Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IWW (iShares Russell 3000 Value Index) | NA | 21.31% | 17.38% | 18.05% | 7.58% | NA | NA | … | … |
Data as of 06/11/2014, Common starting date is 08/07/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IWW (iShares Russell 3000 Value Index) | 08/07/2000 | 06/11/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.23 | 21.31 | 17.38 | 18.05 | 7.58 | NA | NA | … | … | 6.68 | 32.19 | 17.36 | -0.29 | 15.81 | 19.61 | -36.82 | -3.08 | 21.16 | 6.59 | 16.71 | 31.72 | -16.07 | -4.81 | 7.67 |
| Sharpe Ratio | NA | 1.97 | 1.00 | 1.00 | 0.29 | NA | NA | … | … | 1.50 | 2.82 | 1.35 | -0.01 | 0.79 | 0.62 | -0.88 | -0.36 | 1.73 | 0.41 | 1.45 | 2.02 | -0.71 | -0.41 | 1.11 |
| Standard Deviation(%) | NA | 10.82 | 17.41 | 17.94 | 22.05 | NA | NA | … | … | 10.55 | 11.41 | 12.92 | 25.08 | 19.78 | 31.36 | 42.75 | 16.91 | 10.39 | 10.79 | 10.89 | 15.40 | 24.29 | 17.70 | 14.46 |
| Draw Down(%) | NA | 6.03 | 21.31 | 22.07 | 61.14 | NA | NA | … | … | 6.03 | 5.20 | 10.11 | 22.07 | 16.88 | 32.76 | 49.18 | 14.00 | 7.69 | 6.73 | 7.80 | 14.83 | 32.14 | 20.11 | 6.44 |
| Yield(%) | 0.00 | 2.25 | 2.53 | 3.09 | 2.20 | 2.05 | 1.53 | … | … | 0.47 | 2.46 | 2.53 | 2.15 | 2.21 | 2.62 | 1.11 | 0.55 | 1.55 | 2.37 | 2.15 | 2.92 | 1.70 | 1.61 | 0.89 |
Data as of 06/11/2014, Common starting date is 08/07/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IWW (iShares Russell 3000 Value Index) |
-18.37%
Feb 2006 – Feb 2009 |
-7.44%
Feb 2004 – Feb 2009 |
2.40%
Sep 2000 – Sep 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IWW (iShares Russell 3000 Value Index) |
24.82%
Feb 2009 – Feb 2012 |
22.97%
Feb 2009 – Feb 2014 |
8.68%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart