Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JSC (SPDR Russell/Nomura Small Cap Japan ETF) | NA | 0.00% | 262.98% | -1.75% | 2.23% | 23.20% | NA | … | … |
Data as of 01/24/2020, Common starting date is 03/29/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JSC (SPDR Russell/Nomura Small Cap Japan ETF) | 03/29/2000 | 01/24/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 262.98 | -1.75 | 2.23 | 23.20 | NA | … | … | 6,669.23 | -29.35 | -98.31 | 13.22 | -4.50 | 18.54 | 3.07 | -4.71 | 15.91 | 1.83 | -17.26 | -14.12 | 2,184.89 | 125.00 | 295.83 | -53.85 | -62.04 |
| Sharpe Ratio | NA | -0.60 | 0.50 | -0.01 | 0.00 | NA | NA | … | … | NA | -0.62 | -0.32 | -0.32 | -1.42 | 0.00 | -0.02 | -0.01 | 0.00 | -0.02 | -0.97 | -1.96 | 2.40 | NA | 0.20 | -0.39 | -0.48 |
| Standard Deviation(%) | NA | 0.00 | 522.33 | 365.10 | 1,229.63 | NA | NA | … | … | 0.00 | 92.78 | 414.53 | 16.47 | 16.19 | 590.70 | 719.27 | 1,591.17 | 2,808.27 | 1,035.81 | 37.70 | 18.52 | 868.49 | 0.00 | 1,094.27 | 305.85 | 206.11 |
| Draw Down(%) | NA | 0.00 | 49.57 | 98.99 | 98.99 | NA | NA | … | … | 0.00 | 49.57 | 98.57 | 11.42 | 12.54 | 98.57 | 97.26 | 98.01 | 97.11 | 96.20 | 40.62 | 20.80 | 5.65 | 0.00 | 5.26 | 53.85 | 62.04 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.31 | 1.21 | 20.14 | 24.80 | … | … | 0.00 | 0.00 | 0.00 | 1.57 | 1.03 | 2.83 | 1.96 | 48.71 | 1.86 | 2.00 | 1.45 | 1.11 | 0.24 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/24/2020, Common starting date is 03/29/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JSC (SPDR Russell/Nomura Small Cap Japan ETF) |
-76.36%
Sep 2014 – Sep 2017 |
-55.87%
Sep 2012 – Sep 2017 |
-33.91%
Sep 2007 – Sep 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JSC (SPDR Russell/Nomura Small Cap Japan ETF) |
453.07%
Jul 2006 – Jul 2009 |
189.69%
Jul 2006 – Jul 2011 |
75.53%
Jul 2006 – Jul 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart