Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DEMG (Xtrackers FTSE Emerging Comprehensive Factor ETF) | NA | 6.26% | 4.38% | NA | NA | NA | NA | … | … |
Data as of 11/22/2019, Common starting date is 04/19/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DEMG (Xtrackers FTSE Emerging Comprehensive Factor ETF) | 04/19/2016 | 11/22/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.26 | 4.38 | NA | NA | NA | NA | … | … | 7.07 | -15.96 | 23.87 | -0.33 |
| Sharpe Ratio | NA | 0.27 | 0.23 | NA | NA | NA | NA | … | … | 0.50 | -0.98 | 2.30 | -0.03 |
| Standard Deviation(%) | NA | 13.54 | 14.49 | NA | NA | NA | NA | … | … | 12.72 | 17.58 | 10.16 | 21.30 |
| Draw Down(%) | NA | 9.60 | 23.45 | NA | NA | NA | NA | … | … | 9.60 | 23.45 | 4.43 | 9.26 |
| Yield(%) | 0.00 | 5.79 | 5.40 | 3.40 | 1.70 | 1.13 | 0.85 | … | … | 4.04 | 3.80 | 6.60 | 2.50 |
Data as of 11/22/2019, Common starting date is 04/19/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DEMG (Xtrackers FTSE Emerging Comprehensive Factor ETF) |
1.25%
Sep 2016 – Sep 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DEMG (Xtrackers FTSE Emerging Comprehensive Factor ETF) |
5.84%
May 2016 – May 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart