Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BIK (SPDR(R) S&P(R) BRIC 40 ETF SPDR(R) S&P(R) BRIC 40 ETF) | NA | -12.85% | -16.18% | -11.37% | -5.69% | NA | NA | -4.32% |
Data as of 01/30/2018, AR inception is 06/25/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BIK (SPDR(R) S&P(R) BRIC 40 ETF SPDR(R) S&P(R) BRIC 40 ETF) | 06/25/2007 | 01/30/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.84 | -12.85 | -16.18 | -11.37 | -5.69 | NA | NA | -4.32 | -4.23 | -10.62 | -21.29 | -12.43 | -4.86 | 0.10 | 14.13 | -18.01 | 11.30 | 78.39 | -54.15 | 34.35 |
| Sharpe Ratio | NA | -0.59 | -0.53 | -0.41 | -0.15 | NA | NA | -0.12 | -1.88 | -0.49 | -0.53 | -0.53 | -0.25 | 0.00 | 0.66 | -0.56 | 0.42 | 1.74 | -0.74 | 1.64 |
| Standard Deviation(%) | NA | 22.98 | 31.30 | 28.28 | 38.36 | NA | NA | 36.94 | 22.88 | 23.20 | 40.67 | 23.71 | 19.57 | 18.18 | 21.61 | 32.39 | 26.45 | 45.11 | 74.09 | 45.07 |
| Draw Down(%) | NA | 17.21 | 50.48 | 50.61 | 68.13 | NA | NA | 69.55 | 5.78 | 13.89 | 31.74 | 29.08 | 20.58 | 20.88 | 23.11 | 33.87 | 18.31 | 25.83 | 68.13 | 18.84 |
| Yield(%) | 0.00 | 0.00 | 0.94 | 1.58 | 1.57 | 1.24 | 0.93 | 1.86 | 0.00 | 0.00 | 0.47 | 2.44 | 3.27 | 2.41 | 2.47 | 2.26 | 1.64 | 1.90 | 1.42 | 0.53 |
Data as of 01/30/2018, AR inception is 06/25/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BIK (SPDR(R) S&P(R) BRIC 40 ETF SPDR(R) S&P(R) BRIC 40 ETF) |
-17.90%
Nov 2014 - Nov 2017 |
-10.24%
May 2012 - May 2017 |
-6.15%
Dec 2007 - Dec 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BIK (SPDR(R) S&P(R) BRIC 40 ETF SPDR(R) S&P(R) BRIC 40 ETF) |
29.47%
Feb 2009 - Feb 2012 |
14.47%
Nov 2008 - Nov 2013 |
-4.06%
Oct 2007 - Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart