iShares Edge MSCI World Momentum Factor UCITS ETF USD (Acc)/  IE00BP3QZ825  /

Fonds
NAV5/17/2024 Chg.+0.0201 Type of yield Investment Focus Investment company
74.4103USD +0.03% reinvestment Equity Worldwide BlackRock AM (IE) 
 

Monthly performance

  Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Total
2014 - - - - - - - - - - 3.17 -0.99 -
2015 -0.23 5.22 -0.88 0.18 1.95 -1.66 3.19 -6.64 -3.69 6.91 0.15 0.00 +3.83%
2016 -4.32 -1.31 5.51 0.19 2.00 2.72 2.75 -2.75 0.71 -2.98 0.43 1.47 +4.06%
2017 3.54 2.36 2.14 1.87 4.21 0.22 3.11 1.43 2.53 4.54 1.87 0.30 +31.90%
2018 8.04 -1.64 -3.34 1.10 2.82 -0.38 2.20 4.47 0.95 -9.89 1.43 -7.41 -2.98%
2019 6.32 3.67 2.59 3.21 -3.66 6.31 1.00 0.05 -0.83 1.25 2.55 2.46 +27.44%
2020 2.60 -7.18 -10.21 10.17 5.74 4.60 6.65 6.60 -2.24 -3.56 9.84 4.27 +27.90%
2021 0.74 -0.63 0.21 6.78 -1.06 1.10 1.64 3.16 -3.73 7.50 -3.08 1.44 +14.31%
2022 -7.74 -2.16 4.42 -11.32 -0.14 -7.58 4.38 -2.56 -7.35 9.93 5.35 -2.45 -17.87%
2023 1.07 -3.23 0.88 2.89 -4.84 6.37 2.40 -1.30 -4.13 -1.82 9.29 4.42 +11.56%
2024 5.55 8.99 4.20 -3.98 4.91 - - - - - - - -

Calculated values

  YTD 6 Months 1 Year 3 Years 5 Years
Volatility 14.80% 13.44% 12.84% 16.14% 19.40%
Sharpe ratio 4.19 4.19 2.44 0.22 0.44
Best month +8.99% +9.29% +9.29% +9.93% +10.17%
Worst month -3.98% -3.98% -4.84% -11.32% -11.32%
Maximum loss -7.08% -7.08% -8.17% -29.79% -31.48%
Outperformance +15.69% - +15.85% +31.25% +50.16%
 
All quotes in USD

Performance

YTD  
+20.75%
6 Months  
+26.32%
1 Year  
+35.11%
3 Years  
+23.86%
5 Years  
+78.91%
10 Years     -
Since start  
+196.22%
Year
2023  
+11.56%
2022
  -17.87%
2021  
+14.31%
2020  
+27.90%
2019  
+27.44%
2018
  -2.98%
2017  
+31.90%
2016  
+4.06%
2015  
+3.83%