Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CSJ (iShares 1-3 Year Credit Bond ETF) | NA | 0.11% | 1.10% | 1.06% | 2.12% | NA | NA | 2.68% |
Data as of 07/31/2018, AR inception is 01/11/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CSJ (iShares 1-3 Year Credit Bond ETF) | 01/11/2007 | 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 (%) | 0.04 | 0.11 | 1.10 | 1.06 | 2.12 | NA | NA | 2.68 | -0.79 | -0.38 | 0.33 | -0.55 | -0.27 | -0.02 | 1.23 | -0.08 | 0.31 | 3.09 | -0.20 | 0.86 |
| Sharpe Ratio | NA | -23.32 | -23.94 | -21.41 | -4.59 | NA | NA | -4.74 | -20.30 | -20.19 | -31.00 | -16.49 | -21.99 | -14.89 | -10.65 | -9.36 | -9.05 | -3.16 | -1.57 | -8.11 |
| Standard Deviation(%) | NA | 0.92 | 1.02 | 1.03 | 4.37 | NA | NA | 4.21 | 0.91 | 0.98 | 1.09 | 1.16 | 0.85 | 1.25 | 1.64 | 1.99 | 2.02 | 4.91 | 12.50 | 2.69 |
| Draw Down(%) | NA | 1.96 | 2.44 | 2.44 | 11.78 | NA | NA | 12.46 | 0.99 | 1.03 | 1.40 | 1.24 | 0.78 | 1.19 | 0.74 | 1.69 | 1.50 | 4.79 | 12.46 | 1.37 |
| Yield(%) | 0.00 | 1.81 | 1.57 | 1.34 | 1.95 | 1.76 | 1.32 | 2.39 | 0.98 | 1.65 | 1.46 | 1.18 | 0.94 | 1.17 | 1.46 | 1.90 | 2.53 | 3.85 | 3.91 | 4.67 |
Data as of 07/31/2018, AR inception is 01/11/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSJ (iShares 1-3 Year Credit Bond ETF) |
0.82%
Dec 2012 - Dec 2015 |
0.93%
Feb 2013 - Feb 2018 |
2.00%
Feb 2008 - Feb 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSJ (iShares 1-3 Year Credit Bond ETF) |
5.83%
Oct 2008 - Oct 2011 |
4.20%
Feb 2007 - Feb 2012 |
2.72%
Feb 2007 - Feb 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart