Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IFEU (iShares Europe Developed Real Estate ETF) | NA | -38.91% | -14.95% | -8.70% | 1.76% | NA | NA | -2.43% |
Data as of 08/20/2020, AR inception is 12/27/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IFEU (iShares Europe Developed Real Estate ETF) | 12/27/2007 | 08/20/2020 |
| 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 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -40.16 | -38.91 | -14.95 | -8.70 | 1.76 | NA | NA | -2.43 | -15.82 | 20.76 | -16.37 | 23.78 | -11.49 | 2.99 | 5.46 | 12.55 | 24.54 | -17.62 | 2.29 | 29.88 | -52.56 | 1.04 |
| Sharpe Ratio | NA | -0.73 | -1.15 | -1.23 | -0.85 | NA | NA | -0.71 | -1.03 | -0.21 | -2.50 | 0.40 | -1.86 | -0.79 | -0.93 | -0.37 | 0.28 | -1.16 | -0.63 | 0.28 | -0.92 | 22.93 |
| Standard Deviation(%) | NA | 32.22 | 21.51 | 21.17 | 21.25 | NA | NA | 31.81 | 39.34 | 11.63 | 15.16 | 11.33 | 24.38 | 19.56 | 14.05 | 16.34 | 21.89 | 31.06 | 25.83 | 40.52 | 78.14 | 11.63 |
| Draw Down(%) | NA | 42.61 | 42.61 | 42.61 | 42.61 | NA | NA | 74.37 | 42.61 | 9.22 | 19.53 | 5.24 | 20.15 | 11.65 | 17.54 | 14.16 | 11.41 | 34.25 | 25.92 | 38.08 | 68.00 | 0.00 |
| Yield(%) | 0.00 | 3.15 | 3.79 | 3.38 | 5.06 | 2.34 | 1.76 | 2.93 | 1.18 | 4.68 | 4.05 | 4.36 | 2.45 | 3.56 | 2.89 | 3.52 | 5.33 | 4.11 | 6.29 | 2.81 | 4.14 | 0.00 |
Data as of 08/20/2020, AR inception is 12/27/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IFEU (iShares Europe Developed Real Estate ETF) |
-10.31%
Jan 2008 - Jan 2011 |
-5.24%
Mar 2008 - Mar 2013 |
1.62%
Feb 2008 - Feb 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IFEU (iShares Europe Developed Real Estate ETF) |
22.29%
Mar 2009 - Mar 2012 |
22.04%
Feb 2009 - Feb 2014 |
12.36%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart