Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MTK (SPDR Morgan Stanley Technology ETF) | NA | 22.28% | 24.38% | 19.22% | 14.87% | 11.11% | NA | … | … |
Data as of 09/13/2018, Common starting date is 10/03/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTK (SPDR Morgan Stanley Technology ETF) | 10/03/2000 | 09/13/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.74 | 22.28 | 24.38 | 19.22 | 14.87 | 11.11 | NA | … | … | 11.76 | 40.36 | 12.89 | 7.27 | 14.67 | 32.61 | 17.68 | -10.54 | 15.28 | 70.47 | -44.95 | 9.58 | 9.15 | 2.76 | 6.60 | 65.76 | -43.93 | -24.01 | -26.20 |
| Sharpe Ratio | NA | 0.96 | 1.32 | 1.13 | 0.62 | NA | NA | … | … | 0.59 | 3.30 | 0.70 | 0.42 | 1.09 | 2.50 | 0.99 | -0.41 | 0.74 | 2.33 | -1.07 | 0.35 | 0.35 | 0.04 | 0.27 | 2.39 | -1.04 | -0.52 | -1.37 |
| Standard Deviation(%) | NA | 22.02 | 17.90 | 16.63 | 23.03 | NA | NA | … | … | 27.03 | 12.10 | 18.10 | 17.15 | 13.44 | 13.02 | 17.91 | 25.92 | 20.44 | 30.22 | 42.77 | 18.79 | 16.63 | 14.57 | 20.60 | 27.25 | 43.19 | 51.48 | 55.28 |
| Draw Down(%) | NA | 10.93 | 21.46 | 21.46 | 45.04 | NA | NA | … | … | 10.93 | 5.58 | 18.75 | 11.82 | 10.63 | 5.70 | 15.87 | 25.71 | 17.85 | 18.76 | 53.53 | 14.27 | 19.37 | 16.23 | 24.09 | 18.58 | 59.29 | 56.14 | 33.94 |
| Yield(%) | 0.00 | 1.15 | 1.27 | 0.93 | 1.16 | 0.99 | 0.34 | … | … | 0.10 | 1.77 | 0.93 | 0.74 | 1.00 | 1.34 | 1.10 | 0.70 | 0.51 | 0.46 | 0.41 | 0.12 | 0.08 | 0.02 | 0.21 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/13/2018, Common starting date is 10/03/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTK (SPDR Morgan Stanley Technology ETF) |
-15.29%
Feb 2006 – Feb 2009 |
-8.17%
Feb 2004 – Feb 2009 |
-1.23%
Jan 2001 – Jan 2011 |
1.90%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTK (SPDR Morgan Stanley Technology ETF) |
29.54%
Feb 2009 – Feb 2012 |
24.85%
Feb 2009 – Feb 2014 |
14.36%
Feb 2008 – Feb 2018 |
14.04%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart