Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BRAZ (Global X Brazil Active ETF) | NA | 20.00% | -0.94% | -3.06% | NA | NA | NA | -1.55% |
Data as of 10/12/2017, AR inception is 06/23/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BRAZ (Global X Brazil Active ETF) | 06/23/2010 | 10/12/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.30 | 20.00 | -0.94 | -3.06 | NA | NA | NA | -1.55 | 28.09 | 49.61 | -39.03 | -17.52 | -13.59 | 12.90 | -21.17 | 20.95 |
| Sharpe Ratio | NA | 0.66 | 0.00 | -0.11 | NA | NA | NA | -0.06 | 1.23 | 1.57 | -1.14 | -0.61 | -0.63 | 0.65 | -0.66 | 1.94 |
| Standard Deviation(%) | NA | 29.60 | 32.85 | 29.08 | NA | NA | NA | 28.33 | 29.91 | 31.54 | 34.33 | 28.92 | 21.52 | 19.91 | 32.04 | 22.30 |
| Draw Down(%) | NA | 17.82 | 55.50 | 64.45 | NA | NA | NA | 67.88 | 16.73 | 17.82 | 42.07 | 31.99 | 27.60 | 22.53 | 35.89 | 8.93 |
| Yield(%) | 0.00 | 1.26 | 1.77 | 2.35 | 1.57 | 1.04 | 0.78 | 2.24 | 0.00 | 2.02 | 1.82 | 3.01 | 4.44 | 3.08 | 1.83 | 1.63 |
Data as of 10/12/2017, AR inception is 06/23/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRAZ (Global X Brazil Active ETF) |
-26.72%
Jan 2013 - Jan 2016 |
-17.31%
Dec 2010 - Dec 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BRAZ (Global X Brazil Active ETF) |
1.09%
Sep 2011 - Sep 2014 |
-3.02%
Aug 2012 - Aug 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart