Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MIDF (iShares MSCI USA Mid-Cap Multifactor ETF) | NA | -2.72% | 14.41% | NA | NA | NA | NA | … | … |
Data as of 08/29/2022, Common starting date is 06/06/2019
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MIDF (iShares MSCI USA Mid-Cap Multifactor ETF) | 06/06/2019 | 08/29/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -2.72 | 14.41 | NA | NA | NA | NA | … | … | -8.74 | 30.93 | 11.96 | 9.00 |
| Sharpe Ratio | NA | -0.15 | 0.55 | NA | NA | NA | NA | … | … | -0.58 | 2.00 | 0.33 | 1.10 |
| Standard Deviation(%) | NA | 21.40 | 25.34 | NA | NA | NA | NA | … | … | 23.89 | 15.47 | 35.68 | 13.65 |
| Draw Down(%) | NA | 20.93 | 39.20 | NA | NA | NA | NA | … | … | 20.93 | 6.05 | 39.20 | 7.94 |
| Yield(%) | 0.00 | 1.24 | 1.60 | 0.96 | 0.48 | 0.32 | 0.24 | … | … | 0.64 | 1.09 | 1.37 | 0.99 |
Data as of 08/29/2022, Common starting date is 06/06/2019
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MIDF (iShares MSCI USA Mid-Cap Multifactor ETF) |
11.87%
Jul 2019 – Jul 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 |
|---|---|---|---|---|
| MIDF (iShares MSCI USA Mid-Cap Multifactor ETF) |
11.87%
Jul 2019 – Jul 2022 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart