Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JKL (iShares Morningstar Small-Cap Value ETF) | NA | 28.39% | 12.02% | 5.80% | 11.15% | 7.54% | NA | 9.04% |
Data as of 12/13/2021, AR inception is 07/13/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JKL (iShares Morningstar Small-Cap Value ETF) | 07/13/2004 | 12/13/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.27 | 28.39 | 12.02 | 5.80 | 11.15 | 7.54 | NA | 9.04 | 24.54 | 0.86 | 19.51 | -17.39 | 8.60 | 27.85 | -8.80 | 9.89 | 35.17 | 18.19 | -2.14 | 25.78 | 40.05 | -31.89 | -8.28 | 19.60 | 4.52 | 17.35 |
| Sharpe Ratio | NA | 1.26 | 0.36 | 0.19 | 0.50 | NA | NA | 0.32 | 1.20 | 0.01 | 1.16 | -1.15 | 0.67 | 1.52 | -0.58 | 0.78 | 2.63 | 1.18 | -0.07 | 1.05 | 0.97 | -0.71 | -0.53 | 1.08 | 0.16 | 2.97 |
| Standard Deviation(%) | NA | 21.47 | 31.75 | 26.03 | 21.30 | NA | NA | 24.92 | 21.70 | 47.72 | 15.56 | 16.20 | 11.91 | 18.20 | 15.10 | 12.60 | 13.38 | 15.48 | 29.70 | 24.47 | 41.32 | 46.09 | 21.41 | 15.13 | 15.08 | 13.06 |
| Draw Down(%) | NA | 12.08 | 48.84 | 51.56 | 51.56 | NA | NA | 63.12 | 12.08 | 48.84 | 13.49 | 25.44 | 8.86 | 13.28 | 15.01 | 10.73 | 6.71 | 11.53 | 26.79 | 20.84 | 39.60 | 48.61 | 19.29 | 10.37 | 10.33 | 5.35 |
| Yield(%) | 0.00 | 1.43 | 2.12 | 1.99 | 3.70 | 2.92 | 3.33 | 3.92 | 1.25 | 1.97 | 2.73 | 2.00 | 1.84 | 3.13 | 2.32 | 2.60 | 2.34 | 3.01 | 2.33 | 2.18 | 2.60 | 2.23 | 2.30 | 2.30 | 2.20 | 1.27 |
Data as of 12/13/2021, AR inception is 07/13/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JKL (iShares Morningstar Small-Cap Value ETF) |
-19.73%
Feb 2006 - Feb 2009 |
-5.98%
Mar 2015 - Mar 2020 |
3.85%
Mar 2010 - Mar 2020 |
4.22%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JKL (iShares Morningstar Small-Cap Value ETF) |
36.59%
Feb 2009 - Feb 2012 |
30.60%
Feb 2009 - Feb 2014 |
17.42%
Feb 2009 - Feb 2019 |
8.57%
May 2006 - May 2021 |
Annualized Rolling Returns Comparison Chart