Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| STLV (iShares Factors US Value Style ETF) | NA | 9,992.62% | 389.44% | NA | NA | NA | NA | … | … |
Data as of 12/22/2023, Common starting date is 01/17/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STLV (iShares Factors US Value Style ETF) | 01/17/2020 | 12/22/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.23 | 9,992.62 | 389.44 | NA | NA | NA | NA | … | … | 9,950.95 | -8.65 | 25.25 | -0.60 |
| Sharpe Ratio | NA | 12.78 | 0.86 | NA | NA | NA | NA | … | … | 14.11 | -0.49 | 1.95 | -0.02 |
| Standard Deviation(%) | NA | 781.67 | 449.92 | NA | NA | NA | NA | … | … | 789.63 | 20.42 | 12.94 | 36.67 |
| Draw Down(%) | NA | 98.87 | 98.87 | NA | NA | NA | NA | … | … | 98.87 | 19.39 | 5.81 | 40.64 |
| Yield(%) | 0.00 | 2.45 | 2.97 | 2.14 | 1.07 | 0.71 | 0.53 | … | … | 2.44 | 2.78 | 2.72 | 2.22 |
Data as of 12/22/2023, Common starting date is 01/17/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STLV (iShares Factors US Value Style ETF) |
10.87%
Feb 2020 – Feb 2023 |
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 |
|---|---|---|---|---|
| STLV (iShares Factors US Value Style ETF) |
394.80%
Oct 2020 – Oct 2023 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart