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513500: 博时标普500ETFQDII (ETF)
Basic Info
Asset Class: | US EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 12/05/2013 |
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 12/05/2013 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.7 | 28.6 | 12.6 | 16.4 | 13.0 | 13.0 | 26.7 | -9.3 | 24.0 | 10.2 | 36.5 | -0.3 | 13.4 | 15.7 | 6.7 | 13.9 | 0.5 |
Sharpe Ratio | NA | 1.78 | 0.61 | 0.69 | 0.67 | 0.67 | 1.69 | -0.45 | 1.77 | 0.28 | 2.78 | -0.1 | 1.76 | 1.19 | 0.41 | 1.34 | 4.19 |
Draw Down(%) | NA | 9.6 | 17.4 | 33.0 | 33.0 | 33.0 | 9.6 | 17.4 | 4.6 | 33.0 | 5.4 | 17.7 | 3.6 | 8.0 | 11.6 | 7.4 | 0.0 |
Standard Deviation(%) | NA | 13.6 | 17.6 | 21.6 | 18.0 | 18.0 | 13.5 | 23.9 | 13.6 | 35.4 | 12.6 | 16.9 | 7.3 | 13.0 | 16.3 | 10.3 | 1.8 |
Treynor Ratio | NA | 0.26 | 0.11 | 0.16 | 0.13 | 0.13 | 0.24 | -0.11 | 0.27 | 0.1 | 0.37 | -0.02 | 0.14 | 0.17 | 0.07 | 0.17 | 1.42 |
Alpha | NA | 0.0 | 0.02 | 0.01 | 0.01 | 0.01 | 0.0 | 0.04 | 0.0 | -0.04 | 0.02 | 0.02 | -0.02 | 0.02 | 0.03 | 0.02 | 0.06 |
Beta | NA | 0.95 | 0.94 | 0.95 | 0.94 | 0.94 | 0.95 | 0.96 | 0.9 | 0.97 | 0.94 | 0.89 | 0.9 | 0.91 | 0.99 | 0.8 | 0.05 |
RSquared | NA | 0.91 | 0.91 | 0.94 | 0.92 | 0.92 | 0.9 | 0.93 | 0.85 | 0.97 | 0.93 | 0.83 | 0.79 | 0.91 | 0.95 | 0.81 | 0.49 |
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 12/05/2013
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