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159941: 广发纳斯达克100ETFQDII (ETF)
Basic Info
Asset Class: | US EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 06/10/2015 |
Last Dividend Date: | - |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 12/28/2023)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 06/10/2015 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.8 | 59.1 | 11.7 | 21.0 | 16.4 | 55.4 | -27.5 | 24.4 | 33.9 | 39.7 | 2.5 | 23.0 | 9.6 | 1.8 |
Sharpe Ratio | NA | 3.02 | 0.41 | 0.76 | 0.66 | 2.88 | -0.92 | 1.26 | 0.92 | 2.27 | 0.05 | 1.99 | 0.56 | 0.15 |
Draw Down(%) | NA | 10.7 | 30.7 | 30.7 | 30.7 | 10.7 | 29.4 | 10.3 | 27.7 | 10.7 | 22.2 | 6.4 | 12.6 | 14.2 |
Standard Deviation(%) | NA | 18.1 | 23.8 | 25.7 | 23.0 | 18.0 | 31.6 | 19.4 | 36.3 | 16.8 | 23.8 | 11.3 | 16.6 | 21.2 |
Treynor Ratio | NA | 0.47 | 0.08 | 0.18 | 0.14 | 0.44 | -0.23 | 0.21 | 0.36 | 0.32 | 0.01 | 0.2 | 0.09 | 0.03 |
Alpha | NA | 0.07 | 0.01 | 0.02 | 0.02 | 0.07 | -0.02 | -0.02 | 0.05 | 0.01 | 0.04 | 0.0 | -0.01 | 0.04 |
Beta | NA | 1.18 | 1.23 | 1.07 | 1.08 | 1.17 | 1.25 | 1.18 | 0.94 | 1.2 | 1.2 | 1.15 | 1.07 | 1.01 |
RSquared | NA | 0.78 | 0.83 | 0.82 | 0.8 | 0.78 | 0.9 | 0.7 | 0.85 | 0.82 | 0.76 | 0.53 | 0.76 | 0.85 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/10/2015
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