Data Source: from January 2011 to November 2023 (~13 years)
Consolidated Returns as of 30 November 2023
Consolidated Returns as of 30 November 2023
Category: Stocks
ETF: iShares MSCI Philippines ETF (EPHE)
ETF • LIVE PERFORMANCE (USD currency)
7.23%
November 2023
In the last 10 Years, the iShares MSCI Philippines ETF (EPHE) ETF obtained a -1.97% compound annual return, with a 19.05% standard deviation.
Table of contents
The ETF is related to the following investment themes:
- Asset Class: Equity
- Size: Large Cap
- Style: Blend
- Region: Emerging Asia Pacific
- Country: Philippines
Investment Returns as of Nov 30, 2023
The iShares MSCI Philippines ETF (EPHE) ETF guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
ISHARES MSCI PHILIPPINES ETF (EPHE) ETF
Consolidated returns as of 30 November 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Nov 30, 2023 | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Dec 2023 | 1M | 6M | 1Y | 5Y | 10Y |
MAX
(~13Y) |
|||
| iShares MSCI Philippines ETF (EPHE) ETF | n.a. | n.a. | 7.23 | -0.69 | -4.81 | -3.66 | -1.97 | 0.96 | |||
| US Inflation Adjusted return | 7.23 | -1.84 | -7.89 | -7.42 | -4.65 | -1.66 | |||||
Returns over 1 year are annualized | Available data source: since Jan 2011
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023.
Waiting for updates, inflation of Nov 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.35%
, 5Y: 4.07%
, 10Y: 2.82%
Live update: World Markets and Indexes
In 2022, the iShares MSCI Philippines ETF (EPHE) ETF granted a 1.44% dividend yield. If you are interested in getting periodic income, please refer to the iShares MSCI Philippines ETF (EPHE) ETF: Dividend Yield page.
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 2013,
now would be worth 0.82$, with a total return of -18.03% (-1.97% annualized).
The Inflation Adjusted Capital now would be 0.62$, with a net total return of -37.90% (-4.65% annualized).
The Inflation Adjusted Capital now would be 0.62$, with a net total return of -37.90% (-4.65% annualized).
An investment of 1$, since January 2011,
now would be worth 1.13$, with a total return of 13.13% (0.96% annualized).
The Inflation Adjusted Capital now would be 0.81$, with a net total return of -19.41% (-1.66% annualized).
The Inflation Adjusted Capital now would be 0.81$, with a net total return of -19.41% (-1.66% annualized).
Readings that may interest you
Investment Metrics as of Nov 30, 2023
Metrics of iShares MSCI Philippines ETF (EPHE) ETF, updated as of 30 November 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
ISHARES MSCI PHILIPPINES ETF (EPHE) ETF
Advanced Metrics
Data Source: 1 January 2011 - 30 November 2023 (~13 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | ||||||||
|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y |
MAX
(~13Y) |
|
| Investment Return (%) | 7.23 | 3.00 | -0.69 | -4.81 | -5.34 | -3.66 | -1.97 | 0.96 |
| Infl. Adjusted Return (%) details | 7.23 | 2.78 | -1.84 | -7.89 | -10.48 | -7.42 | -4.65 | -1.66 |
| US Inflation (%) | 0.00 | 0.21 | 1.17 | 3.35 | 5.74 | 4.07 | 2.82 | 2.66 |
| Waiting for updates, inflation of Nov 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||
|
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | MAX | |||
| Deepest Drawdown Depth (%) | -15.89 | -32.20 | -36.03 | -43.71 | -43.71 | |||
| Start to Recovery (# months) details | 10* | 21* | 53* | 105* | 105* | |||
| Start (yyyy mm) | 2023 02 | 2022 03 | 2019 07 | 2015 03 | 2015 03 | |||
| Start to Bottom (# months) | 9 | 7 | 39 | 91 | 91 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 14 | |||
| End (yyyy mm) | - | - | - | - | - | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | ||||||||
| Start (yyyy mm) | 2023 02 | 2022 03 | 2019 07 | 2015 03 | 2015 03 | |||
| Start to Bottom (# months) | 9 | 7 | 39 | 91 | 91 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 14 | |||
| End (yyyy mm) | - | - | - | - | - | |||
| Longest negative period (# months) details | 12* | 36* | 60* | 120* | 141 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2018 12 | 2013 12 | 2011 01 | |||
| Period End (yyyy mm) | 2023 11 | 2023 11 | 2023 11 | 2023 11 | 2022 09 | |||
| Annualized Return (%) | -4.81 | -5.34 | -3.66 | -1.97 | -0.17 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||
| Deepest Drawdown Depth (%) | -18.21 | -39.41 | -44.79 | -55.48 | -55.48 | |||
| Start to Recovery (# months) details | 10* | 35* | 53* | 105* | 105* | |||
| Start (yyyy mm) | 2023 02 | 2021 01 | 2019 07 | 2015 03 | 2015 03 | |||
| Start to Bottom (# months) | 9 | 21 | 39 | 91 | 91 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 14 | |||
| End (yyyy mm) | - | - | - | - | - | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | ||||||||
| Start (yyyy mm) | 2023 02 | 2021 01 | 2019 07 | 2015 03 | 2015 03 | |||
| Start to Bottom (# months) | 9 | 21 | 39 | 91 | 91 | |||
| Bottom (yyyy mm) | 2023 10 | 2022 09 | 2022 09 | 2022 09 | 2022 09 | |||
| Bottom to End (# months) | 1 | 14 | 14 | 14 | 14 | |||
| End (yyyy mm) | - | - | - | - | - | |||
| Longest negative period (# months) details | 12* | 36* | 60* | 120* | 155* | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2018 12 | 2013 12 | 2011 01 | |||
| Period End (yyyy mm) | 2023 11 | 2023 11 | 2023 11 | 2023 11 | 2023 11 | |||
| Annualized Return (%) | -7.89 | -10.48 | -7.42 | -4.65 | -1.66 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | MAX | |||
| Standard Deviation (%) | 18.77 | 21.82 | 21.95 | 19.05 | 19.99 | |||
| Sharpe Ratio | -0.52 | -0.33 | -0.24 | -0.16 | -0.15 | |||
| Sortino Ratio | -0.69 | -0.44 | -0.31 | -0.21 | -0.20 | |||
| Ulcer Index | 7.90 | 15.75 | 18.94 | 21.80 | 20.12 | |||
| Ratio: Return / Standard Deviation | -0.26 | -0.24 | -0.17 | -0.10 | 0.05 | |||
| Ratio: Return / Deepest Drawdown | -0.30 | -0.17 | -0.10 | -0.05 | 0.02 | |||
| % Positive Months details | 58% | 58% | 58% | 52% | 55% | |||
| Positive Months | 7 | 21 | 35 | 63 | 86 | |||
| Negative Months | 5 | 15 | 25 | 57 | 69 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | MAX | |||
| Best 10 Years Return (%) - Annualized | -1.97 | 4.24 | ||||||
| Worst 10 Years Return (%) - Annualized | -3.46 | |||||||
| Best 10 Years Return (%) - Annualized | -4.65 | 2.28 | ||||||
| Worst 10 Years Return (%) - Annualized | -5.99 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | MAX | |||
| Over the latest 10Y | ||||||||
| Best Rolling Return (%) - Annualized | 33.19 | 6.61 | 3.11 | -1.97 | ||||
| Worst Rolling Return (%) - Annualized | -32.30 | -12.02 | -10.57 | |||||
| % Positive Periods | 44% | 28% | 16% | 0% | ||||
| Best Rolling Return (%) - Annualized | 33.31 | 3.05 | 1.61 | -4.65 | ||||
| Worst Rolling Return (%) - Annualized | -33.33 | -16.17 | -12.30 | |||||
| % Positive Periods | 40% | 8% | 1% | 0% | ||||
| Over all the available data source (Jan 2011 - Nov 2023) | ||||||||
| Best Rolling Return (%) - Annualized | 48.96 | 22.64 | 12.90 | 4.24 | ||||
| Worst Rolling Return (%) - Annualized | -32.30 | -12.02 | -10.57 | -3.46 | ||||
| % Positive Periods | 53% | 44% | 38% | 50% | ||||
| Best Rolling Return (%) - Annualized | 46.07 | 20.70 | 11.51 | 2.28 | ||||
| Worst Rolling Return (%) - Annualized | -33.33 | -16.17 | -12.30 | -5.99 | ||||
| % Positive Periods | 49% | 29% | 28% | 38% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | MAX | |||
| Safe WR (%) | 30.60 | 18.50 | 9.31 | 10.20 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.00 | 0.00 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation)
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Correlations as of Nov 30, 2023
Correlation measures to what degree the returns of the two assets move in relation to each other.
Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.
Asset correlations are calculated based on monthly returns.
Monthly correlations of iShares MSCI Philippines ETF (EPHE) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
ISHARES MSCI PHILIPPINES ETF (EPHE) ETF
Monthly correlations as of 30 November 2023
Swipe left to see all data
| Correlation vs EPHE | |||||
|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | Since Jan 2011 |
|
|
VTI
|
US Total Stock Market |
0.69
|
0.63
|
0.56
|
0.58
|
|
SPY
|
US Large Cap |
0.68
|
0.61
|
0.55
|
0.57
|
|
IJR
|
US Small Cap |
0.66
|
0.67
|
0.53
|
0.55
|
|
VNQ
|
US REITs |
0.73
|
0.60
|
0.57
|
0.61
|
|
QQQ
|
US Technology |
0.52
|
0.51
|
0.46
|
0.47
|
|
PFF
|
Preferred Stocks |
0.72
|
0.59
|
0.55
|
0.57
|
|
EFA
|
EAFE Stocks |
0.85
|
0.74
|
0.66
|
0.66
|
|
VT
|
World All Countries |
0.79
|
0.71
|
0.64
|
0.65
|
|
EEM
|
Emerging Markets |
0.90
|
0.77
|
0.68
|
0.70
|
|
VGK
|
Europe |
0.82
|
0.72
|
0.64
|
0.64
|
|
VPL
|
Pacific |
0.87
|
0.75
|
0.65
|
0.64
|
|
FLLA
|
Latin America |
0.85
|
0.70
|
0.58
|
0.60
|
|
BND
|
US Total Bond Market |
0.68
|
0.44
|
0.44
|
0.40
|
|
TLT
|
Long Term Treasuries |
0.66
|
0.13
|
0.20
|
0.07
|
|
BIL
|
US Cash |
-0.24
|
-0.09
|
-0.08
|
-0.11
|
|
TIP
|
TIPS |
0.65
|
0.47
|
0.44
|
0.47
|
|
LQD
|
Invest. Grade Bonds |
0.72
|
0.59
|
0.56
|
0.53
|
|
HYG
|
High Yield Bonds |
0.73
|
0.65
|
0.57
|
0.60
|
|
CWB
|
US Convertible Bonds |
0.75
|
0.61
|
0.55
|
0.55
|
|
BNDX
|
International Bonds |
0.49
|
0.42
|
0.40
|
0.40
|
|
EMB
|
Emerg. Market Bonds |
0.77
|
0.70
|
0.65
|
0.65
|
|
GLD
|
Gold |
0.27
|
0.20
|
0.21
|
0.25
|
|
DBC
|
Commodities |
0.48
|
0.51
|
0.30
|
0.34
|
If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
ISHARES MSCI PHILIPPINES ETF (EPHE) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 2013 - 30 November 2023 (10 Years)
Data Source: 1 January 2011 - 30 November 2023 (~13 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -43.71% | Mar 2015 | Sep 2022 | 91 | in progress | 14 | 105 | 23.28 |
| -7.35% | Dec 2013 | Jan 2014 | 2 | Feb 2014 | 1 | 3 | 4.57 |
| -0.82% | Dec 2014 | Dec 2014 | 1 | Jan 2015 | 1 | 2 | 0.47 |
| -0.65% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 | 0.38 |
| -0.34% | Sep 2014 | Sep 2014 | 1 | Oct 2014 | 1 | 2 | 0.20 |
| -0.26% | Mar 2014 | Mar 2014 | 1 | Apr 2014 | 1 | 2 | 0.15 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -55.48% | Mar 2015 | Sep 2022 | 91 | in progress | 14 | 105 | 31.23 |
| -7.69% | Dec 2013 | Jan 2014 | 2 | Feb 2014 | 1 | 3 | 4.70 |
| -0.90% | Mar 2014 | Mar 2014 | 1 | Apr 2014 | 1 | 2 | 0.52 |
| -0.61% | Jul 2014 | Jul 2014 | 1 | Aug 2014 | 1 | 2 | 0.35 |
| -0.42% | Sep 2014 | Sep 2014 | 1 | Oct 2014 | 1 | 2 | 0.24 |
| -0.25% | Dec 2014 | Dec 2014 | 1 | Jan 2015 | 1 | 2 | 0.15 |
| -0.04% | May 2014 | May 2014 | 1 | Jun 2014 | 1 | 2 | 0.02 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -43.71% | Mar 2015 | Sep 2022 | 91 | in progress | 14 | 105 | 23.28 |
| -25.36% | May 2013 | Jan 2014 | 9 | Feb 2015 | 13 | 22 | 14.46 |
| -18.54% | Aug 2011 | Sep 2011 | 2 | Feb 2012 | 5 | 7 | 8.75 |
| -11.23% | Jan 2011 | Feb 2011 | 2 | Apr 2011 | 2 | 4 | 7.18 |
| -5.09% | May 2012 | May 2012 | 1 | Jun 2012 | 1 | 2 | 2.94 |
| -3.43% | May 2011 | May 2011 | 1 | Jul 2011 | 2 | 3 | 2.13 |
| -2.84% | Aug 2012 | Aug 2012 | 1 | Sep 2012 | 1 | 2 | 1.64 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -55.48% | Mar 2015 | Sep 2022 | 91 | in progress | 14 | 105 | 31.23 |
| -25.81% | May 2013 | Jan 2014 | 9 | Feb 2015 | 13 | 22 | 15.25 |
| -18.89% | Aug 2011 | Sep 2011 | 2 | Feb 2012 | 5 | 7 | 8.89 |
| -12.09% | Jan 2011 | Feb 2011 | 2 | Jul 2011 | 5 | 7 | 6.57 |
| -4.98% | May 2012 | May 2012 | 1 | Jun 2012 | 1 | 2 | 2.88 |
| -3.38% | Aug 2012 | Aug 2012 | 1 | Sep 2012 | 1 | 2 | 1.95 |
Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
ISHARES MSCI PHILIPPINES ETF (EPHE) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 2013 - 30 November 2023 (10 Years)
Data Source: 1 January 2011 - 30 November 2023 (~13 years)
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -32.30 |
04/2019 03/2020 |
0.67$ | -17.50 | 0.82$ | -3.19 | 0.96$ | 13.19 | 1.13$ | 33.19 |
02/2014 01/2015 |
1.33$ | -4.81 | 55.05% |
| 2Y | -18.29 |
04/2018 03/2020 |
0.66$ | -8.66 | 0.83$ | -2.89 | 0.94$ | 2.77 | 1.05$ | 17.27 |
04/2020 03/2022 |
1.37$ | -10.03 | 71.13% |
| 3Y | -12.02 |
10/2019 09/2022 |
0.68$ | -7.77 | 0.78$ | -2.22 | 0.93$ | 1.19 | 1.03$ | 6.61 |
04/2020 03/2023 |
1.21$ | -5.34 | 71.76% |
| 5Y | -10.57 |
04/2015 03/2020 |
0.57$ | -6.29 | 0.72$ | -3.54 | 0.83$ | 0.00 | 1.00$ | 3.11 |
02/2014 01/2019 |
1.16$ | -3.66 | 83.61% |
| 7Y | -5.43 |
09/2016 08/2023 |
0.67$ | -4.77 | 0.71$ | -2.76 | 0.82$ | -1.53 | 0.89$ | 1.21 |
01/2014 12/2020 |
1.08$ | -2.62 | 94.59% |
| 10Y | -1.97 |
12/2013 11/2023 |
0.81$ | -1.97 | 0.81$ | -1.97 | 0.81$ | -1.97 | 0.81$ | -1.97 |
12/2013 11/2023 |
0.81$ | -1.97 | 100.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -33.33 |
04/2019 03/2020 |
0.66$ | -20.61 | 0.79$ | -5.26 | 0.94$ | 10.12 | 1.10$ | 33.31 |
02/2014 01/2015 |
1.33$ | -7.89 | 59.63% |
| 2Y | -19.66 |
04/2018 03/2020 |
0.64$ | -11.74 | 0.77$ | -5.94 | 0.88$ | 1.34 | 1.02$ | 11.11 |
04/2020 03/2022 |
1.23$ | -14.49 | 79.38% |
| 3Y | -16.17 |
10/2019 09/2022 |
0.58$ | -10.60 | 0.71$ | -5.19 | 0.85$ | -0.71 | 0.97$ | 3.05 |
02/2014 01/2017 |
1.09$ | -10.48 | 91.76% |
| 5Y | -12.30 |
10/2017 09/2022 |
0.51$ | -8.75 | 0.63$ | -6.18 | 0.72$ | -1.92 | 0.90$ | 1.61 |
02/2014 01/2019 |
1.08$ | -7.42 | 98.36% |
| 7Y | -8.66 |
09/2016 08/2023 |
0.53$ | -7.91 | 0.56$ | -5.81 | 0.65$ | -3.58 | 0.77$ | -0.38 |
01/2014 12/2020 |
0.97$ | -5.94 | 100.00% |
| 10Y | -4.65 |
12/2013 11/2023 |
0.62$ | -4.65 | 0.62$ | -4.65 | 0.62$ | -4.65 | 0.62$ | -4.65 |
12/2013 11/2023 |
0.62$ | -4.65 | 100.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -32.30 |
04/2019 03/2020 |
0.67$ | -14.97 | 0.85$ | 2.51 | 1.02$ | 19.01 | 1.19$ | 48.96 |
03/2012 02/2013 |
1.48$ | -4.81 | 46.53% |
| 2Y | -18.29 |
04/2018 03/2020 |
0.66$ | -7.74 | 0.85$ | -0.84 | 0.98$ | 11.13 | 1.23$ | 35.77 |
03/2011 02/2013 |
1.84$ | -10.03 | 53.03% |
| 3Y | -12.02 |
10/2019 09/2022 |
0.68$ | -5.77 | 0.83$ | -0.79 | 0.97$ | 9.84 | 1.32$ | 22.64 |
10/2011 09/2014 |
1.84$ | -5.34 | 55.00% |
| 5Y | -10.57 |
04/2015 03/2020 |
0.57$ | -5.23 | 0.76$ | -1.38 | 0.93$ | 6.23 | 1.35$ | 12.90 |
10/2011 09/2016 |
1.83$ | -3.66 | 61.46% |
| 7Y | -7.27 |
04/2013 03/2020 |
0.58$ | -4.59 | 0.71$ | -1.97 | 0.86$ | 4.13 | 1.32$ | 8.84 |
02/2011 01/2018 |
1.80$ | -2.62 | 62.50% |
| 10Y | -3.46 |
05/2013 04/2023 |
0.70$ | -3.14 | 0.72$ | -0.22 | 0.97$ | 3.67 | 1.43$ | 4.24 |
10/2011 09/2021 |
1.51$ | -1.97 | 50.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -33.33 |
04/2019 03/2020 |
0.66$ | -17.59 | 0.82$ | -0.51 | 0.99$ | 16.54 | 1.16$ | 46.07 |
03/2012 02/2013 |
1.46$ | -7.89 | 50.69% |
| 2Y | -19.66 |
04/2018 03/2020 |
0.64$ | -11.28 | 0.78$ | -3.01 | 0.94$ | 9.37 | 1.19$ | 32.56 |
03/2011 02/2013 |
1.75$ | -14.49 | 59.85% |
| 3Y | -16.17 |
10/2019 09/2022 |
0.58$ | -9.19 | 0.74$ | -3.34 | 0.90$ | 8.42 | 1.27$ | 20.70 |
10/2011 09/2014 |
1.75$ | -10.48 | 70.83% |
| 5Y | -12.30 |
10/2017 09/2022 |
0.51$ | -8.49 | 0.64$ | -3.33 | 0.84$ | 4.90 | 1.27$ | 11.51 |
10/2011 09/2016 |
1.72$ | -7.42 | 71.88% |
| 7Y | -8.66 |
09/2016 08/2023 |
0.53$ | -7.61 | 0.57$ | -4.01 | 0.75$ | 2.52 | 1.19$ | 7.02 |
02/2011 01/2018 |
1.60$ | -5.94 | 68.06% |
| 10Y | -5.99 |
05/2013 04/2023 |
0.53$ | -5.71 | 0.55$ | -2.70 | 0.76$ | 1.64 | 1.17$ | 2.28 |
10/2011 09/2021 |
1.25$ | -4.65 | 61.11% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
If you need a deeper detail about rolling returns, please refer to the iShares MSCI Philippines ETF (EPHE) ETF: Rolling Returns page.
Seasonality
In which months is it better to invest in iShares MSCI Philippines ETF (EPHE) ETF?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.23
60% |
-2.65
40% |
-5.13
40% |
-0.31
60% |
1.53
80% |
0.30
80% |
-1.62
40% |
-0.31
60% |
-3.42
40% |
3.85
80% |
5.28
80% |
1.04
40% |
| Best |
9.4 2019 |
2.1 2022 |
2.3 2019 |
4.7 2020 |
6.5 2021 |
7.8 2020 |
4.0 2023 |
7.5 2021 |
2.4 2023 |
8.5 2022 |
11.8 2022 |
6.5 2020 |
| Worst |
-9.1 2020 |
-6.3 2020 |
-21.1 2020 |
-7.3 2022 |
-5.5 2023 |
-12.6 2022 |
-9.6 2021 |
-10.1 2023 |
-15.7 2022 |
-6.2 2023 |
-3.2 2019 |
-1.7 2022 |
Monthly Seasonality over the period Feb 2011 - Nov 2023
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.56
50% |
-0.77
50% |
-1.46
40% |
-0.20
50% |
1.08
70% |
-0.09
60% |
0.34
60% |
-1.15
50% |
-2.73
30% |
1.68
70% |
2.15
60% |
0.45
40% |
| Best |
9.4 2019 |
10.4 2014 |
12.4 2016 |
5.4 2014 |
6.6 2016 |
7.8 2020 |
8.6 2018 |
7.5 2021 |
3.4 2017 |
8.5 2022 |
11.8 2022 |
6.5 2020 |
| Worst |
-9.1 2020 |
-6.3 2020 |
-21.1 2020 |
-7.3 2022 |
-5.5 2023 |
-12.6 2022 |
-9.6 2021 |
-10.1 2023 |
-15.7 2022 |
-6.2 2023 |
-8.8 2016 |
-5.4 2013 |
Monthly Seasonality over the period Feb 2011 - Nov 2023
Swipe left to see all data
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.02
54% |
0.24
54% |
0.12
54% |
0.75
62% |
-0.35
54% |
-0.20
62% |
0.99
69% |
-2.48
38% |
-2.40
38% |
3.09
77% |
1.61
54% |
0.64
50% |
| Best |
10.3 2012 |
10.4 2014 |
12.4 2016 |
6.8 2011 |
6.6 2016 |
7.8 2020 |
8.6 2018 |
7.5 2021 |
5.6 2013 |
12.5 2011 |
11.8 2022 |
6.5 2020 |
| Worst |
-10.4 2011 |
-6.3 2020 |
-21.1 2020 |
-7.3 2022 |
-6.9 2013 |
-12.6 2022 |
-9.6 2021 |
-13.4 2013 |
-15.7 2022 |
-6.2 2023 |
-8.8 2016 |
-5.4 2013 |
Monthly Seasonality over the period Feb 2011 - Nov 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the iShares MSCI Philippines ETF (EPHE) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
ISHARES MSCI PHILIPPINES ETF (EPHE) ETF
Monthly Returns Distribution
Data Source: 1 December 2013 - 30 November 2023 (10 Years)
Data Source: 1 January 2011 - 30 November 2023 (~13 years)
63 Positive Months (53%) - 57 Negative Months (48%)
86 Positive Months (55%) - 69 Negative Months (45%)
Swipe left to see all data
(Scroll down to see all data)
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
