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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%
*Performance is net of rebalancing costs, fixed fees (0% annually) and performance fees (0% over high watermark).