Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EVAL (iShares MSCI Emerging Markets Value) | NA | -18.18% | -6.31% | NA | NA | NA | NA | … | … |
Data as of 10/12/2015, Common starting date is 02/13/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EVAL (iShares MSCI Emerging Markets Value) | 02/13/2012 | 10/12/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -18.18 | -6.31 | NA | NA | NA | NA | … | … | -13.27 | -5.61 | -5.53 | 1.59 |
| Sharpe Ratio | NA | -0.61 | -0.23 | NA | NA | NA | NA | … | … | -0.53 | -0.23 | -0.21 | 0.09 |
| Standard Deviation(%) | NA | 31.61 | 27.09 | NA | NA | NA | NA | … | … | 31.83 | 24.76 | 26.46 | 20.38 |
| Draw Down(%) | NA | 28.27 | 30.69 | NA | NA | NA | NA | … | … | 28.27 | 22.33 | 18.39 | 21.02 |
| Yield(%) | 0.00 | 2.64 | 2.46 | 1.67 | 0.84 | 0.56 | 0.42 | … | … | 1.09 | 2.79 | 2.28 | 2.72 |
Data as of 10/12/2015, Common starting date is 02/13/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EVAL (iShares MSCI Emerging Markets Value) |
-6.52%
Sep 2012 – Sep 2015 |
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 |
|---|---|---|---|---|
| EVAL (iShares MSCI Emerging Markets Value) |
5.00%
May 2012 – May 2015 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart