Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AXMT (iShares MSCI ACWI ex US Materials ETF) | NA | -3.47% | -10.01% | NA | NA | NA | NA | … | … |
Data as of 03/25/2014, Common starting date is 07/21/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AXMT (iShares MSCI ACWI ex US Materials ETF) | 07/21/2010 | 03/25/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.96 | -3.47 | -10.01 | NA | NA | NA | NA | … | … | 1.11 | -14.67 | 11.31 | -24.51 | 32.88 |
| Sharpe Ratio | NA | -0.16 | -0.36 | NA | NA | NA | NA | … | … | 0.31 | -0.68 | 0.45 | -0.72 | 3.68 |
| Standard Deviation(%) | NA | 21.22 | 28.28 | NA | NA | NA | NA | … | … | 16.07 | 21.59 | 25.35 | 34.30 | 23.72 |
| Draw Down(%) | NA | 16.46 | 41.06 | NA | NA | NA | NA | … | … | 4.79 | 26.63 | 22.33 | 36.48 | 6.60 |
| Yield(%) | 0.00 | 2.24 | 1.71 | 1.48 | 0.74 | 0.49 | 0.37 | … | … | 0.00 | 2.04 | 2.30 | 1.65 | 0.65 |
Data as of 03/25/2014, Common starting date is 07/21/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AXMT (iShares MSCI ACWI ex US Materials ETF) |
-10.50%
Dec 2010 – Dec 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AXMT (iShares MSCI ACWI ex US Materials ETF) |
-4.37%
Aug 2010 – Aug 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart