iyy
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
IYY iShares Dow Jones U.S. ETF | Large Cap Growth Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iyy, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Jun 16, 2000, corresponding to the inception date of IYY
Returns By Period
As of Aug 27, 2024, the iyy returned 17.77% Year-To-Date and 12.27% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
iyy | 17.77% | 3.10% | 10.70% | 28.00% | 15.12% | 12.27% |
Portfolio components: | ||||||
IYY iShares Dow Jones U.S. ETF | 17.77% | 3.10% | 10.70% | 28.00% | 15.12% | 12.27% |
Monthly Returns
The table below presents the monthly returns of iyy, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.27% | 5.27% | 3.37% | -4.29% | 4.76% | 3.27% | 1.41% | 17.77% | |||||
2023 | 6.74% | -2.18% | 2.92% | 1.12% | 0.52% | 6.78% | 3.46% | -1.76% | -4.73% | -2.56% | 9.42% | 5.02% | 26.48% |
2022 | -5.89% | -2.69% | 3.46% | -9.08% | -0.22% | -8.35% | 9.30% | -3.87% | -9.21% | 7.89% | 5.38% | -5.87% | -19.57% |
2021 | -0.66% | 2.93% | 3.86% | 5.31% | 0.43% | 2.46% | 2.15% | 2.93% | -4.70% | 6.81% | -1.22% | 3.87% | 26.38% |
2020 | 0.00% | -8.11% | -13.59% | 13.22% | 5.33% | 2.11% | 5.81% | 7.22% | -3.64% | -2.37% | 11.72% | 4.15% | 20.10% |
2019 | 8.44% | 3.36% | 1.61% | 4.00% | -6.38% | 6.84% | 1.65% | -2.00% | 1.80% | 2.07% | 3.75% | 2.78% | 30.78% |
2018 | 5.37% | -3.71% | -2.19% | 0.28% | 2.65% | 0.65% | 3.37% | 3.38% | 0.28% | -7.18% | 1.94% | -9.04% | -5.16% |
2017 | 2.09% | 3.72% | 0.08% | 1.02% | 1.16% | 0.80% | 1.94% | 0.15% | 2.20% | 2.20% | 3.11% | 1.08% | 21.33% |
2016 | -5.74% | 0.10% | 7.06% | 0.50% | 1.80% | 0.21% | 3.90% | 0.08% | 0.20% | -2.07% | 4.15% | 1.76% | 11.98% |
2015 | -2.90% | 5.84% | -1.08% | 0.40% | 1.37% | -1.86% | 1.77% | -5.94% | -2.86% | 7.96% | 0.35% | -1.86% | 0.39% |
2014 | -3.17% | 4.66% | 0.64% | 0.33% | 2.27% | 2.29% | -1.65% | 4.02% | -1.82% | 2.48% | 2.53% | -0.08% | 12.87% |
2013 | 5.50% | 1.10% | 3.95% | 1.67% | 2.49% | -1.66% | 5.55% | -3.04% | 3.65% | 4.44% | 3.02% | 2.30% | 32.65% |
Expense Ratio
iyy has an expense ratio of 0.20%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of iyy is 72, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
IYY iShares Dow Jones U.S. ETF | 2.35 | 3.18 | 1.42 | 2.18 | 10.80 |
Dividends
Dividend yield
iyy granted a 1.12% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
iyy | 1.12% | 1.29% | 1.48% | 1.04% | 1.31% | 1.80% | 1.97% | 1.62% | 1.81% | 1.97% | 1.66% | 1.62% |
Portfolio components: | ||||||||||||
IYY iShares Dow Jones U.S. ETF | 1.12% | 1.29% | 1.48% | 1.04% | 1.31% | 1.80% | 1.97% | 1.62% | 1.81% | 1.97% | 1.66% | 1.62% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the iyy. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the iyy was 55.17%, occurring on Mar 9, 2009. Recovery took 760 trading sessions.
The current iyy drawdown is 0.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-55.17% | Oct 10, 2007 | 355 | Mar 9, 2009 | 760 | Mar 13, 2012 | 1115 |
-48.5% | Sep 5, 2000 | 525 | Oct 9, 2002 | 1010 | Oct 12, 2006 | 1535 |
-34.9% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
-25.46% | Dec 28, 2021 | 200 | Oct 12, 2022 | 297 | Dec 18, 2023 | 497 |
-19.87% | Sep 21, 2018 | 65 | Dec 24, 2018 | 77 | Apr 16, 2019 | 142 |
Volatility
Volatility Chart
The current iyy volatility is 5.96%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.