Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GWL (SPDR S&P World ex-US ETF) | NA | -24.02% | -1.97% | -1.37% | 1.48% | NA | NA | … | … |
Data as of 09/13/2018, Common starting date is 04/27/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GWL (SPDR S&P World ex-US ETF) | 04/27/2007 | 09/13/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.00 | -24.02 | -1.97 | -1.37 | 1.48 | NA | NA | … | … | -26.59 | 23.61 | 3.00 | -1.71 | -5.31 | 18.91 | 19.09 | -13.48 | 11.15 | 28.58 | -40.82 | 2.48 |
| Sharpe Ratio | NA | -0.37 | -0.07 | -0.04 | 0.02 | NA | NA | … | … | -0.50 | 3.34 | 0.16 | -0.11 | -0.45 | 1.45 | 1.10 | -0.46 | 0.43 | 0.89 | -0.89 | 0.04 |
| Standard Deviation(%) | NA | 67.88 | 38.59 | 41.06 | 59.36 | NA | NA | … | … | 66.69 | 7.71 | 17.70 | 16.06 | 11.94 | 13.01 | 17.42 | 29.07 | 25.87 | 32.04 | 46.65 | 19.17 |
| Draw Down(%) | NA | 33.08 | 33.08 | 33.08 | 50.02 | NA | NA | … | … | 33.08 | 2.26 | 12.58 | 16.41 | 13.87 | 10.33 | 16.56 | 26.58 | 18.85 | 28.86 | 52.47 | 12.79 |
| Yield(%) | 0.00 | 0.00 | 1.95 | 2.24 | 2.43 | 1.40 | 1.05 | … | … | 0.00 | 1.40 | 3.16 | 2.68 | 3.27 | 2.70 | 2.51 | 2.71 | 2.37 | 0.99 | 1.98 | 2.01 |
Data as of 09/13/2018, Common starting date is 04/27/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GWL (SPDR S&P World ex-US ETF) |
-12.22%
May 2007 – May 2010 |
-6.43%
May 2007 – May 2012 |
-0.74%
Aug 2008 – Aug 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GWL (SPDR S&P World ex-US ETF) |
21.52%
Feb 2009 – Feb 2012 |
17.84%
Feb 2009 – Feb 2014 |
2.66%
Jan 2008 – Jan 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart