Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QGBR (SPDR MSCI United Kingdom StratFacts ETF) | NA | 2.49% | 4.02% | NA | NA | NA | NA | … | … |
Data as of 09/21/2018, Common starting date is 06/12/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QGBR (SPDR MSCI United Kingdom StratFacts ETF) | 06/12/2014 | 09/21/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.63 | 2.49 | 4.02 | NA | NA | NA | NA | … | … | -3.01 | 16.23 | -6.69 | -8.76 | -10.15 |
| Sharpe Ratio | NA | -1.85 | -1.50 | NA | NA | NA | NA | … | … | -2.02 | -0.36 | -1.82 | -0.17 | -2.26 |
| Standard Deviation(%) | NA | 11.66 | 16.09 | NA | NA | NA | NA | … | … | 12.74 | 8.37 | 22.35 | 164.34 | 15.05 |
| Draw Down(%) | NA | 10.14 | 20.58 | NA | NA | NA | NA | … | … | 10.14 | 5.77 | 16.20 | 34.93 | 14.01 |
| Yield(%) | 0.00 | 3.55 | 3.67 | 2.56 | 1.28 | 0.85 | 0.64 | … | … | 1.85 | 4.40 | 3.60 | 3.61 | 1.58 |
Data as of 09/21/2018, Common starting date is 06/12/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QGBR (SPDR MSCI United Kingdom StratFacts ETF) |
-1.46%
Jul 2014 – Jul 2017 |
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 |
|---|---|---|---|---|
| QGBR (SPDR MSCI United Kingdom StratFacts ETF) |
15.54%
Feb 2015 – Feb 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart