Performance
 Annualized Return

9.68%
 Sharpe Ratio

0.54
 Maximum Drawdown

39.23%
Metrics
Metric  Ishares V Plc  Ishares S&P 500 Communication Sector Ucits Etf 

Initial Balance  $10,000 
Final Balance  $16,162 
Returns [View more details]  
MonthToDate  0.37% 
YearToDate  45.93% 
3M  3.08% 
6M  7.81% 
Annualized Return (3Y)  6.29% 
Annualized Return (5Y)  12.08% 
Annualized Return (All)  9.68% 
Risk [View more details]  
Annual Volatility  21.04% 
Max Drawdown  39.23% 
Sharpe Ratio  0.54 
Sortino Ratio  0.76 
Adjusted Sortino (S/√2)  0.54 
 Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on September 2018.
 Final balance: The amount of capital we've accrued over time as of December 2023.
 Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 5 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
 Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately 5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
 Best year: The best performance attained over its lifetime in a given year.
 Worst year: The worst performance undergone over its lifetime in a given year.
 Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
 Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a riskfree asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
 Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
 Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
 Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
 Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.
Annualized Returns
Annual Return 1y  Annual Return 3y  Annual Return 5y  Annual Return 10y  Annual Return 20y  Annual Return  

Ishares V Plc  Ishares S&P 500 Communication Sector Ucits Etf  33.09%  6.29%  12.08%  9.68%  9.68%  9.68% 
Annual Returns
Year  Ishares V Plc  Ishares S&P 500 Communication Sector Ucits Etf 

2018  11.76% 
2019  35.88% 
2020  11.48% 
2021  31.78% 
2022  37.12% 
2023  45.93% 
Ishares V Plc  Ishares S&P 500 Communication Sector Ucits Etf had 4 positive years and 2 negative years. That's a positive ratio of 67%.
Monthly Returns
Jan  Feb  Mar  Apr  May  Jun  Jul  Aug  Sep  Oct  Nov  Dec  YTD  

2018                  0%  3.3%  5.9%  3.1%  11.8% 
2019  9.7%  1.9%  3.2%  6.7%  4.6%  0.9%  7.5%  1.8%  1.5%  0.4%  5.6%  1%  35.9% 
2020  1.2%  7.5%  8.9%  11.9%  3.5%  1.5%  1.9%  8.4%  4.1%  1%  6.1%  0.9%  11.5% 
2021  0.1%  7.5%  5.6%  4.4%  1.7%  6%  3.5%  5.1%  4%  1.9%  2.3%  2.5%  31.8% 
2022  7.8%  5.4%  2.2%  9.3%  2.2%  5.7%  4%  0.1%  8.2%  2.9%  1.7%  7.3%  37.1% 
2023  13.2%  0.7%  5.7%  2.1%  9.3%  1.3%  4.9%  1.3%  0.7%  2.1%  4.9%  0.4%  45.9% 
Pos  80%  40%  80%  80%  40%  60%  100%  60%  20%  50%  50%  66.7%  66.7% 
Avg  3.3%  0.9%  1.6%  3.2%  0.9%  0.2%  4.4%  2.6%  3.1%  0.8%  1.1%  0.9%  12.7% 
Other Return Metrics
Metric  Ishares V Plc  Ishares S&P 500 Communication Sector Ucits Etf 

Cumulative Return  61.62% 
Enh Ann Return  16.84% 
Best Year  45.93% 
Worst Year  37.12% 
Best Month  13.18% 
Worst Month  9.28% 
Best Day  8.41% 
Worst Day  7.92% 
Win Ratio (Yearly)  66.67% 
Win Ratio (Quarterly)  71.43% 
Win Ratio (Monthly)  60.32% 
Win Ratio (Daily)  52.8% 
Annual Volatility
Annual Volatility 1y  Annual Volatility 3y  Annual Volatility 5y  Annual Volatility 10y  Annual Volatility 20y  Annual Volatility  

Ishares V Plc  Ishares S&P 500 Communication Sector Ucits Etf  20.84%  20.66%  21.34%  21.04%  21.04%  21.04% 
Sharpe Ratio
Sharpe Ratio 1y  Sharpe Ratio 3y  Sharpe Ratio 5y  Sharpe Ratio 10y  Sharpe Ratio 20y  Sharpe Ratio  

Ishares V Plc  Ishares S&P 500 Communication Sector Ucits Etf  1.44  0.39  0.64  0.54  0.54  0.54 
3Year Rolling Sharpe Ratio
The rolling Sharpe Ratio gives a clue about the continued consistency or stability of the riskadjusted returns.
Drawdown Periods
Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.
Ishares V Plc  Ishares S&P 500 Communication Sector Ucits Etf
start  valley  end  days  Drawdown 

20211117  20221220    749  39.23% 
20200220  20200323  20200827  189  29.21% 
20181004  20181227  20190307  154  14.41% 
20200903  20200921  20201105  63  10.34% 
20190430  20190603  20190726  87  10% 
The Ishares V Plc  Ishares S&P 500 Communication Sector Ucits Etf took approximately 8 months on average to recover from a major drawdown. The longest drawdown lasted 25 months.
Underwater plot
The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.
Other Risk Metrics
Metric  Ishares V Plc  Ishares S&P 500 Communication Sector Ucits Etf 

Sharpe Ratio  0.54 
Sortino Ratio  0.76 
Adjusted Sortino (S/√2)  0.54 
Calmar Ratio  0.25 
Omega Ratio  1.1 
Gain to Pain Ratio  0.1 
Winckel Ratio  66.67 
Ulcer Index  0.15 
Kelly Criterion  4.95% 
Skew  0.25 
Kurtosis  4.27 