Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FEZ (SPDR EURO STOXX 50 ETF) | 23.55% | 19.32% | 21.21% | 13.75% | 7.48% | 7.36% | 5.53% | 7.35% |
Data as of 06/27/2025, AR inception is 10/21/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FEZ (SPDR EURO STOXX 50 ETF) | 10/21/2002 | 06/27/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.69 | 19.32 | 21.21 | 13.75 | 7.48 | 7.36 | 5.53 | 7.35 | 23.55 | 3.58 | 27.16 | -14.27 | 14.84 | 4.84 | 26.04 | -15.85 | 24.81 | 0.66 | -3.99 | -9.75 | 25.81 | 22.70 | -16.34 | -7.95 | 25.31 | -43.00 | 20.39 | 31.86 | 8.45 | 16.85 | 43.43 | 0.24 |
| Sharpe Ratio | NA | 0.79 | 0.89 | 0.58 | 0.26 | NA | NA | 0.23 | 2.18 | -0.19 | 1.38 | -0.53 | 0.95 | 0.12 | 1.88 | -1.03 | 2.15 | 0.02 | -0.19 | -0.59 | 1.41 | 0.87 | -0.40 | -0.24 | 0.66 | -0.88 | 0.88 | 1.75 | 0.46 | 0.90 | 1.67 | 0.01 |
| Standard Deviation(%) | NA | 20.45 | 20.09 | 20.74 | 21.47 | NA | NA | 25.64 | 23.68 | 15.86 | 16.81 | 29.46 | 15.62 | 37.12 | 13.08 | 16.75 | 11.31 | 22.48 | 20.98 | 16.67 | 18.31 | 26.36 | 40.84 | 33.11 | 38.29 | 49.92 | 19.85 | 16.42 | 13.75 | 17.61 | 25.54 | 35.96 |
| Draw Down(%) | NA | 16.07 | 17.99 | 35.05 | 39.69 | NA | NA | 64.21 | 16.07 | 11.48 | 14.35 | 33.68 | 8.63 | 38.95 | 8.58 | 25.29 | 3.13 | 13.82 | 16.68 | 18.51 | 9.82 | 23.85 | 37.78 | 30.28 | 36.22 | 56.59 | 11.98 | 13.64 | 9.16 | 14.11 | 23.13 | 7.69 |
| Yield(%) | 0.00 | 0.48 | 2.86 | 3.14 | 2.80 | 3.55 | 3.34 | 5.02 | 0.00 | 3.00 | 3.35 | 2.51 | 2.90 | 2.15 | 3.22 | 2.81 | 2.96 | 3.33 | 2.83 | 3.41 | 3.28 | 4.13 | 4.15 | 2.89 | 3.69 | 3.14 | 4.75 | 3.01 | 2.48 | 2.36 | 2.55 | 0.00 |
Data as of 06/27/2025, AR inception is 10/21/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEZ (SPDR EURO STOXX 50 ETF) |
-16.84%
Jun 2007 - Jun 2010 |
-12.15%
May 2007 - May 2012 |
-1.53%
Nov 2006 - Nov 2016 |
-1.32%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FEZ (SPDR EURO STOXX 50 ETF) |
31.35%
Mar 2003 - Mar 2006 |
24.06%
Mar 2003 - Mar 2008 |
8.02%
Sep 2011 - Sep 2021 |
8.38%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart