Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| FTY (iShares Real Estate 50) | NA | 101,634.61% | 118.47% | 64.53% | 31.75% | NA | NA | 30.31% |
Data as of 04/26/2018, AR inception is 05/07/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FTY (iShares Real Estate 50) | 05/07/2007 | 04/26/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.33 | 101,634.61 | 118.47 | 64.53 | 31.75 | NA | NA | 30.31 | 12,405.56 | 295.14 | -97.94 | 3.89 | 29.12 | -0.99 | 16.71 | 9.16 | 26.15 | 27.05 | -37.19 | -18.66 |
| Sharpe Ratio | NA | -0.42 | -0.06 | 0.67 | NA | NA | NA | -0.03 | 116,705.34 | NA | -0.23 | -0.91 | 1.01 | -1.32 | -0.15 | -0.34 | 0.29 | 0.13 | -0.85 | -1.96 |
| Standard Deviation(%) | NA | 77.64 | 83.73 | 14.73 | NA | NA | NA | 38.76 | 3,457.67 | NA | 572.97 | 16.15 | 10.50 | 14.83 | 12.48 | 27.49 | 26.38 | 64.00 | 66.66 | 26.53 |
| Draw Down(%) | NA | 381.79 | 381.79 | 381.79 | 381.79 | NA | NA | 381.79 | 99.26 | 381.79 | 99.67 | 15.79 | 6.80 | 18.53 | 9.02 | 21.59 | 15.07 | 40.88 | 62.10 | 22.32 |
| Yield(%) | 0.00 | 0.00 | 2.30 | 2.88 | 3.15 | 2.05 | 1.53 | 3.07 | 0.00 | 0.00 | 4.20 | 3.57 | 4.32 | 3.60 | 3.91 | 4.08 | 4.36 | 4.39 | 5.56 | 2.77 |
Data as of 04/26/2018, AR inception is 05/07/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTY (iShares Real Estate 50) |
-82.75%
Nov 2013 - Nov 2016 |
-63.82%
Nov 2011 - Nov 2016 |
-24.81%
Aug 2007 - Aug 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FTY (iShares Real Estate 50) |
119.80%
Feb 2015 - Feb 2018 |
69.06%
Jan 2013 - Jan 2018 |
33.97%
Feb 2008 - Feb 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart