Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/15/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| EEM (iShares MSCI Emerging Markets ETF) | 0.65% | 7.02% | 0.92% | 5.87% | 1.99% | 1.88% | 5.44% | 8.16% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EEM (iShares MSCI Emerging Markets ETF) | 04/15/2003 | 04/15/2025 |
The return data shown below all have the same latest date: 04/15/2025.
AR inception is since 04/15/2003.
AR inception is since 04/15/2003.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 9.27 | 7.02 | 0.92 | 5.87 | 1.99 | 1.88 | 5.44 | 8.16 | 0.65 | 6.49 | 8.95 | -20.56 | -3.63 | 17.02 | 18.24 | -15.31 | 37.26 | 10.87 | -16.17 | -3.90 | -3.65 | 19.05 | -18.79 | 16.52 | 68.95 | -48.88 | 33.33 | 31.21 | 32.62 | 24.63 | 61.23 |
| Sharpe Ratio | NA | -17.25 | -21.19 | 15.86 | 1.39 | NA | NA | 25.13 | -13.84 | -0.65 | 30.60 | -93.57 | -20.46 | 48.51 | 111.08 | -78.28 | 301.67 | 48.33 | -76.27 | -24.23 | -19.96 | 98.87 | -57.94 | 64.16 | 175.07 | -71.29 | 92.80 | 102.33 | 158.24 | 118.44 | 535.14 |
| Standard Deviation(%) | NA | 19.28 | 18.38 | 19.33 | 20.95 | NA | NA | 27.34 | 25.60 | 15.48 | 15.48 | 23.54 | 17.88 | 34.46 | 15.15 | 21.31 | 12.20 | 22.06 | 21.24 | 16.15 | 18.45 | 19.38 | 32.49 | 25.62 | 39.33 | 69.66 | 32.85 | 27.43 | 19.24 | 20.00 | 17.66 |
| Draw Down(%) | NA | 17.29 | 23.64 | 39.82 | 39.82 | NA | NA | 66.43 | 15.04 | 10.21 | 13.37 | 32.71 | 16.62 | 33.89 | 12.46 | 26.56 | 5.29 | 12.24 | 28.46 | 17.71 | 18.95 | 18.01 | 30.87 | 17.76 | 26.42 | 64.28 | 17.73 | 26.24 | 12.02 | 21.38 | 5.30 |
| Yield(%) | 0.00 | 2.53 | 2.28 | 2.69 | 2.14 | 2.00 | 0.52 | 1.04 | 0.00 | 2.56 | 2.77 | 1.92 | 1.87 | 1.64 | 3.17 | 1.82 | 2.51 | 2.11 | 2.07 | 2.18 | 1.90 | 1.90 | 1.68 | 1.51 | 2.22 | 1.28 | 1.69 | 1.72 | 0.49 | 1.44 | 0.80 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EEM (iShares MSCI Emerging Markets ETF) |
-11.53%
Feb 2006 - Feb 2009 |
-5.96%
Feb 2011 - Feb 2016 |
-0.01%
Mar 2010 - Mar 2020 |
-1.20%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EEM (iShares MSCI Emerging Markets ETF) |
43.17%
Oct 2004 - Oct 2007 |
33.04%
May 2003 - May 2008 |
14.11%
May 2003 - May 2013 |
10.73%
May 2003 - May 2018 |
Annualized Rolling Returns Comparison Chart