Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ITPS.L (ISHARES II PLC ISHARES $ TIPS U) | NA | 0.00% | 6.09% | 8.35% | 5.52% | NA | NA | … | … |
Data as of 09/09/2020, Common starting date is 12/12/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ITPS.L (ISHARES II PLC ISHARES $ TIPS U) | 12/12/2006 | 09/09/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 6.09 | 8.35 | 5.52 | NA | NA | … | … | -8.57 | 1.65 | 31.85 | -6.03 | 26.45 | 2.53 | 10.46 | -11.64 | 2.87 | 14.46 | 9.12 | -2.17 | 38.30 | 9.08 | -1.98 |
| Sharpe Ratio | NA | 0.02 | 0.11 | 0.25 | 0.17 | NA | NA | … | … | NA | 9.60 | 0.59 | -0.75 | 1.69 | 0.24 | 0.15 | -1.34 | 0.31 | 1.21 | 0.74 | -0.13 | 1.43 | 0.03 | -5.54 |
| Standard Deviation(%) | NA | 0.00 | 45.81 | 30.28 | 30.73 | NA | NA | … | … | 0.00 | 10.10 | 52.11 | 8.91 | 15.43 | 10.22 | 68.40 | 8.73 | 9.05 | 11.94 | 12.09 | 17.31 | 26.03 | 177.62 | 7.31 |
| Draw Down(%) | NA | 8.57 | 25.43 | 25.43 | 37.69 | NA | NA | … | … | 8.57 | 0.22 | 25.43 | 9.93 | 6.95 | 9.54 | 37.54 | 17.25 | 5.39 | 5.75 | 9.04 | 17.77 | 13.14 | 52.25 | 2.05 |
| 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 |
Data as of 09/09/2020, Common starting date is 12/12/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITPS.L (ISHARES II PLC ISHARES $ TIPS U) |
-9.14%
Nov 2007 – Nov 2010 |
-2.64%
Nov 2007 – Nov 2012 |
0.22%
Nov 2007 – Nov 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ITPS.L (ISHARES II PLC ISHARES $ TIPS U) |
18.60%
May 2007 – May 2010 |
15.47%
Oct 2009 – Oct 2014 |
10.23%
Jun 2008 – Jun 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart