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JKL: iShares Morningstar Small-Cap Value ETF (ETF)
Basic Info
Asset Class: | SMALL VALUE |
MyPlanIQ Rating: | Not Rated |
Start Date: | 07/13/2004 |
Last Dividend Date: | 12/13/2021 |
12-Mo. Yield | 1.77% |
Expenses | 0.06% |
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Performance Analytics (As of 12/13/2021)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Inception** | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.9 | 25.5 | 11.6 | 5.5 | 11.0 | 7.5 | 8.7 | 23.0 | 0.8 | 16.6 | -19.1 | 6.6 | 24.4 | -11.0 | 7.2 | 32.5 | 15.0 | -4.6 | 23.4 | 36.7 | -33.8 | -10.4 | 17.1 | 2.3 | 16.0 |
Sharpe Ratio | NA | 1.18 | 0.35 | 0.18 | 0.5 | NA | 0.32 | 1.12 | 0.01 | -0.42 | -2.48 | -1.06 | -0.53 | -1.94 | -0.89 | 1.05 | -0.23 | -0.78 | 0.19 | 0.44 | -1.15 | -1.51 | -0.35 | -1.24 | 1.17 |
Draw Down(%) | NA | 12.1 | 48.8 | 51.5 | 51.5 | NA | 63.1 | 12.1 | 48.8 | 14.5 | 26.4 | 9.7 | 13.3 | 16.3 | 11.2 | 6.7 | 12.0 | 27.7 | 21.1 | 39.6 | 48.9 | 20.2 | 10.6 | 10.8 | 5.3 |
Standard Deviation(%) | NA | 21.5 | 31.8 | 26.0 | 21.3 | NA | 24.9 | 21.8 | 47.7 | 15.7 | 16.4 | 12.0 | 18.4 | 15.2 | 12.7 | 13.4 | 15.5 | 29.6 | 24.4 | 41.3 | 46.1 | 21.6 | 15.2 | 15.1 | 13.3 |
Treynor Ratio | NA | 0.24 | 0.1 | 0.05 | 0.1 | NA | 0.08 | 0.23 | 0.01 | -0.06 | -0.41 | -0.12 | -0.09 | -0.3 | -0.13 | 0.14 | -0.04 | -0.25 | 0.05 | 0.18 | -0.55 | -0.3 | -0.05 | -0.19 | 0.17 |
Alpha | NA | -0.01 | -0.01 | -0.01 | -0.01 | NA | 0.0 | -0.01 | -0.02 | -0.02 | -0.03 | 0.08 | 0.07 | -0.06 | -0.01 | -0.03 | -0.01 | -0.01 | 0.0 | 0.02 | -0.02 | 0.0 | -0.01 | -0.01 | 0.0 |
Beta | NA | 1.06 | 1.06 | 1.06 | 1.04 | NA | 1.01 | 1.06 | 1.06 | 1.06 | 0.99 | 1.09 | 1.07 | 0.98 | 0.9 | 0.98 | 0.96 | 0.94 | 1.01 | 1.03 | 0.97 | 1.1 | 1.06 | 1.01 | 0.93 |
RSquared | NA | 0.93 | 0.97 | 0.96 | 0.96 | NA | 0.96 | 0.93 | 0.98 | 0.96 | 0.89 | 0.93 | 0.94 | 0.95 | 0.91 | 0.95 | 0.93 | 0.97 | 0.98 | 0.98 | 0.95 | 0.95 | 0.95 | 0.92 | 0.89 |
Yield(%) | 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 | 2.6 | 2.3 | 3.0 | 2.3 | 2.2 | 2.6 | 2.2 | 2.3 | 2.3 | 2.2 | 1.3 |
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 | 41.3 | -9.5 | 22.3 | 32.2 | 13.7 | -19.1 | -15.2 | 15.8 | 10.7 | 96.1 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/05/1987
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