Intl Stocks
Performance Analytics (From 11/30/2010 To 01/22/2025)
Not up-to-date? TryLast 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 11/30/2010 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 3.6 | 2.4 | 10.8 | 1.7 | 4.4 | 5.4 | 5.0 | 5.2 | 15.5 | -16.0 | 8.6 | 11.3 | 21.6 | -14.4 | 27.5 | 4.1 | -4.3 | -4.2 | 15.1 | 18.3 | -14.4 | 6.6 |
Sharpe Ratio | NA | 1.44 | 0.33 | -0.22 | 0.09 | 0.22 | 0.23 | -0.12 | 0.93 | -0.86 | 0.68 | 0.37 | 1.94 | -1.16 | 3.83 | 0.23 | -0.28 | -0.39 | 1.24 | 1.15 | -0.55 | 7.41 |
Draw Down(%) | NA | 2.7 | 9.8 | 27.9 | 34.7 | 35.7 | 35.7 | 8.4 | 11.7 | 28.5 | 6.9 | 34.7 | 8.0 | 22.8 | 2.0 | 12.0 | 18.1 | 13.3 | 11.0 | 15.9 | 26.6 | 1.7 |
Standard Deviation(%) | NA | 12.4 | 11.9 | 15.3 | 18.6 | 16.1 | 16.4 | 12.0 | 12.2 | 20.2 | 12.7 | 29.4 | 10.4 | 13.5 | 7.1 | 16.8 | 15.3 | 10.7 | 12.2 | 16.0 | 26.1 | 14.5 |
Treynor Ratio | NA | 0.17 | 0.04 | -0.04 | 0.02 | 0.04 | 0.04 | -0.01 | 0.12 | -0.19 | 0.09 | 0.14 | 0.21 | -0.16 | 0.29 | 0.04 | -0.04 | -0.04 | 0.16 | 0.19 | -0.15 | 1.07 |
Alpha | NA | -0.06 | 0.0 | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.02 | -0.01 | 0.02 | 0.0 | 0.0 | 0.01 | 0.0 | -0.01 | 0.0 | -0.01 | 0.0 | -0.01 | -0.06 |
Beta | NA | 1.07 | 0.95 | 0.93 | 0.86 | 0.9 | 0.92 | 0.95 | 0.92 | 0.92 | 0.96 | 0.76 | 0.97 | 1.0 | 0.92 | 0.95 | 0.98 | 0.94 | 0.95 | 0.95 | 0.95 | 1.0 |
RSquared | NA | 0.97 | 0.95 | 0.96 | 0.72 | 0.8 | 0.86 | 0.95 | 0.96 | 0.97 | 0.92 | 0.5 | 0.97 | 0.97 | 0.93 | 0.98 | 0.98 | 0.97 | 0.97 | 0.99 | 0.99 | 0.85 |
Yield(%) | N/A | 0.0 | 3.5 | 3.0 | 3.1 | 3.2 | N/A | 3.5 | 3.6 | 2.5 | 3.2 | 2.3 | 3.7 | 2.6 | 3.4 | 2.4 | 2.7 | 3.2 | 3.0 | 3.4 | 2.6 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | 5.5 | 9.3 | 21.2 | N/A | N/A | 5.5 | 17.7 | -18.7 | 52.5 | -26.0 | 15.4 | -3.6 | 45.0 | -16.3 | -22.1 | 16.6 | 1.0 | 8.9 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/30/2010
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