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CA: Xtrackers California Municipal Bonds ETF (STOCK)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 09/06/1984 |
Last Dividend Date: | 08/22/2018 |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 06/07/2019)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 09/07/1984 |
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 | 1987 | 1986 | 1985 | 1984 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 81.3 | 27.6 | 19.9 | 16.6 | 7.7 | 2.7 | 15.1 | 10.8 | 81.2 | 6.0 | 13.8 | -2.9 | -6.4 | 58.6 | 13.2 | -16.5 | 9.6 | 22.2 | -25.1 | 10.8 | -19.1 | -8.9 | 13.9 | 103.2 | -60.7 | 77.3 | -72.0 | 64.3 | -19.4 | 60.1 | 31.4 | 76.4 | 21.8 | 98.4 | 79.2 | 48.4 | -37.4 | -21.6 | -0.4 | 132.7 | 57.1 | 80.6 | 9.2 |
Sharpe Ratio | NA | 1.53 | 0.81 | 0.68 | 0.62 | NA | NA | 0.27 | 0.45 | 1.96 | 0.24 | 0.65 | -0.14 | -0.35 | 3.53 | 0.58 | -0.56 | 0.4 | 0.62 | -0.49 | 0.36 | -1.03 | -0.56 | 0.49 | 2.33 | -0.78 | 1.2 | -0.9 | 1.16 | -0.35 | 1.15 | 0.58 | 1.76 | 0.43 | 2.11 | 1.49 | 0.85 | -0.58 | -0.72 | -0.15 | 1.95 | 1.29 | 0.68 | 0.66 |
Draw Down(%) | NA | 13.2 | 13.8 | 21.4 | 26.7 | NA | NA | 89.8 | 13.2 | 11.9 | 13.8 | 12.2 | 21.4 | 24.0 | 7.4 | 19.7 | 26.7 | 24.5 | 18.3 | 45.7 | 16.9 | 34.7 | 15.4 | 22.4 | 23.5 | 80.1 | 39.4 | 75.0 | 36.2 | 55.8 | 23.6 | 27.5 | 26.0 | 37.6 | 18.2 | 33.3 | 30.7 | 70.5 | 50.9 | 25.3 | 46.6 | 20.8 | 60.3 | 14.7 |
Standard Deviation(%) | NA | 52.3 | 32.9 | 28.4 | 26.4 | NA | NA | 48.5 | 55.6 | 40.8 | 22.0 | 20.9 | 20.9 | 18.5 | 16.6 | 22.9 | 29.4 | 23.8 | 35.5 | 52.8 | 21.8 | 21.9 | 19.5 | 26.4 | 43.9 | 79.2 | 64.1 | 84.8 | 52.6 | 64.2 | 49.0 | 47.4 | 41.1 | 44.3 | 45.3 | 51.1 | 52.5 | 72.9 | 38.1 | 34.5 | 65.7 | 40.8 | 110.6 | 38.6 |
Treynor Ratio | NA | 1.18 | 0.31 | 0.21 | 0.16 | NA | NA | 0.11 | 0.28 | 1.08 | 0.06 | 0.13 | -0.03 | -0.05 | 0.57 | 0.15 | -0.16 | 0.09 | 0.26 | -0.27 | 0.11 | -0.26 | -0.12 | 0.1 | 0.77 | -0.35 | 0.44 | -0.62 | 0.45 | -0.19 | 0.37 | 0.16 | 0.38 | 0.1 | 0.49 | 0.29 | 0.32 | -0.31 | -0.24 | -0.04 | 0.9 | 0.68 | 0.78 | 0.29 |
Alpha | NA | 0.34 | 0.08 | 0.05 | 0.02 | NA | NA | 0.05 | 0.0 | 0.28 | -0.04 | 0.01 | -0.01 | -0.08 | 0.07 | 0.0 | -0.07 | -0.02 | 0.01 | 0.08 | 0.03 | -0.13 | -0.05 | 0.01 | 0.18 | -0.09 | 0.4 | -0.33 | 0.14 | -0.13 | 0.06 | 0.02 | 0.03 | 0.12 | 0.24 | 0.21 | 0.06 | -0.07 | -0.18 | -0.04 | 0.37 | 0.18 | 0.39 | 0.13 |
Beta | NA | 0.67 | 0.85 | 0.92 | 1.0 | NA | NA | 1.21 | 0.91 | 0.74 | 0.94 | 1.06 | 1.01 | 1.17 | 1.03 | 0.91 | 1.02 | 1.06 | 0.85 | 0.95 | 0.72 | 0.88 | 0.93 | 1.26 | 1.34 | 1.77 | 1.76 | 1.24 | 1.36 | 1.2 | 1.54 | 1.72 | 1.92 | 1.96 | 1.95 | 2.59 | 1.4 | 1.39 | 1.14 | 1.14 | 1.43 | 0.78 | 0.97 | 0.87 |
RSquared | NA | 0.05 | 0.11 | 0.18 | 0.32 | NA | NA | 0.2 | 0.13 | 0.08 | 0.08 | 0.44 | 0.56 | 0.52 | 0.47 | 0.26 | 0.66 | 0.66 | 0.43 | 0.54 | 0.28 | 0.16 | 0.24 | 0.28 | 0.27 | 0.35 | 0.34 | 0.13 | 0.22 | 0.16 | 0.32 | 0.19 | 0.13 | 0.19 | 0.14 | 0.23 | 0.15 | 0.11 | 0.16 | 0.32 | 0.49 | 0.1 | 0.01 | 0.07 |
Yield(%) | N/A | 0.7 | 2.4 | 3.0 | 4.1 | 1.9 | 0.8 | N/A | 0.0 | 2.3 | 3.2 | 3.7 | 3.3 | 3.0 | 4.4 | 4.9 | 0.8 | 0.7 | 0.8 | 0.7 | 0.7 | 0.6 | 0.4 | 0.3 | 0.6 | 0.2 | 0.4 | 0.1 | 0.2 | 0.1 | 0.2 | 0.2 | 0.4 | 0.5 | 0.7 | 0.9 | 1.3 | 0.8 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | -75.0 | -22.3 | 48.5 | 527.6 | 436.0 | N/A | N/A | -100.0 | -25.0 | 1.0 | 3.0 | 0.0 | 0.0 | 0.0 | 426.3 | 18.8 | 0.0 | 0.0 | 0.0 | 0.0 | 33.3 | 50.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -11.1 | -25.0 | -29.4 | -15.0 | 42.9 | 40.0 | 0.0 | 0.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 09/07/1984
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