Intl Bonds
Performance Analytics (From 03/04/1992 To 02/16/2024)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 03/04/1992 |
2024 | 2023 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.1 | 0.1 | -8.7 | -3.1 | -1.9 | -0.0 | 0.7 | 2.8 | -0.4 | 1.1 | -20.0 | -7.1 | 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 | -9.8 | 15.5 | -7.1 | 5.0 | 24.4 | 1.4 | 8.6 | 2.8 |
| Sharpe Ratio | NA | -0.48 | -1.3 | -0.58 | -0.39 | NA | NA | 0.13 | -3.52 | -0.31 | -2.09 | -1.45 | 1.1 | 0.79 | -0.64 | 1.45 | 0.0 | -0.86 | -0.52 | -0.71 | 0.71 | 0.73 | 0.01 | 0.58 | 0.12 | 1.08 | 0.63 | -1.24 | 1.11 | 1.74 | 2.51 | -0.4 | -0.54 | -1.29 | 1.41 | -1.2 | 0.23 | 1.91 | -0.18 | 0.68 | 0.08 |
| Draw Down(%) | NA | 9.7 | 31.3 | 32.7 | 32.7 | NA | NA | 32.7 | 1.0 | 10.9 | 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 | 12.8 | 4.5 | 13.3 | 4.0 | 5.5 | 5.4 | 5.8 | 13.8 |
| Standard Deviation(%) | NA | 7.6 | 8.1 | 7.7 | 7.4 | NA | NA | 8.8 | 1.9 | 8.5 | 10.3 | 4.9 | 8.6 | 4.7 | 6.2 | 6.7 | 8.1 | 8.1 | 5.6 | 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 | 10.2 | 8.5 | 8.9 | 5.9 | 10.7 | 9.1 | 9.5 | 12.4 |
| Treynor Ratio | NA | -0.04 | -0.11 | -0.04 | -0.03 | NA | NA | 0.01 | -0.07 | -0.03 | -0.21 | -0.07 | 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 | -0.13 | 0.12 | -0.11 | 0.01 | 0.2 | -0.02 | 0.06 | 0.01 |
| Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | NA | 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 | 0.0 | 0.0 |
| Beta | NA | 1.0 | 1.0 | 1.0 | 1.0 | NA | 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 | 1.0 | 1.0 |
| RSquared | NA | 1.0 | 1.0 | 1.0 | 1.0 | NA | 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 | 1.0 | 1.0 |
| Yield(%) | N/A | 100.1 | 25.4 | 17.2 | 8.4 | 7.0 | 5.9 | N/A | 99.9 | 0.0 | 0.0 | 0.7 | 1.7 | 0.0 | 2.7 | 0.4 | 0.0 | 1.9 | 2.3 | 0.2 | 1.8 | 2.3 | 4.5 | 4.5 | 5.1 | 4.5 | 2.4 | 3.7 | 4.7 | 8.0 | 2.5 | 0.0 | 1.6 | 5.4 | 1.6 | 0.3 | 6.1 | 8.7 | 5.6 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | N/A | 1728.5 | 1030.6 | 149.1 | 86.2 | N/A | N/A | N/A | N/A | -100.0 | -56.0 | N/A | -100.0 | 661.3 | N/A | -100.0 | -18.5 | 871.8 | -87.5 | -19.0 | -51.2 | 1.5 | -15.0 | 22.0 | 92.0 | -40.6 | -15.9 | -33.0 | 274.2 | N/A | -100.0 | -74.8 | 297.1 | 362.2 | -94.9 | -18.9 | 49.5 | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/04/1992
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