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JKF: iShares Morningstar Value ETF (ETF)
Basic Info
Asset Class: | LARGE VALUE |
MyPlanIQ Rating: | (94%) |
Start Date: | 07/02/2004 |
Last Dividend Date: | 03/21/2024 |
12-Mo. Yield | 2.87% |
Expenses | 0.25% |
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Performance Analytics (As of 04/05/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 07/02/2004 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -1.3 | 7.9 | 21.4 | 9.1 | 10.0 | 9.3 | 11.7 | 7.8 | 14.4 | -7.0 | 26.7 | -0.8 | 25.2 | -6.2 | 15.0 | 18.5 | -2.3 | 9.9 | 28.1 | 12.7 | 1.9 | 14.5 | 11.0 | -36.1 | -0.7 | 25.3 | 6.7 | 11.3 |
Sharpe Ratio | NA | 3.31 | 1.69 | 0.46 | 0.42 | 0.49 | NA | 0.35 | 0.84 | -0.43 | 2.13 | -0.03 | 2.1 | -0.49 | 1.9 | 1.42 | -0.15 | 0.95 | 2.56 | 1.02 | 0.08 | 0.81 | 0.38 | -0.85 | -0.2 | 2.23 | 0.42 | 2.42 |
Draw Down(%) | NA | 2.0 | 10.2 | 18.6 | 35.5 | 35.5 | NA | 58.6 | 10.2 | 18.6 | 4.8 | 35.5 | 6.8 | 16.7 | 5.5 | 8.4 | 13.6 | 8.4 | 5.5 | 9.1 | 21.0 | 15.6 | 30.6 | 47.7 | 14.6 | 6.6 | 6.7 | 3.7 |
Standard Deviation(%) | NA | 9.1 | 10.5 | 14.9 | 20.2 | 16.9 | NA | 19.3 | 12.2 | 19.7 | 12.5 | 34.8 | 11.3 | 15.3 | 7.6 | 12.9 | 15.7 | 10.4 | 11.0 | 12.5 | 23.8 | 17.9 | 28.5 | 43.5 | 17.9 | 9.9 | 10.7 | 9.4 |
Treynor Ratio | NA | 0.3 | 0.18 | 0.07 | 0.09 | 0.08 | NA | 0.07 | 0.1 | -0.08 | 0.28 | -0.01 | 0.25 | -0.08 | 0.14 | 0.19 | -0.02 | 0.11 | 0.3 | 0.14 | 0.02 | 0.15 | 0.12 | -0.38 | -0.04 | 0.22 | 0.05 | 0.26 |
Alpha | NA | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | NA | 0.0 | 0.02 | -0.02 | 0.01 | -0.01 | 0.0 | 0.0 | -0.01 | 0.01 | 0.0 | -0.01 | -0.01 | 0.0 | 0.0 | 0.0 | -0.02 | -0.01 | 0.0 | 0.01 | 0.0 | 0.0 |
Beta | NA | 1.01 | 1.0 | 1.02 | 0.98 | 0.98 | NA | 0.96 | 1.0 | 1.04 | 0.96 | 0.97 | 0.97 | 0.94 | 1.01 | 0.95 | 0.99 | 0.91 | 0.95 | 0.94 | 0.97 | 0.95 | 0.89 | 0.96 | 1.04 | 1.01 | 0.96 | 0.88 |
RSquared | NA | 0.95 | 0.96 | 0.97 | 0.98 | 0.96 | NA | 0.95 | 0.96 | 0.98 | 0.97 | 0.98 | 0.96 | 0.95 | 0.88 | 0.95 | 0.95 | 0.91 | 0.92 | 0.91 | 0.95 | 0.96 | 0.97 | 0.94 | 0.97 | 0.93 | 0.9 | 0.87 |
Yield(%) | N/A | 0.5 | 2.5 | 1.2 | 2.0 | 2.9 | 5.0 | N/A | 2.5 | 2.1 | 1.6 | 2.8 | 3.3 | 2.7 | 2.6 | 3.2 | 2.9 | 2.6 | 3.1 | 3.1 | 2.9 | 2.8 | 3.2 | 2.8 | 3.1 | 2.8 | 2.6 | 1.4 |
Dividend Growth(%) | N/A | -78.0 | 5.3 | -52.6 | -13.8 | N/A | N/A | N/A | 8.2 | -16.0 | -47.4 | 5.0 | 12.0 | 15.0 | -5.4 | 5.7 | 17.1 | 4.0 | 8.0 | 8.7 | 13.2 | -7.9 | -26.0 | -14.6 | 35.9 | 13.6 | 96.5 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/02/2004
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