Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QJPN (SPDR MSCI Japan StrategicFactors ETF) | NA | 8.50% | 10.96% | 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 |
|---|---|---|
| QJPN (SPDR MSCI Japan 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 (%) | 3.18 | 8.50 | 10.96 | NA | NA | NA | NA | … | … | 1.40 | 22.30 | 3.00 | 9.47 | -0.34 |
| Sharpe Ratio | NA | 0.56 | 0.76 | NA | NA | NA | NA | … | … | 0.05 | 2.88 | 0.16 | 0.53 | -0.05 |
| Standard Deviation(%) | NA | 13.09 | 13.67 | NA | NA | NA | NA | … | … | 14.50 | 7.55 | 16.91 | 17.86 | 12.81 |
| Draw Down(%) | NA | 8.73 | 13.73 | NA | NA | NA | NA | … | … | 8.73 | 3.46 | 11.71 | 14.15 | 9.57 |
| Yield(%) | 0.00 | 1.79 | 1.59 | 1.24 | 0.62 | 0.41 | 0.31 | … | … | 0.75 | 1.86 | 1.67 | 0.61 | 0.83 |
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 |
|---|---|---|---|---|
| QJPN (SPDR MSCI Japan StrategicFactors ETF) |
6.78%
Jul 2015 – Jul 2018 |
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 |
|---|---|---|---|---|
| QJPN (SPDR MSCI Japan StrategicFactors ETF) |
11.98%
Jan 2015 – Jan 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart