Find A Portfolio/Ticker
Comparison Box
QEMM: SPDR® MSCI Emerging Markets StrategicFactors ETF (ETF)
Basic Info 56.05 0.08(0.14%) April 17
Asset Class: | EQUITY |
MyPlanIQ Rating: | (97%) |
Start Date: | 06/09/2014 |
Last Dividend Date: | 12/15/2023 |
12-Mo. Yield | 5.03% |
Expenses | - |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 04/12/2024)
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(%) | -3.0 | -1.9 | 4.8 | -2.8 | 1.9 | 2.1 | 12.5 | -17.8 | 6.3 | 9.9 | 15.4 | -13.3 | 31.5 | 7.9 | -12.9 | -7.3 |
Sharpe Ratio | NA | -0.42 | 0.28 | -0.28 | 0.04 | 0.06 | 0.7 | -1.05 | 0.47 | 0.33 | 1.11 | -0.87 | 3.09 | 0.4 | -0.71 | -0.8 |
Draw Down(%) | NA | 5.2 | 9.3 | 27.6 | 33.2 | 36.9 | 9.3 | 27.1 | 6.7 | 33.2 | 9.9 | 23.7 | 3.5 | 12.2 | 26.1 | 16.2 |
Standard Deviation(%) | NA | 12.9 | 12.0 | 14.4 | 18.3 | 17.3 | 11.9 | 18.3 | 13.5 | 29.5 | 12.6 | 16.9 | 10.0 | 19.3 | 18.3 | 15.7 |
Treynor Ratio | NA | -0.09 | 0.05 | -0.07 | 0.01 | 0.02 | 0.15 | -0.35 | 0.1 | 0.13 | 0.19 | -0.21 | 0.45 | 0.07 | -0.29 | -0.26 |
Alpha | NA | -0.07 | -0.04 | -0.03 | -0.02 | -0.02 | -0.01 | -0.03 | -0.03 | -0.02 | -0.02 | -0.04 | 0.06 | -0.02 | -0.05 | -0.07 |
Beta | NA | 0.6 | 0.67 | 0.56 | 0.66 | 0.67 | 0.57 | 0.55 | 0.62 | 0.73 | 0.73 | 0.71 | 0.7 | 1.04 | 0.44 | 0.48 |
RSquared | NA | 0.3 | 0.46 | 0.48 | 0.62 | 0.49 | 0.43 | 0.55 | 0.4 | 0.76 | 0.54 | 0.51 | 0.24 | 0.54 | 0.14 | 0.13 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2018
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See EQUITY Asset Class Trend Rankings |