Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JPMV (iShares Edge MSCI Min Vol Japan ETF) | NA | -2.46% | 0.63% | 3.71% | NA | NA | NA | … | … |
Data as of 08/20/2020, Common starting date is 06/05/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JPMV (iShares Edge MSCI Min Vol Japan ETF) | 06/05/2014 | 08/20/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.15 | -2.46 | 0.63 | 3.71 | NA | NA | NA | … | … | -9.43 | 11.73 | -6.00 | 21.12 | 2.98 | 15.64 | -1.54 |
| Sharpe Ratio | NA | -0.16 | -0.03 | 0.21 | NA | NA | NA | … | … | -0.63 | 1.13 | -0.58 | 2.71 | 0.18 | 0.95 | -0.20 |
| Standard Deviation(%) | NA | 19.22 | 14.32 | 14.27 | NA | NA | NA | … | … | 23.50 | 9.17 | 12.65 | 7.59 | 15.48 | 16.41 | 13.50 |
| Draw Down(%) | NA | 25.44 | 25.44 | 25.44 | NA | NA | NA | … | … | 24.78 | 4.78 | 14.51 | 4.35 | 8.31 | 12.11 | 8.40 |
| Yield(%) | 0.00 | 4.74 | 2.60 | 2.72 | 1.65 | 1.10 | 0.82 | … | … | 1.02 | 4.65 | 1.31 | 1.71 | 3.20 | 1.34 | 0.89 |
Data as of 08/20/2020, Common starting date is 06/05/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPMV (iShares Edge MSCI Min Vol Japan ETF) |
-0.29%
Jul 2017 – Jul 2020 |
2.54%
Jul 2015 – Jul 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JPMV (iShares Edge MSCI Min Vol Japan ETF) |
12.99%
Dec 2014 – Dec 2017 |
8.66%
Dec 2014 – Dec 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart