Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SEMB.L (iShares J.P. Morgan $ Emerg Mkts Bd (IE) GBP) | NA | 20.17% | 9.95% | 6.24% | NA | NA | NA | … | … |
Data as of 03/30/2015, Common starting date is 02/19/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SEMB.L (iShares J.P. Morgan $ Emerg Mkts Bd (IE) GBP) | 02/19/2008 | 03/30/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.04 | 20.17 | 9.95 | 6.24 | NA | NA | NA | … | … | 6.97 | 16.58 | 8,944.58 | 13.92 | 2.28 | -33.25 | 21.40 | -16.05 |
| Sharpe Ratio | NA | 0.03 | 0.02 | 0.01 | NA | NA | NA | … | … | 3.63 | 0.02 | 19.77 | 2.09 | 0.23 | -0.24 | 0.08 | -0.74 |
| Standard Deviation(%) | NA | 668.69 | 536.93 | 413.18 | NA | NA | NA | … | … | 9.01 | 936.60 | 460.69 | 6.67 | 9.72 | 138.56 | 265.52 | 25.56 |
| Draw Down(%) | NA | 99.01 | 99.01 | 99.01 | NA | NA | NA | … | … | 3.38 | 99.01 | 22.82 | 4.23 | 8.03 | 39.19 | 41.65 | 33.85 |
| Yield(%) | 0.00 | 6.18 | 4.40 | 2.69 | 0.92 | 0.61 | 0.46 | … | … | 0.55 | 7.85 | 4.91 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/30/2015, Common starting date is 02/19/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEMB.L (iShares J.P. Morgan $ Emerg Mkts Bd (IE) GBP) |
-14.10%
Apr 2008 – Apr 2011 |
-5.25%
Aug 2008 – Aug 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SEMB.L (iShares J.P. Morgan $ Emerg Mkts Bd (IE) GBP) |
9.27%
Jan 2012 – Jan 2015 |
7.30%
Nov 2009 – Nov 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart