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QEFA: SPDR® MSCI EAFE StrategicFactors ETF (ETF)
Basic Info 76.07 0.11(0.14%) May 07
Asset Class: | EQUITY |
MyPlanIQ Rating: | (97%) |
Start Date: | 06/06/2014 |
Last Dividend Date: | 12/15/2023 |
12-Mo. Yield | 2.84% |
Expenses | - |
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Performance Analytics (As of 05/03/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | Since 07/09/2018 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.8 | 4.1 | 9.1 | 3.4 | 6.7 | 5.7 | 17.4 | -14.0 | 12.5 | 6.8 | 21.9 | -10.4 | 24.0 | -0.3 | 2.0 | -7.5 |
Sharpe Ratio | NA | 0.58 | 0.48 | 0.05 | 0.25 | 0.23 | 1.07 | -0.76 | 1.07 | 0.21 | 2.06 | -0.87 | 3.0 | -0.03 | 0.12 | -1.04 |
Draw Down(%) | NA | 4.6 | 10.3 | 28.1 | 31.7 | 31.7 | 10.3 | 27.1 | 6.8 | 31.7 | 6.1 | 18.2 | 2.4 | 10.8 | 13.1 | 12.5 |
Standard Deviation(%) | NA | 10.3 | 11.6 | 15.1 | 18.7 | 16.3 | 12.4 | 20.3 | 11.7 | 30.7 | 10.0 | 13.4 | 7.8 | 16.3 | 16.4 | 12.3 |
Treynor Ratio | NA | 0.1 | 0.08 | 0.01 | 0.06 | 0.05 | 0.19 | -0.22 | 0.19 | 0.08 | 0.31 | -0.18 | 0.39 | -0.01 | 0.06 | -0.64 |
Alpha | NA | -0.02 | -0.04 | -0.01 | -0.01 | -0.01 | -0.01 | 0.0 | -0.01 | -0.04 | 0.01 | -0.03 | 0.04 | -0.03 | 0.01 | -0.06 |
Beta | NA | 0.61 | 0.74 | 0.69 | 0.75 | 0.69 | 0.7 | 0.7 | 0.67 | 0.8 | 0.66 | 0.65 | 0.6 | 0.66 | 0.33 | 0.2 |
RSquared | NA | 0.52 | 0.6 | 0.68 | 0.76 | 0.58 | 0.58 | 0.74 | 0.62 | 0.85 | 0.69 | 0.67 | 0.3 | 0.3 | 0.09 | 0.04 |
Yield(%) | N/A | 0.0 | 2.8 | 2.5 | 2.9 | N/A | 3.2 | 2.5 | 2.6 | 1.9 | 3.5 | 2.8 | 2.8 | 2.0 | 2.9 | 1.0 |
Dividend Growth(%) | N/A | -100.0 | 5.1 | N/A | N/A | N/A | 5.2 | 6.6 | 43.3 | -35.5 | 8.2 | 19.7 | 42.1 | -33.5 | 155.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
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