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XEUM.L: db x-trackers MSCI EU Mid Cap TRN Idx GBP (ETF)
Basic Info
Asset Class: | INTERNATIONAL EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 08/05/2008 |
Last Dividend Date: | - |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 10/31/2014)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 08/05/2008 |
2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.2 | -1.6 | 10.2 | 7.9 | 6.1 | 26.7 | 17.5 | -16.8 | 15.7 | 27.3 | -18.7 |
Sharpe Ratio | NA | 1.74 | 0.36 | 0.57 | 0.3 | 1.97 | 0.99 | -0.65 | 0.75 | 0.99 | -0.9 |
Draw Down(%) | NA | 10.3 | 28.3 | 28.3 | 41.5 | 10.3 | 15.2 | 28.3 | 16.1 | 24.2 | 38.6 |
Standard Deviation(%) | NA | 13.6 | 20.0 | 22.0 | 24.4 | 13.7 | 17.7 | 25.9 | 20.8 | 27.7 | 44.8 |
Treynor Ratio | NA | 0.38 | 0.09 | 0.18 | 0.13 | 0.42 | 0.2 | -0.2 | 0.23 | 0.5 | -1.18 |
Alpha | NA | 0.06 | 0.01 | 0.01 | 0.03 | 0.07 | 0.01 | -0.02 | 0.03 | 0.03 | -0.05 |
Beta | NA | 0.63 | 0.81 | 0.7 | 0.55 | 0.63 | 0.87 | 0.83 | 0.68 | 0.54 | 0.34 |
RSquared | NA | 0.35 | 0.63 | 0.49 | 0.39 | 0.35 | 0.63 | 0.7 | 0.47 | 0.33 | 0.23 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 08/05/2008
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