Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CLY (iShares 10+ Year Credit Bond ETF) | NA | -2.18% | 3.78% | 5.11% | NA | NA | NA | 6.29% |
Data as of 09/13/2018, AR inception is 12/10/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CLY (iShares 10+ Year Credit Bond ETF) | 12/10/2009 | 09/13/2018 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.22 | -2.18 | 3.78 | 5.11 | NA | NA | NA | 6.29 | -5.46 | 9.54 | 8.73 | -5.51 | 16.68 | -7.84 | 10.69 | 16.81 | 10.65 | -0.47 |
| Sharpe Ratio | NA | -0.50 | 0.44 | 0.62 | NA | NA | NA | 0.61 | -1.31 | 1.38 | 1.05 | -0.59 | 2.51 | -0.79 | 1.36 | 1.35 | 0.97 | -0.74 |
| Standard Deviation(%) | NA | 6.51 | 7.33 | 7.64 | NA | NA | NA | 9.02 | 6.80 | 6.47 | 8.10 | 9.33 | 6.63 | 9.97 | 7.87 | 12.40 | 10.86 | 11.13 |
| Draw Down(%) | NA | 8.37 | 9.52 | 11.20 | NA | NA | NA | 14.09 | 7.82 | 3.30 | 9.52 | 11.20 | 4.48 | 14.09 | 3.89 | 4.40 | 7.48 | 2.17 |
| Yield(%) | 0.00 | 3.38 | 3.77 | 4.30 | 4.24 | 2.83 | 2.12 | 5.30 | 2.33 | 3.85 | 3.32 | 4.11 | 4.57 | 4.47 | 4.35 | 4.96 | 5.54 | 0.31 |
Data as of 09/13/2018, AR inception is 12/10/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLY (iShares 10+ Year Credit Bond ETF) |
0.53%
Dec 2012 - Dec 2015 |
2.35%
Apr 2013 - Apr 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLY (iShares 10+ Year Credit Bond ETF) |
11.53%
Feb 2010 - Feb 2013 |
9.80%
Jan 2010 - Jan 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart