Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| IPE (SPDR Bloomberg Barclays TIPS ETF) | NA | 7.68% | 1.90% | 2.17% | 3.32% | NA | NA | 4.05% |
Data as of 09/24/2019, AR inception is 05/31/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IPE (SPDR Bloomberg Barclays TIPS ETF) | 05/31/2007 | 09/24/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.39 | 7.68 | 1.90 | 2.17 | 3.32 | NA | NA | 4.05 | 8.21 | -1.53 | 2.14 | 4.31 | -2.28 | 4.57 | -9.44 | 6.60 | 13.85 | 6.26 | 10.24 | -1.89 | 9.89 |
| Sharpe Ratio | NA | 1.53 | 0.22 | 0.32 | 0.56 | NA | NA | 0.51 | 2.41 | -0.86 | 0.38 | 0.83 | -0.37 | 0.93 | -1.52 | 1.39 | 2.00 | 1.03 | 1.18 | -0.21 | 1.90 |
| Standard Deviation(%) | NA | 4.01 | 3.87 | 4.66 | 5.28 | NA | NA | 6.71 | 4.10 | 3.30 | 3.98 | 4.90 | 6.17 | 4.90 | 6.25 | 4.75 | 6.92 | 5.98 | 8.62 | 13.21 | 7.70 |
| Draw Down(%) | NA | 2.57 | 4.96 | 5.88 | 11.92 | NA | NA | 14.38 | 2.57 | 3.42 | 2.83 | 5.44 | 5.88 | 3.54 | 11.32 | 2.49 | 3.64 | 5.44 | 4.79 | 14.38 | 3.33 |
| Yield(%) | 0.00 | 2.62 | 2.64 | 1.88 | 2.34 | 2.35 | 1.76 | 2.94 | 2.15 | 2.69 | 3.02 | 1.47 | 0.13 | 1.70 | 1.00 | 1.92 | 4.32 | 2.41 | 2.04 | 5.45 | 3.64 |
Data as of 09/24/2019, AR inception is 05/31/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IPE (SPDR Bloomberg Barclays TIPS ETF) |
-2.55%
Dec 2012 - Dec 2015 |
-0.61%
Nov 2012 - Nov 2017 |
2.54%
Feb 2008 - Feb 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IPE (SPDR Bloomberg Barclays TIPS ETF) |
11.80%
Oct 2008 - Oct 2011 |
8.46%
Jun 2007 - Jun 2012 |
4.14%
Jun 2007 - Jun 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart