Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ISDX (Invesco RAFI Strategic Developed ex-US ETF) | NA | -4.15% | 17.28% | NA | NA | NA | NA | … | … |
Data as of 04/06/2023, Common starting date is 09/17/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ISDX (Invesco RAFI Strategic Developed ex-US ETF) | 09/17/2018 | 04/06/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.15 | 17.28 | NA | NA | NA | NA | … | … | 3.22 | -7.27 | 15.64 | 4.71 | 17.80 | -11.88 |
| Sharpe Ratio | NA | -0.33 | 0.85 | NA | NA | NA | NA | … | … | 0.51 | -0.40 | 1.08 | 0.13 | 1.04 | -2.12 |
| Standard Deviation(%) | NA | 20.88 | 19.12 | NA | NA | NA | NA | … | … | 14.47 | 21.45 | 14.46 | 33.17 | 15.78 | 17.45 |
| Draw Down(%) | NA | 21.46 | 23.43 | NA | NA | NA | NA | … | … | 6.53 | 23.43 | 7.82 | 38.88 | 14.04 | 14.09 |
| Yield(%) | 0.00 | 6.09 | 5.69 | 3.22 | 1.61 | 1.07 | 0.81 | … | … | 4.36 | 2.98 | 2.89 | 1.39 | 2.75 | 0.84 |
Data as of 04/06/2023, Common starting date is 09/17/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISDX (Invesco RAFI Strategic Developed ex-US ETF) |
1.53%
Sep 2019 – Sep 2022 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ISDX (Invesco RAFI Strategic Developed ex-US ETF) |
17.88%
Mar 2020 – Mar 2023 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart