.00 | 0.00 | 1.30 |
| Standard Deviation(%) | NA | 551.28 | 292.59 | 223.00 | NA | NA | NA | … | … | 585.87 | NA | 69.18 | NA | NA | 15.30 |
| Draw Down(%) | NA | 99.19 | 99.19 | 99.19 | NA | NA | NA | … | … | 99.19 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| Yield(%) | 0.00 | 0.09 | 0.72 | 0.67 | 0.36 | 0.24 | 0.18 | … | … | 0.00 | 0.38 | 0.82 | 0.87 | 0.90 | 0.00 |
Data as of 11/30/2022, Common starting date is 07/17/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISRMF (iShares MSCI) |
26.57%
Jun 2019 – Jun 2022 |
15.46%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISRMF (iShares MSCI) |
26.91%
Dec 2017 – Dec 2020 |
15.46%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart