iShares Core MSCI Japan IMI UCITS ETF
Provider: iShares
| Annualised Return | 11.42% |
| Realised Volatility | 15.55% |
| Downside Volatility | 14.85% |
| Max Drawdown | -23.58% |
| Winning months | 62.12% |
| Sharpe Ratio | 0.73 |
| Sortino Ratio | 0.77 |
| Calmar Ratio | 0.48 |
| Viking Ratio | 0.44 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.4% | -3.37% | -1.94% | -3.91% | |||||||||
| 2024 | 7.47% | 5.81% | 4.6% | -0.69% | 1.46% | 2.88% | -2.63% | -1.68% | -1.22% | 0.57% | 1.46% | 2.75% | 22.22% |
| 2023 | 4.81% | 1.73% | 1.71% | 2.36% | 3.29% | 8.99% | 1.69% | -0.26% | 0.99% | -0.93% | 3.89% | -0.55% | 31.02% |
| 2022 | -5.41% | 0.4% | 2.71% | -0.93% | -0.97% | -2.2% | 4.04% | 0.62% | -4% | 3.59% | 3.68% | -5.62% | -4.66% |
| 2021 | 0.76% | 3.59% | 4.6% | -2.74% | 1% | 0.97% | -1.47% | 2.21% | 3.86% | -0.73% | -5.25% | 4.44% | 11.27% |
| 2020 | -1.33% | -0.68% | -21.87% | 11.48% | 7.73% | 0.81% | -0.68% | 3.36% | 2.42% | -2.61% | 9.83% | 3.6% | 7.99% |
| 2019 | 3.81% | 3.02% | -0.19% | 6.73% |