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EWJ: iShares MSCI Japan ETF (ETF)
Basic Info 69.26 0.79(1.15%) May 03
Asset Class: | JAPAN STOCK |
MyPlanIQ Rating: | (32%) |
Start Date: | 03/18/1996 |
Last Dividend Date: | 12/20/2023 |
12-Mo. Yield | 1.88% |
Expenses | 0.50% |
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Performance Analytics (As of 05/02/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 03/18/1996 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 3.2 | 8.0 | 20.6 | 2.3 | 6.4 | 7.2 | 8.9 | 6.6 | 4.7 | 20.3 | -17.7 | 1.2 | 15.4 | 19.3 | -14.1 | 24.3 | 5.2 | 13.3 | -2.5 | 30.6 | 16.2 | -9.2 | 18.5 | 7.8 | -24.0 | -2.5 | 8.2 | 25.9 | 15.1 | 38.8 | -9.9 | -30.3 | -3.0 | 66.1 | 4.7 | -24.3 | -13.3 |
Sharpe Ratio | NA | 0.84 | 0.92 | -0.08 | 0.23 | 0.35 | NA | NA | 0.13 | 1.08 | -0.97 | 0.08 | 0.59 | 1.53 | -0.97 | 2.97 | 0.27 | 0.72 | -0.16 | 1.48 | 1.06 | -0.37 | 1.08 | 0.29 | -0.56 | -0.34 | 0.24 | 1.41 | 0.64 | 1.71 | -0.39 | -1.17 | -0.21 | 2.61 | 0.03 | -1.0 | -1.28 |
Draw Down(%) | NA | 7.4 | 10.1 | 33.1 | 33.1 | 33.1 | NA | NA | 53.1 | 10.1 | 28.1 | 11.0 | 28.0 | 6.0 | 22.9 | 3.3 | 14.9 | 14.8 | 11.1 | 13.6 | 15.1 | 21.1 | 14.2 | 28.7 | 42.5 | 13.9 | 21.0 | 10.0 | 19.8 | 13.9 | 27.7 | 34.9 | 21.3 | 10.1 | 33.2 | 33.8 | 21.6 |
Standard Deviation(%) | NA | 13.8 | 14.8 | 16.6 | 18.1 | 16.9 | NA | NA | 23.2 | 15.0 | 19.8 | 15.0 | 25.7 | 11.7 | 15.9 | 8.0 | 18.8 | 18.5 | 15.7 | 20.7 | 15.3 | 25.2 | 17.1 | 26.1 | 44.2 | 16.0 | 20.9 | 16.9 | 22.3 | 22.3 | 28.2 | 28.1 | 34.0 | 24.1 | 41.6 | 27.8 | 15.6 |
Treynor Ratio | NA | 0.13 | 0.15 | -0.02 | 0.05 | 0.07 | NA | NA | 0.03 | 0.19 | -0.24 | 0.01 | 0.16 | 0.21 | -0.17 | 0.28 | 0.05 | 0.13 | -0.02 | 0.28 | 0.16 | -0.09 | 0.19 | 0.08 | -0.25 | -0.07 | 0.06 | 0.27 | 0.16 | 0.44 | -0.13 | -0.42 | -0.16 | 1.07 | 0.01 | -0.31 | -0.23 |
Alpha | NA | 0.07 | 0.04 | 0.01 | 0.0 | 0.01 | NA | NA | 0.01 | 0.01 | 0.0 | -0.01 | -0.03 | -0.01 | 0.0 | 0.0 | 0.01 | 0.02 | 0.03 | 0.02 | 0.02 | 0.04 | 0.01 | -0.02 | 0.07 | 0.0 | 0.05 | -0.03 | 0.02 | 0.02 | -0.01 | -0.01 | 0.08 | -0.01 | -0.02 | -0.07 | -0.04 |
Beta | NA | 0.89 | 0.91 | 0.84 | 0.88 | 0.91 | NA | NA | 0.89 | 0.85 | 0.79 | 0.88 | 0.95 | 0.87 | 0.89 | 0.85 | 1.0 | 1.06 | 1.02 | 1.1 | 1.03 | 1.05 | 0.98 | 0.91 | 0.98 | 0.83 | 0.81 | 0.88 | 0.88 | 0.86 | 0.87 | 0.78 | 0.44 | 0.59 | 1.25 | 0.9 | 0.88 |
RSquared | NA | 0.82 | 0.84 | 0.87 | 0.87 | 0.86 | NA | NA | 0.68 | 0.76 | 0.92 | 0.86 | 0.89 | 0.77 | 0.86 | 0.72 | 0.86 | 0.89 | 0.78 | 0.89 | 0.83 | 0.89 | 0.86 | 0.79 | 0.88 | 0.82 | 0.84 | 0.85 | 0.89 | 0.68 | 0.59 | 0.59 | 0.12 | 0.34 | 0.64 | 0.56 | 0.41 |
Yield(%) | N/A | 0.0 | 2.2 | 1.6 | 1.9 | 8.1 | 9.2 | 7.0 | N/A | 2.4 | 1.0 | 2.1 | 1.2 | 2.4 | 1.4 | 1.5 | 8.0 | 5.4 | 5.0 | 5.4 | 8.1 | 7.0 | 5.7 | 5.7 | 4.1 | 3.9 | 2.9 | 2.1 | 1.8 | 0.1 | 0.0 | 0.0 | 25.0 | 6.3 | 0.8 | 0.2 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | 94.0 | 20.9 | 39.4 | 78.5 | N/A | N/A | N/A | 94.0 | -51.8 | 98.6 | -42.1 | 39.1 | 16.0 | -21.1 | 55.7 | 1.7 | 11.1 | -28.0 | -2.6 | 35.1 | 3.6 | 1.9 | -1.8 | 37.5 | 73.9 | 35.3 | 1600.0 | N/A | N/A | -100.0 | 532.8 | 700.0 | 300.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/18/1996
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