Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EWEM (Invesco MSCI Emerging Markets Equal Country Weight ETF) | NA | 0.20% | 3.75% | 1.05% | NA | NA | NA | -0.80% |
Data as of 02/28/2020, AR inception is 12/09/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EWEM (Invesco MSCI Emerging Markets Equal Country Weight ETF) | 12/09/2010 | 02/28/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.20 | 3.75 | 1.05 | NA | NA | NA | -0.80 | -2.51 | 11.04 | -13.20 | 27.59 | 9.68 | -18.29 | -2.37 | -4.36 | 17.60 | -23.72 | 3.34 |
| Sharpe Ratio | NA | -0.09 | 0.20 | 0.02 | NA | NA | NA | -0.07 | -1.26 | 0.79 | -0.93 | 2.53 | 0.50 | -0.93 | -0.15 | -0.26 | 0.87 | -0.81 | 3.37 |
| Standard Deviation(%) | NA | 12.00 | 13.15 | 15.79 | NA | NA | NA | 18.42 | 12.53 | 12.17 | 15.66 | 10.72 | 19.00 | 19.80 | 15.73 | 16.82 | 20.40 | 29.47 | 21.82 |
| Draw Down(%) | NA | 10.76 | 21.56 | 33.95 | NA | NA | NA | 43.19 | 6.24 | 10.76 | 21.56 | 3.65 | 13.56 | 28.10 | 16.71 | 19.37 | 20.62 | 32.59 | 3.05 |
| Yield(%) | 0.00 | 2.38 | 2.35 | 1.99 | 1.41 | 0.94 | 0.70 | 1.57 | 0.12 | 2.41 | 1.72 | 2.64 | 2.11 | 2.01 | 1.49 | 1.49 | 2.03 | 1.64 | 0.09 |
Data as of 02/28/2020, AR inception is 12/09/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EWEM (Invesco MSCI Emerging Markets Equal Country Weight ETF) |
-10.12%
Jan 2013 - Jan 2016 |
-7.37%
Jan 2011 - Jan 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EWEM (Invesco MSCI Emerging Markets Equal Country Weight ETF) |
12.00%
Jan 2016 - Jan 2019 |
3.47%
Jun 2013 - Jun 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart