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BZF: WisdomTree Brazilian Real Strategy ETF (ETF)
Basic Info
Asset Class: | Single Currency |
MyPlanIQ Rating: | (26%) |
Start Date: | 05/23/2008 |
Last Dividend Date: | 12/24/2018 |
12-Mo. Yield | 0.00% |
Expenses | 0.46% |
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Performance Analytics (As of 06/28/2019)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 05/23/2008 |
2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 3.9 | 1.1 | -3.1 | 0.5 | 0.1 | 0.2 | -8.6 | 6.8 | 35.2 | -25.6 | -2.1 | -8.5 | -2.9 | -5.3 | 12.6 | 34.1 | -17.8 |
Sharpe Ratio | NA | 0.14 | 0.01 | -0.2 | 0.01 | -0.01 | -0.11 | -0.58 | 0.34 | 1.77 | -1.3 | -0.14 | -0.65 | -0.27 | -0.34 | 0.94 | 1.57 | -0.64 |
Draw Down(%) | NA | 11.1 | 22.7 | 39.6 | 48.9 | 48.9 | 6.0 | 22.7 | 8.4 | 10.4 | 32.8 | 16.2 | 18.6 | 16.6 | 18.6 | 8.8 | 12.8 | 38.1 |
Standard Deviation(%) | NA | 16.7 | 17.2 | 18.4 | 16.0 | 19.3 | 11.8 | 17.3 | 18.1 | 19.7 | 19.7 | 15.5 | 13.1 | 10.9 | 15.7 | 13.4 | 21.6 | 44.4 |
Treynor Ratio | NA | 0.14 | 0.01 | -0.11 | 0.0 | -0.01 | -0.23 | -0.4 | 0.54 | 0.61 | -0.64 | -0.06 | -0.22 | -0.09 | -0.13 | 0.25 | 0.77 | -0.71 |
Alpha | NA | 0.01 | -0.01 | -0.02 | -0.02 | -0.01 | -0.02 | -0.03 | 0.02 | 0.1 | -0.11 | -0.02 | -0.08 | -0.03 | -0.02 | 0.02 | 0.08 | 0.0 |
Beta | NA | 0.17 | 0.25 | 0.34 | 0.4 | 0.4 | 0.06 | 0.25 | 0.12 | 0.57 | 0.4 | 0.36 | 0.38 | 0.35 | 0.42 | 0.51 | 0.44 | 0.4 |
RSquared | NA | 0.03 | 0.04 | 0.07 | 0.15 | 0.17 | 0.01 | 0.06 | 0.0 | 0.14 | 0.1 | 0.07 | 0.1 | 0.16 | 0.39 | 0.47 | 0.31 | 0.2 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/23/2008
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