Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CIU (iShares Intermediate Credit Bond ETF) | NA | -0.65% | 1.76% | 2.20% | 3.96% | NA | NA | 4.23% |
Data as of 07/31/2018, AR inception is 01/12/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CIU (iShares Intermediate Credit Bond ETF) | 01/12/2007 | 07/31/2018 |
| 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 (%) | 0.24 | -0.65 | 1.76 | 2.20 | 3.96 | NA | NA | 4.23 | -0.94 | 3.50 | 3.11 | 0.58 | 3.86 | -0.42 | 6.93 | 5.82 | 6.82 | 12.68 | -0.75 | 6.09 |
| Sharpe Ratio | NA | -0.93 | 0.54 | 0.77 | 0.82 | NA | NA | 0.78 | -1.47 | 1.33 | 1.15 | 0.19 | 1.79 | -0.15 | 3.10 | 1.49 | 1.83 | 1.67 | -0.17 | 0.91 |
| Standard Deviation(%) | NA | 1.79 | 2.29 | 2.44 | 4.59 | NA | NA | 4.57 | 1.91 | 2.17 | 2.53 | 2.93 | 2.15 | 3.11 | 2.24 | 3.88 | 3.67 | 7.52 | 10.07 | 3.66 |
| Draw Down(%) | NA | 2.80 | 3.24 | 3.24 | 13.45 | NA | NA | 14.46 | 2.31 | 1.20 | 3.24 | 1.96 | 0.98 | 4.56 | 0.91 | 2.35 | 3.77 | 5.67 | 14.46 | 2.14 |
| Yield(%) | 0.00 | 2.59 | 2.46 | 2.49 | 3.40 | 2.74 | 2.05 | 3.74 | 1.36 | 2.53 | 2.27 | 2.46 | 2.49 | 2.64 | 3.01 | 3.82 | 4.32 | 4.98 | 4.46 | 5.06 |
Data as of 07/31/2018, AR inception is 01/12/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CIU (iShares Intermediate Credit Bond ETF) |
1.19%
Apr 2015 - Apr 2018 |
1.48%
Apr 2013 - Apr 2018 |
3.71%
Feb 2008 - Feb 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CIU (iShares Intermediate Credit Bond ETF) |
11.41%
Oct 2008 - Oct 2011 |
8.16%
Oct 2008 - Oct 2013 |
4.57%
Jul 2007 - Jul 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart