Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SGLO.L (iShares Citigroup Global Govt Bond (IE) GBP) | NA | 8.35% | 0.80% | 1.34% | NA | NA | NA | … | … |
Data as of 03/30/2015, Common starting date is 03/10/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGLO.L (iShares Citigroup Global Govt Bond (IE) GBP) | 03/10/2009 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.04 | 8.35 | 0.80 | 1.34 | NA | NA | NA | … | … | 3.22 | 6.58 | -6.99 | -3.99 | 5.53 | 9.51 | -33.96 |
| Sharpe Ratio | NA | 1.30 | 0.01 | 0.02 | NA | NA | NA | … | … | 1.89 | 1.07 | -0.06 | -0.58 | 0.63 | 0.14 | -0.09 |
| Standard Deviation(%) | NA | 6.28 | 110.56 | 85.16 | NA | NA | NA | … | … | 7.53 | 6.11 | 125.24 | 7.00 | 8.73 | 68.21 | 450.92 |
| Draw Down(%) | NA | 4.46 | 40.17 | 40.17 | NA | NA | NA | … | … | 4.46 | 3.49 | 40.17 | 6.02 | 5.43 | 37.97 | 41.40 |
| Yield(%) | 0.00 | 2.46 | 1.44 | 0.90 | 0.32 | 0.21 | 0.16 | … | … | 0.00 | 2.48 | 2.12 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/30/2015, Common starting date is 03/10/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGLO.L (iShares Citigroup Global Govt Bond (IE) GBP) |
-10.83%
Aug 2009 – Aug 2012 |
-8.02%
Jul 2009 – Jul 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGLO.L (iShares Citigroup Global Govt Bond (IE) GBP) |
6.15%
Jun 2009 – Jun 2012 |
2.29%
Jan 2010 – Jan 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart