Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IUAG.L (iShares Barclays Cap US AggregateBd) | NA | 10.97% | -69.29% | NA | NA | NA | NA | … | … |
Data as of 12/15/2014, Common starting date is 09/14/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IUAG.L (iShares Barclays Cap US AggregateBd) | 09/14/2011 | 12/15/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.53 | 10.97 | -69.29 | NA | NA | NA | NA | … | … | 12.55 | -2.97 | -97.35 | 1.38 |
| Sharpe Ratio | NA | 0.11 | -0.20 | NA | NA | NA | NA | … | … | 0.12 | -0.01 | -0.17 | 1.04 |
| Standard Deviation(%) | NA | 103.72 | 344.99 | NA | NA | NA | NA | … | … | 105.90 | 286.66 | 559.25 | 4.52 |
| Draw Down(%) | NA | 41.12 | 99.01 | NA | NA | NA | NA | … | … | 41.12 | 40.56 | 99.01 | 1.78 |
| Yield(%) | 0.00 | 2.45 | 0.01 | 0.01 | 0.00 | 0.00 | 0.00 | … | … | 2.47 | 2.02 | 0.02 | 0.00 |
Data as of 12/15/2014, Common starting date is 09/14/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IUAG.L (iShares Barclays Cap US AggregateBd) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IUAG.L (iShares Barclays Cap US AggregateBd) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart