Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
JPP (SPDR(R) RUSSELL/NOMURA PRIME(TM) JAPAN ETF SPDR(R) RUSSELL/NOMURA PRIME(TM) JAPAN ETF) | NA | -9.98% | -1.39% | 3.21% | NA | NA | NA | -1.21% |
Data as of 08/24/2016, AR inception is 11/15/2006
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
JPP (SPDR(R) RUSSELL/NOMURA PRIME(TM) JAPAN ETF SPDR(R) RUSSELL/NOMURA PRIME(TM) JAPAN ETF) | 11/15/2006 | 08/24/2016 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -18.47 | -9.98 | -1.39 | 3.21 | NA | NA | NA | -1.21 | -16.21 | 10.55 | -5.63 | 26.57 | 6.65 | -11.99 | 12.14 | 3.30 | -24.26 | -6.57 | 5.27 |
Sharpe Ratio | NA | -0.30 | -0.07 | 0.12 | NA | NA | NA | -0.07 | -0.72 | 0.55 | -0.36 | 1.32 | 0.30 | -0.54 | 0.74 | 0.13 | -0.66 | -0.63 | 3.48 |
Standard Deviation(%) | NA | 34.24 | 25.41 | 25.75 | NA | NA | NA | 23.51 | 33.63 | 19.13 | 15.79 | 20.12 | 21.97 | 22.44 | 16.29 | 24.22 | 38.13 | 15.38 | 14.54 |
Draw Down(%) | NA | 18.96 | 22.24 | 22.24 | NA | NA | NA | 51.52 | 18.95 | 15.08 | 11.17 | 14.18 | 15.65 | 20.42 | 13.23 | 27.54 | 43.54 | 13.48 | 3.31 |
Yield(%) | 0.00 | 1.53 | 2.05 | 2.10 | 1.60 | 1.07 | 0.80 | 1.78 | 0.39 | 1.23 | 3.37 | 1.24 | 1.89 | 1.66 | 2.37 | 0.89 | 2.67 | 3.34 | 0.00 |
Data as of 08/24/2016, AR inception is 11/15/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JPP (SPDR(R) RUSSELL/NOMURA PRIME(TM) JAPAN ETF SPDR(R) RUSSELL/NOMURA PRIME(TM) JAPAN ETF) |
-11.98%
Jun 2007 - Jun 2010 |
-7.85%
May 2007 - May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
JPP (SPDR(R) RUSSELL/NOMURA PRIME(TM) JAPAN ETF SPDR(R) RUSSELL/NOMURA PRIME(TM) JAPAN ETF) |
16.32%
May 2012 - May 2015 |
11.34%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart