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FALN: iShares Fallen Angels USD Bond ETF (ETF)
Basic Info 26.47 0.05(0.19%) May 08
Asset Class: | EQUITY |
MyPlanIQ Rating: | (99%) |
Start Date: | 06/17/2016 |
Last Dividend Date: | 05/01/2024 |
12-Mo. Yield | 6.16% |
Expenses | - |
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Performance Analytics (As of 05/08/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 06/17/2016 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 1.3 | 2.9 | 13.5 | 1.5 | 5.4 | 6.4 | 13.4 | -13.8 | 5.4 | 14.9 | 17.4 | -5.0 | 8.7 | 10.4 |
Sharpe Ratio | NA | 0.57 | 1.48 | -0.12 | 0.32 | 0.52 | 1.35 | -1.32 | 1.29 | 0.72 | 3.22 | -1.21 | 1.86 | 2.16 |
Draw Down(%) | NA | 2.6 | 4.2 | 18.8 | 29.2 | 29.2 | 4.4 | 18.2 | 3.0 | 29.2 | 2.3 | 8.2 | 2.5 | 4.1 |
Standard Deviation(%) | NA | 5.2 | 5.9 | 8.1 | 11.3 | 9.7 | 6.9 | 11.5 | 4.2 | 20.3 | 5.0 | 5.2 | 4.4 | 9.2 |
Treynor Ratio | NA | 0.12 | 0.28 | -0.03 | 0.1 | 0.14 | 0.28 | -0.42 | 0.25 | 0.34 | 0.61 | -0.31 | 0.26 | 0.37 |
Alpha | NA | -0.01 | 0.01 | -0.01 | 0.0 | 0.0 | 0.01 | -0.03 | 0.0 | 0.02 | 0.03 | -0.02 | 0.01 | 0.04 |
Beta | NA | 0.25 | 0.31 | 0.33 | 0.37 | 0.36 | 0.33 | 0.36 | 0.21 | 0.42 | 0.26 | 0.2 | 0.32 | 0.53 |
RSquared | NA | 0.36 | 0.42 | 0.54 | 0.52 | 0.5 | 0.42 | 0.62 | 0.49 | 0.54 | 0.45 | 0.43 | 0.26 | 0.46 |
Yield(%) | N/A | 2.1 | 6.2 | 4.4 | 5.1 | N/A | 5.7 | 4.2 | 3.5 | 5.6 | 5.9 | 5.3 | 7.1 | 3.8 |
Dividend Growth(%) | N/A | -60.7 | 16.4 | -10.8 | N/A | N/A | 11.1 | 23.5 | -32.5 | 4.1 | 0.0 | -24.1 | 101.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/17/2016
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