Intl Bonds
Performance Analytics (From 03/18/1992 To 06/02/2023)
Not up-to-date? TryLast 1 Week* | YTD*(2023) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Inception** | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
AR(%) | 0.9 | 0.0 | -7.7 | -5.8 | -3.2 | -1.7 | -0.6 | 3.4 | -20.0 | -7.8 | 9.8 | 5.2 | -2.6 | 10.4 | 0.3 | -6.9 | -2.9 | -5.2 | 4.1 | 5.7 | 0.2 | 6.7 | 2.4 | 9.9 | 8.2 | -8.2 | 13.1 | 19.9 | 23.5 | -1.7 | -1.2 | -8.2 | 17.9 | -5.9 | 6.4 | 24.4 | 1.5 | 12.3 | 9.3 |
SR | NA | -0.48 | -0.98 | -0.88 | -0.57 | -0.32 | NA | 0.21 | -2.09 | -1.57 | 1.1 | 0.8 | -0.64 | 1.46 | 0.01 | -0.85 | -0.52 | -0.71 | 0.71 | 0.73 | 0.01 | 0.58 | 0.12 | 1.09 | 0.65 | -1.23 | 1.11 | 1.75 | 2.51 | -0.39 | -0.53 | -1.43 | 1.72 | -6.91 | 0.51 | 1.88 | -0.16 | 1.13 | 0.7 |
DD(%) | NA | 6.8 | 15.9 | 32.7 | 32.7 | 32.7 | NA | 32.7 | 27.4 | 8.7 | 13.6 | 2.8 | 10.1 | 4.4 | 13.2 | 7.9 | 8.3 | 9.1 | 3.4 | 7.1 | 11.2 | 8.6 | 16.9 | 4.9 | 4.4 | 10.2 | 8.3 | 10.1 | 3.9 | 10.2 | 12.8 | 11.2 | 4.5 | 13.3 | 4.1 | 5.5 | 5.4 | 5.1 | 12.7 |
SD(%) | NA | 9.5 | 11.1 | 7.8 | 7.6 | 7.4 | NA | 8.8 | 10.3 | 5.0 | 8.6 | 4.7 | 6.2 | 6.7 | 8.1 | 8.1 | 5.7 | 7.3 | 5.7 | 7.8 | 9.6 | 11.4 | 12.4 | 6.3 | 7.7 | 8.5 | 10.9 | 11.0 | 8.9 | 10.4 | 10.0 | 8.0 | 8.5 | 8.8 | 5.7 | 10.9 | 9.0 | 9.0 | 13.6 |
TR | NA | -0.05 | -0.11 | -0.07 | -0.04 | -0.02 | NA | 0.02 | -0.21 | -0.08 | 0.09 | 0.04 | -0.04 | 0.1 | 0.0 | -0.07 | -0.03 | -0.05 | 0.04 | 0.06 | 0.0 | 0.07 | 0.01 | 0.07 | 0.05 | -0.1 | 0.12 | 0.19 | 0.22 | -0.04 | -0.05 | -0.11 | 0.15 | -0.61 | 0.03 | 0.21 | -0.01 | 0.1 | 0.09 |
Alpha(%) | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Beta(%) | NA | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | NA | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 |
RS | NA | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | NA | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/18/1992
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- EDF (Stone Harbor Emerging Mkts Income) -17%
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- GMDFX (GMO Emerging Country Debt IV) 10%
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- EBND (SPDR Barclays Emerging Mkts Lcl Bd ETF) 4%
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- LBF (DWS Global High Income) 10%
- TEI (Templeton Emerg Mkts Income) 10%
- ESD (Western Asset Emerging Markets Debt) 10%
- EMD (Western Asset Emerging Mkts Income) 9%
- MSD (MS Emerging Markets Debt Common) 9%
- EDD (Morgan Stanley Emrgng Mkts Domestic Debt) 7%
- GHI (Global High Income) 6%
- SBW (Western Asset Worldwide Inc) 5%
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