Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EMSWF (iShares IV Public Limited Company – iShares Edge MSCI World Multifactor UCITS ETF) | NA | -15.39% | 4.20% | 3.81% | NA | NA | NA | … | … |
Data as of 12/29/2022, Common starting date is 09/08/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EMSWF (iShares IV Public Limited Company – iShares Edge MSCI World Multifactor UCITS ETF) | 09/08/2015 | 12/29/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -15.39 | 4.20 | 3.81 | NA | NA | NA | … | … | -15.00 | 16.97 | 10.69 | 21.49 | -12.37 | 26.45 | 4.59 | 3.91 |
| Sharpe Ratio | NA | -0.65 | 0.16 | 0.15 | NA | NA | NA | … | … | -0.63 | 1.97 | 0.37 | 1.62 | -0.92 | 3.92 | 0.30 | 0.88 |
| Standard Deviation(%) | NA | 25.69 | 22.73 | 19.01 | NA | NA | NA | … | … | 26.13 | 14.10 | 27.97 | 12.43 | 14.84 | 6.62 | 14.61 | 14.46 |
| Draw Down(%) | NA | 16.00 | 34.49 | 34.49 | NA | NA | NA | … | … | 16.00 | 5.50 | 34.49 | 7.35 | 20.38 | 2.13 | 13.04 | 6.25 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/29/2022, Common starting date is 09/08/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMSWF (iShares IV Public Limited Company – iShares Edge MSCI World Multifactor UCITS ETF) |
0.11%
Mar 2017 – Mar 2020 |
5.99%
Oct 2015 – Oct 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EMSWF (iShares IV Public Limited Company – iShares Edge MSCI World Multifactor UCITS ETF) |
17.41%
Dec 2018 – Dec 2021 |
12.96%
Jun 2016 – Jun 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart