Skip to main content
No. of Recommendations: 1
DBE's with different indexes. Closely related? Maybe BETA would be an acceptable Measure.

BETA as a usable measure indicates "Developed Markets" and "Emerging markets" would probably be rejected.
R2000 Small/Micro US and Nasdaq N100 Global indices are in range.
All assuming the original(.SPX) long term(1925) test results are accepted as useful benchmark for timing.

Long Term Performance & Risk         SPY              EFA              EEM              QQQ              IWM



Market Price $317.59 $62.33 $43.24 $263.97 $141.31
7/10/2020 20:00 7/10/2020 20:00 7/10/2020 20:00 7/10/2020 16:00 7/10/2020 20:00
Market Total Return (1 Yr) 8.49% -2.77% 2.91% 38.07% -7.90%
7/9/2020 7/9/2020 7/9/2020 7/9/2020 7/9/2020
Market Total Return (3 Yr) 11.56% 1.53% 3.58% 24.94% 1.64%
7/9/2020 7/9/2020 7/9/2020 7/9/2020 7/9/2020
Market Total Return (5 Yr) 11.08% 2.26% 4.53% 20.74% 4.04%

Market Total Return (10 Yr) 13.65% 5.29% 2.83% 20.67% 9.99%
6/30/2020 6/30/2020 6/30/2020 6/30/2020 6/30/2020
Premium/Discount (1 Year Average) 0.06% 0.02% -0.13% 0.04% 0.03%
6/30/2020 6/30/2020 6/30/2020 6/30/2020 6/30/2020
Beta (Month-End 3 Yr) 0.98 0.81 0.9 1.03 1.06
6/30/2020 6/30/2020 6/30/2020 6/30/2020 6/30/2020
Standard Deviation (Month-End 3 Yr) 21.99 19.85 24.11 24.66 26.02
6/30/2020 6/30/2020 6/30/2020 6/30/2020 6/30/2020
Sharpe Ratio (Month-End 3 Yr) 0.4 -0.05 -0.03 0.85 0.01
6/30/2020 6/30/2020 6/30/2020 6/30/2020 6/30/2020
Alpha (Month-End 3 Yr) 0.05 -7.4 -6.37 10.89 -7.8
6/30/2020 6/30/2020 6/30/2020 6/30/2020 6/30/2020
R2 (Month-End 3 Yr) 99.72 83.77 70.25 88.72 83.83
6/30/2020 6/30/2020 6/30/2020 6/30/2020 6/30/2020


GD_
Print the post  

Announcements

What was Your Dumbest Investment?
Share it with us -- and learn from others' stories of flubs.
When Life Gives You Lemons
We all have had hardships and made poor decisions. The important thing is how we respond and grow. Read the story of a Fool who started from nothing, and looks to gain everything.
Contact Us
Contact Customer Service and other Fool departments here.
Work for Fools?
Winner of the Washingtonian great places to work, and Glassdoor #1 Company to Work For 2015! Have access to all of TMF's online and email products for FREE, and be paid for your contributions to TMF! Click the link and start your Fool career.