Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CA (Xtrackers California Municipal Bond ETF) | NA | 81.35% | 27.59% | 20.18% | 16.55% | 7.69% | 2.71% | … | … |
Data as of 06/07/2019, Common starting date is 09/06/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CA (Xtrackers California Municipal Bond ETF) | 09/06/1984 | 06/07/2019 |
| 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 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 81.35 | 27.59 | 20.18 | 16.55 | 7.69 | 2.71 | … | … | 10.83 | 81.25 | 5.97 | 13.82 | -2.91 | -6.44 | 58.55 | 13.17 | -16.54 | 9.64 | 22.20 | -25.14 | 10.85 | -19.09 | -8.85 | 13.92 | 103.20 | -60.65 | 77.28 | -72.05 | 64.32 | -19.44 | 60.06 | 31.45 | 76.36 | 21.83 | 98.36 | 79.23 | 48.37 | -37.41 | -21.57 | -0.39 | 132.73 | 57.14 | 80.65 | 9.15 |
| Sharpe Ratio | NA | 1.53 | 0.81 | 0.68 | 0.62 | NA | NA | … | … | 0.45 | 1.96 | 0.24 | 0.65 | -0.14 | -0.35 | 3.53 | 0.58 | -0.56 | 0.40 | 0.62 | -0.49 | 0.36 | -1.03 | -0.56 | 0.49 | 2.33 | -0.78 | 1.20 | -0.90 | 1.16 | -0.35 | 1.15 | 0.58 | 1.76 | 0.43 | 2.11 | 1.49 | 0.85 | -0.58 | -0.72 | -0.15 | 1.95 | 1.29 | 0.68 | 0.66 |
| Standard Deviation(%) | NA | 52.32 | 32.92 | 28.37 | 26.39 | NA | NA | … | … | 55.58 | 40.77 | 22.00 | 20.94 | 20.90 | 18.53 | 16.60 | 22.91 | 29.35 | 23.80 | 35.54 | 52.79 | 21.82 | 21.86 | 19.51 | 26.42 | 43.93 | 79.20 | 64.05 | 84.80 | 52.58 | 64.20 | 49.00 | 47.37 | 41.14 | 44.27 | 45.35 | 51.14 | 52.51 | 72.93 | 38.11 | 34.46 | 65.68 | 40.77 | 110.60 | 38.55 |
| Draw Down(%) | NA | 13.25 | 13.83 | 21.41 | 26.72 | NA | NA | … | … | 13.25 | 11.91 | 13.83 | 12.25 | 21.41 | 24.00 | 7.42 | 19.69 | 26.72 | 24.54 | 18.34 | 45.66 | 16.89 | 34.72 | 15.39 | 22.37 | 23.52 | 80.11 | 39.39 | 75.02 | 36.17 | 55.80 | 23.62 | 27.45 | 25.98 | 37.64 | 18.22 | 33.31 | 30.68 | 70.45 | 50.87 | 25.29 | 46.62 | 20.79 | 60.32 | 14.67 |
| Yield(%) | 0.00 | 0.70 | 2.34 | 2.96 | 4.10 | 1.92 | 0.84 | … | … | 0.00 | 2.28 | 3.16 | 3.60 | 3.26 | 3.02 | 4.40 | 4.93 | 0.77 | 0.70 | 0.85 | 0.65 | 0.69 | 0.57 | 0.39 | 0.30 | 0.57 | 0.24 | 0.43 | 0.11 | 0.19 | 0.15 | 0.19 | 0.21 | 0.36 | 0.48 | 0.69 | 0.87 | 1.29 | 0.78 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/07/2019, Common starting date is 09/06/1984
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CA (Xtrackers California Municipal Bond ETF) |
-45.91%
Sep 1999 – Sep 2002 |
-27.32%
Sep 1997 – Sep 2002 |
-10.40%
Jun 1999 – Jun 2009 |
-5.01%
Dec 1997 – Dec 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CA (Xtrackers California Municipal Bond ETF) |
87.64%
Dec 1984 – Dec 1987 |
77.90%
Sep 1991 – Sep 1996 |
39.98%
Nov 1985 – Nov 1995 |
36.73%
Nov 1984 – Nov 1999 |
Annualized Rolling Returns Comparison Chart