Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| WREI (Invesco Wilshire US REIT ETF) | NA | 9.19% | 2.79% | 6.32% | NA | NA | NA | 10.79% |
Data as of 06/28/2019, AR inception is 03/10/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WREI (Invesco Wilshire US REIT ETF) | 03/10/2010 | 06/28/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.19 | 2.79 | 6.32 | NA | NA | NA | 10.79 | 14.26 | -6.42 | 4.19 | 3.65 | 3.17 | 33.64 | 1.81 | 16.44 | 9.19 | 22.05 |
| Sharpe Ratio | NA | 0.44 | 0.12 | 0.35 | NA | NA | NA | 0.55 | 2.27 | -0.44 | 0.27 | 0.20 | 0.19 | 2.93 | 0.11 | 1.17 | 0.35 | 0.96 |
| Standard Deviation(%) | NA | 17.43 | 15.72 | 15.79 | NA | NA | NA | 18.39 | 12.98 | 17.61 | 13.31 | 17.19 | 16.84 | 11.48 | 15.95 | 14.16 | 26.25 | 28.54 |
| Draw Down(%) | NA | 14.12 | 16.99 | 16.99 | NA | NA | NA | 22.40 | 2.45 | 14.12 | 7.18 | 14.83 | 16.62 | 7.55 | 17.63 | 9.57 | 22.40 | 17.78 |
| Yield(%) | 0.00 | 1.69 | 2.44 | 2.98 | 4.16 | 2.77 | 2.08 | 4.62 | 0.00 | 3.05 | 3.17 | 2.15 | 3.34 | 3.54 | 3.29 | 3.25 | 3.36 | 2.28 |
Data as of 06/28/2019, AR inception is 03/10/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WREI (Invesco Wilshire US REIT ETF) |
-0.83%
Feb 2015 - Feb 2018 |
4.01%
Apr 2013 - Apr 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WREI (Invesco Wilshire US REIT ETF) |
18.35%
Jun 2010 - Jun 2013 |
15.12%
Sep 2011 - Sep 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart