Last Update: 31 Dec 2020

Category: Stocks
ETF: iShares MSCI Philippines ETF (EPHE)

In the last 10 years, the iShares MSCI Philippines ETF (EPHE) ETF obtained a 3.57% compound annual return, with a 19.39% standard deviation.

In 2020, the portfolio granted a 0.68% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI Philippines ETF (EPHE): Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: Emerging Asia Pacific
  • Country: Philippines

Capital Growth and Historical Returns

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the iShares MSCI Philippines ETF (EPHE): Dividend Yield page.

Capital Growth:
Swipe left to see all data
Period Returns
Dec 2020
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+6.47%
0.00%
1 - 0
3M
+23.29%
0.00%
3 - 0
6M
+21.83%
-3.68%
Jul 2020 - Jul 2020
5 - 1
YTD
-3.94%
29.26%
-32.87%
Jan 2020 - Mar 2020
8 - 4
1Y
-3.94%
29.26%
-32.87%
Jan 2020 - Mar 2020
8 - 4
3Y
-4.91%
annualized
21.03%
-39.91%
Jan 2018 - Mar 2020
18 - 18
5Y
-0.01%
annualized
19.22%
-40.71%
Aug 2016 - Mar 2020
32 - 28
10Y
+3.57%
annualized
19.39%
-43.00%
Mar 2015 - Mar 2020
66 - 54
MAX
01 Jan 2011
+3.57%
annualized
19.39%
-43.00%
Mar 2015 - Mar 2020
66 - 54

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

iShares MSCI Philippines ETF (EPHE) ETF: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+3.88% +48.96%
Mar 2012 - Feb 2013
-32.30%
Apr 2019 - Mar 2020
44.95%
2 Years
+3.29% +35.77%
Mar 2011 - Feb 2013
-18.29%
Apr 2018 - Mar 2020
43.30%
3 Years
+2.11% +22.64%
Oct 2011 - Sep 2014
-11.88%
May 2017 - Apr 2020
49.41%
5 Years
+1.52% +12.90%
Oct 2011 - Sep 2016
-10.57%
Apr 2015 - Mar 2020
44.26%
7 Years
+1.94% +8.84%
Feb 2011 - Jan 2018
-7.27%
Apr 2013 - Mar 2020
29.73%
10 Years
+3.57% +3.57%
Jan 2011 - Dec 2020
+3.57%
Jan 2011 - Dec 2020
0.00%

* Annualized rolling and average returns over full calendar month periods

Seasonality and Yearly/Monthly Returns

iShares MSCI Philippines ETF (EPHE) ETF Seasonality

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Months
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average 1.2 0.6 0.8 1.8 -0.7 0.6 1.6 -3.1 -1.7 3.1 0.1 1.0
Best 10.3
2012
10.4
2014
12.4
2016
6.8
2011
6.6
2016
7.8
2020
8.6
2018
4.4
2014
5.6
2013
12.5
2011
9.6
2020
6.5
2020
Worst -10.4
2011
-6.3
2020
-21.2
2020
-4.4
2016
-6.9
2013
-9.4
2013
-3.7
2020
-13.4
2013
-14.8
2011
-5.1
2016
-8.8
2016
-5.4
2013
Gain
Frequency
50 50 60 70 50 60 70 30 40 80 40 60

Detail of Monthly Returns

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
-3.94% -9.2 -6.3 -21.2 4.7 4.0 7.8 -3.7 2.5 0.1 5.6 9.6 6.5
2019
+8.50% 9.4 -3.8 2.3 1.9 0.7 1.9 -1.0 -2.3 -2.9 4.9 -3.2 1.2
2018
-17.50% -1.8 -5.1 -3.4 -3.2 -3.8 -7.0 8.6 0.5 -8.7 -0.4 6.6 0.0
2017
+20.20% 5.7 -3.0 2.8 4.9 1.6 -1.3 1.7 -1.8 3.4 0.1 -1.1 6.1
2016
-3.29% -4.3 1.0 12.4 -4.4 6.6 5.3 1.2 -3.0 -3.0 -5.1 -8.8 0.9
2015
-10.85% 6.9 2.3 -0.4 -3.2 -1.6 -2.3 0.8 -10.1 -1.5 2.4 -2.4 -1.4
2014
+22.09% -2.0 10.4 -0.3 5.4 0.3 2.9 -0.7 4.4 -0.3 0.6 0.9 -0.8
2013
-7.66% 7.8 7.4 2.9 1.8 -6.9 -9.4 2.7 -13.4 5.6 7.0 -4.9 -5.4
2012
+47.93% 10.3 4.3 6.1 3.2 -5.1 6.8 0.4 -2.8 5.3 3.9 5.6 3.0
2011
-4.46% -10.4 -0.9 7.3 6.8 -3.4 0.9 6.3 -4.4 -14.8 12.5 -1.3 0.3
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