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 |
|---|---|---|---|---|---|---|---|---|
| IWD (iShares Russell 1000 Value ETF) | -3.98% | 5.72% | 4.49% | 13.21% | 7.76% | 9.47% | 7.71% | 7.43% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IWD (iShares Russell 1000 Value ETF) | 05/26/2000 | 04/15/2025 |
The return data shown below all have the same latest date: 04/15/2025.
AR inception is since 05/26/2000.
AR inception is since 05/26/2000.
| 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 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 6.56 | 5.72 | 4.49 | 13.21 | 7.76 | 9.47 | 7.71 | 7.43 | -3.98 | 14.17 | 11.34 | -7.76 | 24.95 | 2.74 | 26.36 | -8.44 | 13.46 | 17.26 | -3.96 | 13.17 | 32.09 | 17.48 | 0.12 | 15.50 | 19.17 | -36.46 | -0.72 | 22.50 | 6.63 | 16.13 | 30.71 | -15.56 | -6.24 | 8.98 |
| Sharpe Ratio | NA | -24.97 | -1.43 | 57.29 | 33.97 | NA | NA | 29.89 | -80.11 | 68.95 | 55.32 | -45.24 | 190.74 | 6.83 | 218.00 | -65.18 | 179.08 | 122.71 | -25.83 | 120.99 | 282.48 | 134.33 | 0.35 | 80.12 | 61.68 | -88.01 | -22.00 | 200.40 | 41.21 | 137.29 | 175.44 | -66.83 | -51.81 | 86.15 |
| Standard Deviation(%) | NA | 15.97 | 16.25 | 16.80 | 17.77 | NA | NA | 19.30 | 24.19 | 10.99 | 12.93 | 20.29 | 13.07 | 36.61 | 11.45 | 15.01 | 7.20 | 13.90 | 15.46 | 10.87 | 11.35 | 13.09 | 24.37 | 19.24 | 30.93 | 42.34 | 16.93 | 9.64 | 10.83 | 11.07 | 17.11 | 24.94 | 16.79 | 13.18 |
| Draw Down(%) | NA | 16.07 | 18.38 | 19.04 | 38.51 | NA | NA | 60.08 | 14.98 | 7.82 | 11.58 | 19.04 | 5.99 | 38.51 | 6.73 | 18.33 | 4.18 | 10.68 | 13.42 | 7.84 | 5.47 | 10.04 | 21.37 | 16.52 | 32.48 | 48.23 | 12.87 | 7.25 | 6.77 | 7.59 | 15.30 | 31.94 | 20.26 | 6.51 |
| Yield(%) | 0.00 | 1.58 | 1.89 | 2.81 | 2.76 | 3.93 | 3.61 | 3.86 | 0.00 | 2.09 | 2.20 | 1.93 | 2.02 | 2.05 | 3.02 | 2.42 | 2.30 | 2.61 | 2.32 | 2.24 | 2.46 | 2.60 | 2.23 | 2.20 | 2.68 | 2.31 | 2.35 | 2.41 | 2.59 | 2.23 | 2.93 | 1.76 | 1.47 | 0.80 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IWD (iShares Russell 1000 Value ETF) |
-17.27%
Feb 2006 - Feb 2009 |
-6.70%
Feb 2004 - Feb 2009 |
1.78%
Aug 2000 - Aug 2010 |
5.27%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IWD (iShares Russell 1000 Value ETF) |
24.54%
Feb 2009 - Feb 2012 |
22.87%
Feb 2009 - Feb 2014 |
15.14%
Feb 2009 - Feb 2019 |
13.14%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart