Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QCAN (SPDR MSCI Canada StrategicFactors ETF) | NA | 1.86% | 9.64% | NA | NA | NA | NA | … | … |
Data as of 09/21/2018, Common starting date is 06/13/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QCAN (SPDR MSCI Canada StrategicFactors ETF) | 06/13/2014 | 09/21/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.16 | 1.86 | 9.64 | NA | NA | NA | NA | … | … | -1.91 | 16.77 | 22.92 | -20.86 | -3.13 |
| Sharpe Ratio | NA | 0.06 | 0.59 | NA | NA | NA | NA | … | … | -0.28 | 1.64 | 1.20 | -1.11 | -0.40 |
| Standard Deviation(%) | NA | 11.66 | 15.29 | NA | NA | NA | NA | … | … | 13.65 | 9.87 | 18.77 | 18.76 | 13.99 |
| Draw Down(%) | NA | 9.90 | 22.10 | NA | NA | NA | NA | … | … | 9.90 | 5.84 | 12.76 | 23.17 | 13.92 |
| Yield(%) | 0.00 | 1.18 | 2.00 | 1.50 | 0.75 | 0.50 | 0.37 | … | … | 0.00 | 2.21 | 2.53 | 1.94 | 1.86 |
Data as of 09/21/2018, Common starting date is 06/13/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QCAN (SPDR MSCI Canada StrategicFactors ETF) |
-0.66%
Aug 2014 – Aug 2017 |
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 |
|---|---|---|---|---|
| QCAN (SPDR MSCI Canada StrategicFactors ETF) |
7.98%
Jan 2015 – Jan 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart