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XSX6.L: DB X-TRACKERS DBX STOXX EUROPE (ETF)
Basic Info
Asset Class: | EQUITY |
MyPlanIQ Rating: | Not Rated |
Start Date: | 04/21/2017 |
Last Dividend Date: | - |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 08/20/2021)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 04/21/2017 |
2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 9831.9 | 11159.0 | 384.0 | 169.5 | 69.9 | 201.6 | 14.0 | 8739.9 | 36.8 | 4.2 | -16.4 | 11679.1 | 4.1 | 0.4 | 23.7 | 15.5 | -12.1 | 7.9 | 45.6 |
Sharpe Ratio | NA | 3.17 | 0.22 | 0.05 | 0.03 | 0.15 | 0.01 | 3.84 | 0.27 | -0.29 | -0.45 | 13.94 | -0.86 | -1.47 | 0.36 | -0.18 | -1.23 | -0.52 | 1.05 |
Draw Down(%) | NA | 99.0 | 99.2 | 99.3 | 99.3 | 99.2 | 99.0 | 99.2 | 14.9 | 20.1 | 21.6 | 99.0 | 14.5 | 12.3 | 11.6 | 14.8 | 25.1 | 17.4 | 13.5 |
Standard Deviation(%) | NA | 3522.7 | 1705.7 | 2757.0 | 1924.1 | 1357.0 | 3147.2 | 2587.2 | 50.4 | 59.3 | 96.9 | 804.1 | 16.8 | 12.4 | 14.2 | 16.8 | 24.8 | 20.8 | 30.8 |
Treynor Ratio | NA | -0.41 | -0.05 | -0.03 | -0.02 | -0.03 | 0.0 | -1.16 | 0.21 | -0.44 | -0.55 | 6.74 | -0.24 | -0.32 | 0.08 | -0.04 | -0.4 | -0.15 | 0.44 |
Alpha | NA | 1244.49 | 264.96 | 692.7 | 337.55 | 168.76 | 971.8 | 608.1 | 0.07 | 0.04 | -0.31 | 80.78 | -0.01 | -0.06 | -0.01 | 0.0 | -0.07 | -0.03 | 0.03 |
Beta | NA | -271.98 | -76.09 | -54.92 | -30.22 | -68.33 | -333.66 | -85.61 | 0.63 | 0.4 | 0.8 | 16.63 | 0.6 | 0.57 | 0.61 | 0.83 | 0.76 | 0.74 | 0.73 |
RSquared | NA | 0.03 | 0.01 | 0.0 | 0.0 | 0.01 | 0.04 | 0.01 | 0.02 | 0.01 | 0.0 | 0.0 | 0.31 | 0.32 | 0.27 | 0.44 | 0.57 | 0.43 | 0.38 |
Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
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 | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/21/2017
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