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EFFE: Global X JPMorgan Efficeinte ETF (ETF)
Basic Info
Asset Class: | World Allocation |
MyPlanIQ Rating: | Not Rated |
Start Date: | 10/23/2014 |
Last Dividend Date: | 12/28/2018 |
12-Mo. Yield | 3.92% |
Expenses | - |
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Performance Analytics (As of 08/27/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | Since 10/23/2014 |
2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.0 | 2.1 | 3.8 | 4.8 | -6.0 | 14.5 | 12.7 | -10.3 | 4.4 |
Sharpe Ratio | NA | -0.54 | 0.39 | 0.35 | 1.5 | -0.69 | 1.48 | 1.54 | -1.2 | 3.26 |
Draw Down(%) | NA | 9.1 | 10.5 | 16.0 | 2.6 | 10.5 | 5.3 | 4.2 | 14.4 | 3.5 |
Standard Deviation(%) | NA | 6.0 | 9.1 | 8.8 | 5.1 | 10.6 | 9.4 | 8.1 | 8.7 | 8.0 |
Treynor Ratio | NA | -0.17 | 0.09 | 0.08 | 0.32 | -0.2 | 0.27 | 0.57 | -0.17 | 0.33 |
Alpha | NA | -0.01 | 0.01 | 0.01 | 0.01 | -0.01 | 0.03 | 0.04 | -0.04 | 0.07 |
Beta | NA | 0.19 | 0.41 | 0.41 | 0.24 | 0.37 | 0.51 | 0.22 | 0.61 | 0.78 |
RSquared | NA | 0.06 | 0.08 | 0.12 | 0.08 | 0.09 | 0.04 | 0.05 | 0.33 | 0.51 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/23/2014
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