Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BZF (WisdomTree Brazilian Real Strategy Fund) | NA | 3.88% | 1.11% | -2.95% | 0.58% | NA | NA | … | … |
Data as of 06/28/2019, Common starting date is 05/23/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BZF (WisdomTree Brazilian Real Strategy Fund) | 05/23/2008 | 06/28/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.88 | 1.11 | -2.95 | 0.58 | NA | NA | … | … | 0.18 | -8.61 | 6.81 | 35.24 | -25.58 | -2.14 | -8.51 | -2.88 | -5.29 | 12.62 | 34.05 | -17.76 |
| Sharpe Ratio | NA | 0.14 | 0.01 | -0.20 | 0.01 | NA | NA | … | … | -0.11 | -0.58 | 0.34 | 1.77 | -1.30 | -0.14 | -0.65 | -0.27 | -0.34 | 0.94 | 1.57 | -0.64 |
| Standard Deviation(%) | NA | 16.69 | 17.18 | 18.42 | 16.03 | NA | NA | … | … | 11.82 | 17.26 | 18.06 | 19.67 | 19.65 | 15.46 | 13.12 | 10.94 | 15.66 | 13.40 | 21.59 | 44.44 |
| Draw Down(%) | NA | 11.12 | 22.70 | 39.62 | 48.87 | NA | NA | … | … | 5.99 | 22.70 | 8.43 | 10.38 | 32.78 | 16.21 | 18.57 | 16.57 | 18.57 | 8.77 | 12.82 | 38.14 |
| Yield(%) | 0.00 | 1.23 | 0.41 | 0.20 | 4.09 | 2.68 | 2.01 | … | … | 0.00 | 1.07 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 21.34 | 12.05 | 1.53 | 2.79 |
Data as of 06/28/2019, Common starting date is 05/23/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BZF (WisdomTree Brazilian Real Strategy Fund) |
-13.23%
Jan 2013 – Jan 2016 |
-9.33%
Dec 2010 – Dec 2015 |
-1.17%
Aug 2008 – Aug 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BZF (WisdomTree Brazilian Real Strategy Fund) |
19.96%
Feb 2009 – Feb 2012 |
7.44%
Feb 2009 – Feb 2014 |
3.36%
Jan 2009 – Jan 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart