Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RBL (SPDR® S&P Russia ETF) | NA | 23.76% | 7.01% | 4.99% | NA | NA | NA | … | … |
Data as of 08/23/2021, Common starting date is 08/01/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RBL (SPDR® S&P Russia ETF) | 08/01/2014 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.81 | 23.76 | 7.01 | 4.99 | NA | NA | NA | … | … | 21.36 | 0.98 | 0.00 | 2.00 | 0.00 | 2.04 | -1.01 | -1.00 | -0.66 | 13.46 | -24.97 | 18.87 |
| Sharpe Ratio | NA | 1.78 | 0.58 | 0.21 | -0.46 | NA | NA | … | … | 2.17 | 0.11 | -1.94 | -0.47 | -6.72 | -8.13 | -3.81 | -16.04 | -0.99 | -0.20 | -1.10 | 0.21 |
| Standard Deviation(%) | NA | 13.29 | 10.89 | 20.41 | 104.49 | NA | NA | … | … | 16.27 | 6.69 | 11.98 | 41.23 | 2.87 | 3.93 | 5.13 | 1.56 | 19.47 | 26.00 | 39.53 | 31.86 |
| Draw Down(%) | NA | 4.00 | 9.31 | 25.43 | 97.02 | NA | NA | … | … | 4.00 | 3.81 | 8.11 | 24.44 | 2.00 | 2.00 | 5.31 | 1.00 | 21.40 | 29.39 | 41.48 | 23.91 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/23/2021, Common starting date is 08/01/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RBL (SPDR® S&P Russia ETF) |
-1.14%
May 2015 – May 2018 |
-0.49%
May 2015 – May 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RBL (SPDR® S&P Russia ETF) |
7.72%
Feb 2018 – Feb 2021 |
4.99%
May 2016 – May 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart