iShares CORE Composite Bond ETF
Provider: Exchange
| Annualised Return | 3.24% |
| Realised Volatility | 3.53% |
| Downside Volatility | 3.23% |
| Max Drawdown | -9.01% |
| Winning months | 70.25% |
| Sharpe Ratio | 0.92 |
| Sortino Ratio | 1 |
| Calmar Ratio | 0.36 |
| Viking Ratio | 0.33 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -1.24% | -1.17% | -3.46% | -5.78% | |||||||||
| 2021 | -0.48% | -3.53% | 0.6% | 0.62% | 0.3% | 0.54% | 1.79% | 0.1% | -1.53% | -3.27% | 1.55% | 0.33% | -3.09% |
| 2020 | 2.21% | 0.73% | -0.56% | 0.3% | 0.25% | 0.26% | 0.47% | -0.4% | 0.97% | 0.25% | -0.06% | -0.29% | 4.18% |
| 2019 | 0.77% | 1.05% | 1.7% | 0.3% | 1.68% | 1.17% | 0.81% | 1.45% | -0.17% | -0.81% | 0.85% | -1.56% | 7.42% |
| 2018 | -0.27% | 0.42% | 0.74% | -0.45% | 0.78% | 0.42% | 0.19% | 0.72% | -0.36% | 0.48% | 0.2% | 1.28% | 4.2% |
| 2017 | 0.6% | 0.1% | 0.51% | 0.5% | 1.27% | -0.84% | 0.07% | 0.14% | -0.24% | 0.82% | 1.08% | -0.7% | 3.37% |
| 2016 | 0.87% | 0.86% | -0.12% | 0.1% | 1.44% | 1.39% | 0.63% | 0.48% | -0.16% | -1.58% | -1.45% | -0.02% | 2.42% |
| 2015 | 1.39% | 0.42% | 1.39% | -1.82% | 0.15% | -1% | 1.22% | 0.61% | 0.21% | 0.31% | -0.71% | 0.42% | 2.58% |
| 2014 | 1.19% | 0.34% | -0.25% | 1.25% | 1.21% | 0.85% | 0.08% | 0.87% | -0.17% | 0.93% | 1.23% | 1.85% | 9.77% |
| 2013 | -0.26% | 0.45% | 0.03% | 1.31% | 0.05% | -1.08% | 0.81% | -0.33% | 0.54% | -0.02% | -0.22% | 0.57% | 1.85% |
| 2012 | 1.4% | 1.45% | 3.19% | -0.38% | 0.21% | 1.01% | 0.53% | 0.27% | 0% | 0.25% | 8.16% |