Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IUSP.L (iShares FTSE EPRA/NAREIT US Prty Yld Inc GBP) | NA | -98.61% | 16.83% | 14.50% | NA | NA | NA | … | … |
Data as of 03/30/2015, Common starting date is 11/07/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IUSP.L (iShares FTSE EPRA/NAREIT US Prty Yld Inc GBP) | 11/07/2006 | 03/30/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.41 | -98.61 | 16.83 | 14.50 | NA | NA | NA | … | … | 7.20 | 40.90 | 1.74 | 8.87 | -30.12 | 94.08 | 15.05 | -25.40 | -22.51 | 2.70 |
| Sharpe Ratio | NA | -0.21 | 0.02 | 0.02 | NA | NA | NA | … | … | 2.15 | 0.06 | 0.00 | 0.72 | -0.61 | 1.21 | 0.14 | -0.50 | -0.15 | 0.95 |
| Standard Deviation(%) | NA | 476.59 | 833.27 | 641.54 | NA | NA | NA | … | … | 15.78 | 666.46 | 1,272.65 | 12.34 | 49.44 | 77.45 | 105.76 | 52.81 | 168.62 | 17.91 |
| Draw Down(%) | NA | 99.00 | 99.23 | 99.23 | NA | NA | NA | … | … | 10.07 | 99.00 | 99.23 | 9.22 | 43.29 | 36.02 | 51.80 | 56.58 | 62.41 | 5.73 |
| Yield(%) | 0.00 | 0.04 | 3.11 | 2.30 | 0.91 | 0.60 | 0.45 | … | … | 0.00 | 5.79 | 3.49 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/30/2015, Common starting date is 11/07/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IUSP.L (iShares FTSE EPRA/NAREIT US Prty Yld Inc GBP) |
-16.65%
Jan 2007 – Jan 2010 |
-3.04%
Feb 2007 – Feb 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IUSP.L (iShares FTSE EPRA/NAREIT US Prty Yld Inc GBP) |
433.08%
Jun 2010 – Jun 2013 |
208.73%
Mar 2009 – Mar 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart