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STLBX: Barclays Global Investors LP 2010 I (MUTUAL FUND)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 06/21/1996 |
Last Dividend Date: | 09/30/2009 |
12-Mo. Yield | - |
Expenses | - |
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Performance Analytics (As of 01/05/2010)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 06/21/1996 |
2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 16.8 | 0.6 | 3.6 | 3.2 | 5.8 | 0.0 | 17.3 | -17.0 | 4.2 | 10.1 | 5.1 | 7.2 | 15.7 | -8.0 | -0.7 | 0.7 | 9.6 | 15.7 | 16.6 | 7.6 |
Sharpe Ratio | NA | 1.42 | -0.06 | 0.17 | 0.14 | 0.38 | 0.0 | 1.47 | -1.05 | 0.16 | 1.15 | 0.56 | 1.04 | 1.97 | -0.69 | -0.38 | -0.39 | 0.83 | 1.4 | 1.82 | 1.83 |
Draw Down(%) | NA | 13.0 | 28.4 | 28.4 | 28.4 | 28.4 | 0.0 | 13.0 | 27.6 | 4.8 | 4.7 | 3.2 | 5.6 | 6.8 | 16.8 | 10.6 | 4.9 | 4.5 | 8.8 | 4.4 | 3.5 |
Standard Deviation(%) | NA | 11.7 | 12.7 | 10.5 | 9.8 | 9.3 | NA | 11.7 | 17.1 | 7.2 | 6.0 | 5.3 | 6.1 | 7.6 | 13.2 | 8.3 | 8.7 | 7.6 | 8.9 | 7.1 | 6.2 |
Treynor Ratio | NA | 0.41 | -0.02 | 0.04 | 0.03 | 0.08 | NA | 0.42 | -0.44 | 0.03 | 0.12 | 0.06 | 0.13 | 0.35 | -0.18 | -0.09 | -0.09 | 0.16 | 0.29 | 0.39 | 0.22 |
Alpha | NA | 0.02 | 0.0 | 0.01 | 0.01 | 0.01 | 0.0 | 0.02 | -0.01 | 0.0 | 0.0 | 0.01 | 0.01 | 0.01 | 0.01 | 0.01 | 0.0 | 0.0 | 0.01 | 0.01 | 0.0 |
Beta | NA | 0.41 | 0.4 | 0.41 | 0.42 | 0.41 | 0.0 | 0.41 | 0.4 | 0.41 | 0.56 | 0.47 | 0.48 | 0.43 | 0.5 | 0.36 | 0.36 | 0.41 | 0.42 | 0.33 | 0.51 |
RSquared | NA | 0.9 | 0.91 | 0.9 | 0.9 | 0.89 | 0.0 | 0.9 | 0.93 | 0.83 | 0.86 | 0.85 | 0.78 | 0.92 | 0.97 | 0.9 | 0.85 | 0.94 | 0.93 | 0.71 | 0.91 |
Yield(%) | N/A | 2.5 | 4.1 | 4.5 | 4.0 | N/A | 0.0 | 2.5 | 3.8 | 6.6 | 5.4 | 3.7 | 3.4 | 1.7 | 2.2 | 3.7 | 9.3 | 13.4 | 7.3 | 6.8 | 2.3 |
Dividend Growth(%) | N/A | -48.0 | 3.1 | 8.4 | N/A | N/A | -100.0 | -48.0 | -43.8 | 25.4 | 51.1 | 11.9 | 121.1 | -26.9 | -43.5 | -64.1 | -33.7 | 99.0 | 18.3 | 203.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/21/1996
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