Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SCIJ (Global X Scientific Beta Japan ETF) | NA | -0.65% | -2.34% | 4.01% | NA | NA | NA | 2.69% |
Data as of 09/01/2020, AR inception is 05/13/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SCIJ (Global X Scientific Beta Japan ETF) | 05/13/2015 | 09/01/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -0.65 | -2.34 | 4.01 | NA | NA | NA | 2.69 | -9.65 | 11.60 | -16.56 | 25.26 | 7.08 | 1.19 |
| Sharpe Ratio | NA | -0.05 | -0.19 | 0.20 | NA | NA | NA | 0.11 | -0.49 | 0.88 | -1.18 | 2.91 | 0.42 | 0.15 |
| Standard Deviation(%) | NA | 24.67 | 18.08 | 16.27 | NA | NA | NA | 16.15 | 29.48 | 11.64 | 15.20 | 8.51 | 16.49 | 11.89 |
| Draw Down(%) | NA | 29.76 | 37.33 | 37.33 | NA | NA | NA | 37.33 | 29.06 | 8.17 | 24.31 | 3.58 | 11.73 | 8.26 |
| Yield(%) | 0.00 | 3.31 | 3.42 | 3.40 | 1.59 | 1.06 | 0.80 | 3.19 | 0.72 | 3.41 | 1.94 | 5.14 | 2.95 | 0.86 |
Data as of 09/01/2020, AR inception is 05/13/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCIJ (Global X Scientific Beta Japan ETF) |
-4.30%
Jul 2017 - Jul 2020 |
1.44%
Jul 2015 - Jul 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SCIJ (Global X Scientific Beta Japan ETF) |
12.12%
Sep 2015 - Sep 2018 |
4.01%
Aug 2015 - Aug 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart