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EMC: Global X Funds (STOCK)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 11/29/2012 |
Last Dividend Date: | 06/29/2016 |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 08/23/2021)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 11/29/2012 |
2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 5.3 | 20.8 | 21.5 | 12.0 | 98.9 | 10.5 | 2.8 | 45.7 | -2.7 | -7.5 | 28.6 | 23.1 | 75.4 | 19.6 | -13.6 | -38.5 | -5.9 | 31.1 | 66.9 | -43.5 | 40.4 | -3.1 | -8.4 | 15.1 | 110.4 | -54.3 | -79.3 | 21.7 | 157.1 | 209.8 | 65.7 | 115.4 | -30.0 | 33.1 | 177.9 | 185.0 | 56.2 | 146.2 | -39.5 | 19.4 |
Sharpe Ratio | NA | 0.46 | 0.37 | 0.17 | 0.22 | 0.16 | 0.11 | 0.86 | -0.4 | -0.42 | 0.12 | -0.16 | 0.86 | 0.02 | -0.66 | -3.36 | -0.81 | 0.48 | 1.32 | -1.19 | 0.57 | -1.06 | -1.11 | -0.13 | 2.04 | -0.87 | -1.06 | -0.02 | 2.98 | 3.79 | 1.23 | 2.45 | -0.67 | 0.61 | 3.43 | 3.6 | 0.7 | 2.17 | -0.7 | 250.51 |
Draw Down(%) | NA | 26.9 | 48.6 | 63.2 | 94.3 | 63.2 | 26.9 | 48.6 | 40.7 | 42.1 | 49.5 | 36.1 | 27.8 | 36.5 | 52.4 | 39.6 | 28.8 | 13.3 | 21.3 | 52.2 | 31.6 | 33.8 | 22.9 | 39.9 | 18.9 | 78.0 | 85.9 | 46.1 | 29.2 | 27.0 | 27.3 | 26.5 | 49.8 | 44.0 | 22.8 | 31.1 | 56.4 | 35.8 | 47.8 | 2.7 |
Standard Deviation(%) | NA | 45.5 | 55.4 | 65.1 | 353.9 | 62.6 | 41.8 | 52.8 | 64.0 | 68.9 | 79.1 | 67.8 | 66.2 | 59.4 | 48.8 | 49.5 | 30.1 | 25.9 | 36.6 | 52.7 | 32.4 | 24.1 | 26.6 | 35.1 | 44.7 | 85.2 | 96.0 | 66.2 | 51.6 | 54.4 | 50.1 | 45.2 | 50.3 | 49.2 | 51.0 | 50.1 | 74.3 | 64.6 | 64.5 | 57.4 |
Treynor Ratio | NA | -35.46 | -1.73 | -0.98 | 0.0 | -0.96 | -0.83 | -8.42 | 0.49 | 0.88 | 0.51 | -0.16 | -3.55 | -0.02 | 1.3 | 4.0 | -0.23 | 0.12 | 0.5 | -0.73 | 0.17 | -0.25 | -0.25 | -0.03 | 0.67 | -0.41 | -0.34 | -0.01 | 0.96 | 1.19 | 0.39 | 0.88 | -0.18 | 0.17 | 0.94 | 0.85 | 0.42 | 1.08 | -0.46 | 39.68 |
Alpha | NA | 0.12 | 0.15 | 0.13 | 435.46 | 0.12 | 0.06 | 0.21 | 0.0 | -0.05 | -0.73 | -0.19 | -1.66 | 0.06 | -1.59 | -2.52 | -0.02 | 0.06 | 0.12 | -0.05 | 0.14 | -0.06 | -0.03 | 0.06 | 0.22 | 0.05 | -0.17 | 0.29 | 0.3 | 0.33 | 0.07 | 0.24 | -0.32 | 0.16 | 0.4 | 0.4 | 0.15 | 0.46 | -0.23 | 1.84 |
Beta | NA | -0.01 | -0.12 | -0.11 | 1799.49 | -0.1 | -0.05 | -0.05 | -0.53 | -0.33 | 0.19 | 0.7 | -0.16 | -0.48 | -0.25 | -0.42 | 1.06 | 1.06 | 0.96 | 0.86 | 1.1 | 1.04 | 1.15 | 1.64 | 1.37 | 1.82 | 2.98 | 1.89 | 1.61 | 1.73 | 1.59 | 1.25 | 1.9 | 1.73 | 1.86 | 2.12 | 1.25 | 1.29 | 0.99 | 3.62 |
RSquared | NA | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.0 | 0.02 | 0.0 | 0.01 | 0.0 | 0.01 | 0.67 | 0.54 | 0.51 | 0.44 | 0.29 | 0.19 | 0.19 | 0.27 | 0.27 | 0.31 | 0.46 | 0.39 | 0.32 | 0.41 | 0.33 | 0.1 | 0.09 | 0.12 | 0.1 | 0.16 | 0.06 | 0.1 | 0.04 | 0.31 |
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 | 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 | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
Dividend Growth(%) | N/A | N/A | -100.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | -100.0 | -50.0 | -14.3 | 180.0 | 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 | 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 11/29/2012
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