Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DBKO (Xtrackers MSCI South Korea Hedged Equity ETF) | NA | 7.20% | 6.30% | 3.90% | NA | NA | NA | … | … |
Data as of 11/22/2019, Common starting date is 01/27/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DBKO (Xtrackers MSCI South Korea Hedged Equity ETF) | 01/27/2014 | 11/22/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.20 | 6.30 | 3.90 | NA | NA | NA | … | … | 8.63 | -16.69 | 28.06 | 9.97 | -3.24 | -5.04 |
| Sharpe Ratio | NA | 0.40 | 0.38 | 0.22 | NA | NA | NA | … | … | 0.58 | -1.12 | 2.57 | 0.67 | -0.20 | -0.51 |
| Standard Deviation(%) | NA | 14.20 | 13.71 | 14.50 | NA | NA | NA | … | … | 13.98 | 16.16 | 10.71 | 14.56 | 16.09 | 10.62 |
| Draw Down(%) | NA | 13.73 | 23.58 | 23.58 | NA | NA | NA | … | … | 13.73 | 21.15 | 5.91 | 6.21 | 21.57 | 11.27 |
| Yield(%) | 0.00 | 2.88 | 2.24 | 1.43 | 0.69 | 0.46 | 0.35 | … | … | 2.94 | 2.56 | 0.00 | 0.54 | 0.13 | 0.00 |
Data as of 11/22/2019, Common starting date is 01/27/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DBKO (Xtrackers MSCI South Korea Hedged Equity ETF) |
0.36%
Feb 2014 – Feb 2017 |
0.66%
Aug 2014 – Aug 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DBKO (Xtrackers MSCI South Korea Hedged Equity ETF) |
11.29%
Aug 2015 – Aug 2018 |
3.28%
Oct 2014 – Oct 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart