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513100: 国泰纳斯达克100(QDII-ETF) (ETF)
Basic Info
Asset Class: | US EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 04/25/2013 |
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 | 10 Yr | Since 04/25/2013 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.8 | 59.4 | 12.0 | 21.7 | 17.0 | 17.6 | 55.9 | -26.8 | 23.9 | 36.3 | 40.0 | 2.4 | 24.0 | 8.9 | 13.4 | 14.2 | 17.8 |
Sharpe Ratio | NA | 3.06 | 0.43 | 0.79 | 0.74 | 0.79 | 2.93 | -0.9 | 1.25 | 0.99 | 2.35 | 0.05 | 2.19 | 0.53 | 0.74 | 1.07 | 2.46 |
Draw Down(%) | NA | 10.6 | 30.0 | 30.0 | 30.0 | 30.0 | 10.6 | 28.7 | 10.1 | 27.9 | 9.0 | 21.7 | 6.0 | 11.8 | 11.6 | 8.6 | 5.7 |
Standard Deviation(%) | NA | 18.0 | 23.6 | 25.5 | 21.6 | 21.2 | 17.9 | 31.5 | 19.1 | 36.3 | 16.4 | 22.7 | 10.7 | 16.3 | 18.1 | 13.3 | 11.0 |
Treynor Ratio | NA | 0.47 | 0.08 | 0.19 | 0.15 | 0.16 | 0.45 | -0.23 | 0.2 | 0.38 | 0.32 | 0.01 | 0.21 | 0.08 | 0.13 | 0.13 | 0.33 |
Alpha | NA | 0.07 | 0.01 | 0.02 | 0.02 | 0.02 | 0.07 | -0.02 | -0.02 | 0.06 | 0.01 | 0.04 | 0.0 | -0.01 | 0.05 | 0.0 | 0.01 |
Beta | NA | 1.17 | 1.22 | 1.07 | 1.07 | 1.07 | 1.16 | 1.25 | 1.17 | 0.94 | 1.19 | 1.14 | 1.09 | 1.05 | 1.03 | 1.08 | 0.81 |
RSquared | NA | 0.78 | 0.84 | 0.83 | 0.81 | 0.81 | 0.78 | 0.9 | 0.71 | 0.84 | 0.84 | 0.76 | 0.54 | 0.76 | 0.85 | 0.84 | 0.71 |
Yield(%) | N/A | 0.0 | 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 | 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 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/25/2013
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