Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XMWO.L (DB X-TRACKERS DBX MSCI WORLD ET) | NA | 0.00% | 8.13% | 19.54% | 12.91% | NA | NA | … | … |
Data as of 04/09/2018, Common starting date is 09/06/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XMWO.L (DB X-TRACKERS DBX MSCI WORLD ET) | 09/06/2007 | 04/09/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 8.13 | 19.54 | 12.91 | NA | NA | … | … | 19.62 | 4.45 | 3.32 | 81.18 | 7,743.78 | 10.69 | 9.06 | -5.84 | 15.61 | 16.23 | -18.21 | 4.38 |
| Sharpe Ratio | NA | 32.41 | 0.02 | -0.01 | -0.04 | NA | NA | … | … | NA | 8.17 | -0.28 | 0.02 | 0.73 | 0.27 | -0.06 | -0.13 | -0.02 | -0.02 | -1.09 | -1.04 |
| Standard Deviation(%) | NA | 0.00 | 467.39 | 349.46 | 171.53 | NA | NA | … | … | 0.00 | 0.00 | 114.93 | 480.56 | 2,392.55 | 14.24 | 164.29 | 190.68 | 119.57 | 146.42 | 34.61 | 18.69 |
| Draw Down(%) | NA | 0.00 | 43.37 | 43.37 | 48.62 | NA | NA | … | … | 0.00 | 0.00 | 3.42 | 43.37 | 98.47 | 9.07 | 41.96 | 48.62 | 43.73 | 41.32 | 35.36 | 8.29 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/09/2018, Common starting date is 09/06/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XMWO.L (DB X-TRACKERS DBX MSCI WORLD ET) |
0.11%
Oct 2007 – Oct 2010 |
2.01%
Oct 2007 – Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XMWO.L (DB X-TRACKERS DBX MSCI WORLD ET) |
35.06%
Oct 2012 – Oct 2015 |
31.43%
Jan 2012 – Jan 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart