Simulation Settings
Category: Stocks
Period: January 1960 - April 2025 (~65 years)
Consolidated Returns as of 30 April 2025
Consolidated Returns as of 30 April 2025
Currency:
CAD
Inflation: Canada
(Change Settings)
Results
iShares S&P U.S. Mid-Cap Index CAD-Hedged (XMH.TO)
1.00$
Initial Capital
May 1995
May 1995
17.95$
Final Capital
April 2025
April 2025
10.10%
Yearly Return
18.09%
Std Deviation
-49.18%
Max Drawdown
43months
Recovery Period
1.00$
Initial Capital
May 1995
May 1995
9.61$
Final Capital
April 2025
April 2025
7.84%
Yearly Return
18.09%
Std Deviation
-49.94%
Max Drawdown
43months
Recovery Period
1.00$
Initial Capital
January 1960
January 1960
1.8K$
Final Capital
April 2025
April 2025
12.19%
Yearly Return
17.19%
Std Deviation
-51.11%
Max Drawdown
40months
Recovery Period
1.00$
Initial Capital
January 1960
January 1960
173.60$
Final Capital
April 2025
April 2025
8.21%
Yearly Return
17.19%
Std Deviation
-59.69%
Max Drawdown
134months
Recovery Period
The iShares S&P U.S. Mid-Cap Index CAD-Hedged (XMH.TO) ETF covers to the following investment themes:
- Asset Class: Equity
- Size: Mid Cap
- Style: Blend
- Region: North America
- Country: U.S.
As of April 2025, in the previous 30 Years, the iShares S&P U.S. Mid-Cap Index CAD-Hedged (XMH.TO) ETF obtained a 10.10% compound annual return, with a 18.09% standard deviation. It suffered a maximum drawdown of -49.18% that required 43 months to be recovered.
Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information.
The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.
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Investment Returns as of Apr 30, 2025
The iShares S&P U.S. Mid-Cap Index CAD-Hedged (XMH.TO) ETF guaranteed the following returns.
Returns are calculated in CAD, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
ISHARES S&P U.S. MID-CAP INDEX CAD-HEDGED (XMH.TO) ETF
1 January 1960 - 30 April 2025 (~65 years)
Live Update: May 2025
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Apr 30, 2025 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | --- |
YTD (4M) |
1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX (~65Y) |
|||
| Investment Return | --- | --- | -8.63 | -2.53 | -8.21 | -0.44 | 13.14 | 7.14 | 10.10 | 12.19 | |||
| Returns over 1 year are annualized | |||||||||||||
| (*) Eastern Time (ET - America/New York) | |||||||||||||
| The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation. | |||||||||||||
In 2024, the iShares S&P U.S. Mid-Cap Index CAD-Hedged (XMH.TO) ETF granted a 1.03% dividend yield. If you are interested in getting periodic income, please refer to the iShares S&P U.S. Mid-Cap Index CAD-Hedged (XMH.TO) ETF: Dividend Yield page.
Capital Growth as of Apr 30, 2025
An investment of 1$, from May 1995 to April 2025,
would be worth 17.95$, with a total return of 1694.93% (10.10% annualized).
The Inflation Adjusted Capital would be 9.61$, with a net total return of 861.18% (7.84% annualized).
The Inflation Adjusted Capital would be 9.61$, with a net total return of 861.18% (7.84% annualized).
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An investment of 1$, from January 1960 to April 2025,
would be worth 1830.06$, with a total return of 182906.33% (12.19% annualized).
The Inflation Adjusted Capital would be 173.60$, with a net total return of 17259.84% (8.21% annualized).
The Inflation Adjusted Capital would be 173.60$, with a net total return of 17259.84% (8.21% annualized).
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Investment Metrics as of Apr 30, 2025
Metrics of iShares S&P U.S. Mid-Cap Index CAD-Hedged (XMH.TO) ETF, updated as of 30 April 2025, provide a comprehensive overview of the portfolio's performance and risk characteristics.
These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
ISHARES S&P U.S. MID-CAP INDEX CAD-HEDGED (XMH.TO) ETF
Advanced Metrics
1 January 1960 - 30 April 2025 (~65 years)
Swipe left to see all data
| Metrics as of Apr 30, 2025 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
|
YTD
(4M) |
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~65Y) |
|
| Investment Return (%) | -8.63 | -2.53 | -12.02 | -8.21 | -0.44 | 6.04 | 13.14 | 7.14 | 8.78 | 10.10 | 12.19 |
| Growth of 1$ | 0.91 | 0.97 | 0.88 | 0.92 | 1.00 | 1.19 | 1.85 | 1.99 | 5.38 | 17.95 | 1.8K |
| Canada Inflation (%) | 1.36 | -0.06 | 1.30 | 0.99 | 1.74 | 2.94 | 3.78 | 2.62 | 2.16 | 2.10 | 3.67 |
| Returns / Inflation rates over 1 year are annualized. | |||||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -15.61 | -15.61 | -15.61 | -22.51 | -35.89 | -49.18 | -49.18 | -51.11 | |||
| Start to Recovery (# months) | 5* | 5* | 5* | 26 | 27 | 43 | 43 | 40 | |||
| Start (yyyy mm) | 2024 12 | 2024 12 | 2021 11 | 2018 09 | 2007 06 | 2007 06 | 1972 12 | ||||
| Start to Bottom (# months) | 5 | 5 | 11 | 19 | 21 | 21 | 22 | ||||
| Bottom (yyyy mm) | 2025 04 | 2025 04 | 2022 09 | 2020 03 | 2009 02 | 2009 02 | 1974 09 | ||||
| Bottom to End (# months) | 0 | 0 | 15 | 8 | 22 | 22 | 18 | ||||
| End (yyyy mm) | - | - | 2023 12 | 2020 11 | 2010 12 | 2010 12 | 1976 03 | ||||
| Longest Drawdown Depth (%) |
same |
-8.32 |
same |
same |
same |
same |
-49.18 | ||||
| Start to Recovery (# months) | 11 | 43 | |||||||||
| Start (yyyy mm) | 2024 12 | 2023 02 | 2021 11 | 2018 09 | 2007 06 | 2007 06 | 2007 06 | ||||
| Start to Bottom (# months) | 5 | 9 | 11 | 19 | 21 | 21 | 21 | ||||
| Bottom (yyyy mm) | 2025 04 | 2023 10 | 2022 09 | 2020 03 | 2009 02 | 2009 02 | 2009 02 | ||||
| Bottom to End (# months) | 0 | 2 | 15 | 8 | 22 | 22 | 22 | ||||
| End (yyyy mm) | - | 2023 12 | 2023 12 | 2020 11 | 2010 12 | 2010 12 | 2010 12 | ||||
| Longest negative period (# months) | 12* | 18 | 32 | 59 | 69 | 107 | 113 | ||||
| Start (yyyy mm) | 2024 05 | 2022 05 | 2021 03 | 2015 05 | 2014 07 | 2000 04 | 1965 05 | ||||
| End (yyyy mm) | 2025 04 | 2023 10 | 2023 10 | 2020 03 | 2020 03 | 2009 02 | 1974 09 | ||||
| Annualized Return (%) | -0.44 | -0.46 | -0.70 | -2.02 | -0.70 | -0.04 | -0.22 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
| Deepest Drawdown Depth (%) | -16.43 | -16.43 | -16.43 | -26.98 | -37.01 | -49.94 | -49.94 | -59.69 | |||
| Start to Recovery (# months) | 5* | 5* | 5* | 29 | 27 | 43 | 43 | 134 | |||
| Start (yyyy mm) | 2024 12 | 2024 12 | 2021 11 | 2018 09 | 2007 06 | 2007 06 | 1968 12 | ||||
| Start to Bottom (# months) | 5 | 5 | 11 | 19 | 21 | 21 | 70 | ||||
| Bottom (yyyy mm) | 2025 04 | 2025 04 | 2022 09 | 2020 03 | 2009 02 | 2009 02 | 1974 09 | ||||
| Bottom to End (# months) | 0 | 0 | 18 | 8 | 22 | 22 | 64 | ||||
| End (yyyy mm) | - | - | 2024 03 | 2020 11 | 2010 12 | 2010 12 | 1980 01 | ||||
| Longest Drawdown Depth (%) |
same |
-11.04 |
same |
-26.98 |
same |
same |
same |
||||
| Start to Recovery (# months) | 11 | 29 | |||||||||
| Start (yyyy mm) | 2024 12 | 2023 02 | 2021 11 | 2021 11 | 2007 06 | 2007 06 | 1968 12 | ||||
| Start to Bottom (# months) | 5 | 9 | 11 | 11 | 21 | 21 | 70 | ||||
| Bottom (yyyy mm) | 2025 04 | 2023 10 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 1974 09 | ||||
| Bottom to End (# months) | 0 | 2 | 18 | 18 | 22 | 22 | 64 | ||||
| End (yyyy mm) | - | 2023 12 | 2024 03 | 2024 03 | 2010 12 | 2010 12 | 1980 01 | ||||
| Longest negative period (# months) | 12* | 18 | 49* | 62 | 77 | 116 | 167 | ||||
| Start (yyyy mm) | 2024 05 | 2022 05 | 2021 04 | 2018 09 | 2013 11 | 1999 07 | 1968 09 | ||||
| End (yyyy mm) | 2025 04 | 2023 10 | 2025 04 | 2023 10 | 2020 03 | 2009 02 | 1982 07 | ||||
| Annualized Return (%) | -2.15 | -4.17 | -1.17 | -0.08 | -0.39 | -0.19 | -0.23 | ||||
| Drawdowns / Negative periods marked with * are in progress | |||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Standard Deviation (%) | 16.22 | 20.40 | 19.75 | 20.05 | 18.83 | 18.09 | 17.19 | ||||
| Sharpe Ratio | -0.32 | 0.09 | 0.54 | 0.27 | 0.39 | 0.43 | 0.46 | ||||
| Sortino Ratio | -0.48 | 0.13 | 0.80 | 0.37 | 0.52 | 0.58 | 0.62 | ||||
| Ulcer Index | 6.63 | 5.92 | 7.90 | 8.12 | 11.35 | 10.34 | 10.66 | ||||
| Ratio: Return / Standard Deviation | -0.03 | 0.30 | 0.67 | 0.36 | 0.47 | 0.56 | 0.71 | ||||
| Ratio: Return / Deepest Drawdown | -0.03 | 0.39 | 0.58 | 0.20 | 0.18 | 0.21 | 0.24 | ||||
| Positive Months (%) | 41.66 | 47.22 | 55.00 | 58.33 | 60.41 | 60.83 | 61.47 | ||||
| Positive Months | 5 | 17 | 33 | 70 | 145 | 219 | 482 | ||||
| Negative Months | 7 | 19 | 27 | 50 | 95 | 141 | 302 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 7.14 | 17.21 | 17.21 | 23.91 | |||||||
| Worst 10 Years Return (%) - Annualized | 6.53 | 3.51 | 0.91 | ||||||||
| Best 10 Years Return (%) - Annualized | 4.41 | 15.27 | 15.27 | 18.51 | |||||||
| Worst 10 Years Return (%) - Annualized | 4.41 | 1.29 | -3.87 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |
| ··· As of Apr 2025 - Over the previous 30Y | |||||||||||
| Best Rolling Return (%) - Annualized | 97.54 | 31.31 | 27.06 | 17.21 | 11.62 | 10.10 | |||||
| Worst Rolling Return (%) - Annualized | -41.31 | -15.72 | -4.80 | 3.51 | 6.19 | ||||||
| Positive Periods (%) | 75.6 | 89.2 | 97.6 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 93.30 | 28.58 | 24.88 | 15.27 | 9.59 | 7.84 | |||||
| Worst Rolling Return (%) - Annualized | -42.13 | -17.18 | -6.59 | 1.29 | 4.27 | ||||||
| Positive Periods (%) | 72.4 | 85.2 | 95.0 | 100.0 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 7.65 | 12.05 | 15.38 | 17.95 | 12.08 | 0.00 | 0.00 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 9.82 | 15.80 | 20.69 | 29.19 | 23.52 | 2.51 | 0.00 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 11.21 | 18.21 | 24.10 | 36.38 | 34.29 | 11.43 | 0.00 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 13.47 | 22.14 | 29.64 | 40.15 | 38.40 | 18.84 | 0.00 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 70.23 | 25.30 | 16.66 | 10.61 | 7.26 | 10.33 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | 1.80 | 4.31 | 9.26 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
| ··· All available data (Jan 1960 - Apr 2025) | |||||||||||
| Best Rolling Return (%) - Annualized | 97.54 | 34.83 | 31.77 | 23.91 | 21.09 | 18.32 | |||||
| Worst Rolling Return (%) - Annualized | -43.15 | -16.95 | -7.87 | 0.91 | 6.19 | 9.84 | |||||
| Positive Periods (%) | 77.6 | 91.0 | 96.5 | 100.0 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 93.30 | 29.06 | 26.14 | 18.51 | 15.08 | 13.15 | |||||
| Worst Rolling Return (%) - Annualized | -48.88 | -23.31 | -13.19 | -3.87 | 3.65 | 7.14 | |||||
| Positive Periods (%) | 73.4 | 86.1 | 89.2 | 92.3 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 7.08 | 10.88 | 13.47 | 16.11 | 11.88 | 0.00 | 0.00 | 0.00 | 0.00 | ||
| 95% CVaR - Conditional Value at Risk (%) | 9.14 | 14.44 | 18.52 | 25.82 | 24.16 | 9.55 | 0.00 | 0.00 | 0.00 | ||
| 99% VaR - Value at Risk (%) - Cumulative | 10.46 | 16.73 | 21.75 | 32.94 | 32.64 | 21.81 | 0.00 | 0.00 | 0.00 | ||
| 99% CVaR - Conditional Value at Risk (%) | 12.61 | 20.46 | 27.02 | 38.16 | 38.57 | 26.84 | 0.00 | 0.00 | 0.00 | ||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 70.23 | 20.66 | 13.33 | 7.36 | 4.80 | 4.37 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 2.98 | 3.96 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
- 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.
- Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
- Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
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Correlations as of Apr 30, 2025
Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.
The following table shows the monthly correlations of iShares S&P U.S. Mid-Cap Index CAD-Hedged (XMH.TO) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).
ISHARES S&P U.S. MID-CAP INDEX CAD-HEDGED (XMH.TO) ETF
Monthly correlations as of 30 April 2025
Swipe left to see all data
| Correlation vs XMH.TO | |||||
|---|---|---|---|---|---|
| Asset Class | 1 Year | 5 Years | 10 Years | 30 Years | |
|
VUN.TO
|
US Total Stock Market |
0.79 |
0.83 |
0.81 |
0.78 |
|
VFV.TO
|
US Large Cap Blend |
0.73 |
0.79 |
0.77 |
0.72 |
|
XMC.TO
|
US Mid Cap Blend |
0.94 |
0.95 |
0.94 |
0.90 |
|
XSMC.TO
|
US Small Cap Blend |
0.91 |
0.90 |
0.90 |
0.84 |
|
QQC.TO
|
US Technology |
0.48 |
0.63 |
0.60 |
0.60 |
|
ZUP.TO
|
US Preferred Stocks |
0.48 |
0.49 |
0.52 |
0.21 |
|
XIC.TO
|
Canada Large Cap |
0.96 |
0.86 |
0.87 |
0.81 |
|
XEF.TO
|
EAFE Stocks |
0.50 |
0.79 |
0.71 |
0.67 |
|
XEC.TO
|
Emerging Markets |
0.05 |
0.47 |
0.54 |
0.64 |
|
ZUAG.TO
|
US Total Bond Market |
0.42 |
0.02 |
-0.21 |
-0.43 |
|
XTLT.TO
|
US Long Term Treasury |
0.49 |
0.22 |
-0.18 |
-0.38 |
|
ZUCM.TO
|
US Cash |
0.10 |
-0.52 |
-0.49 |
-0.53 |
|
XSTP.TO
|
US TIPS |
0.23 |
-0.33 |
-0.33 |
-0.41 |
|
XCBU.TO
|
US Invest. Grade Bonds |
0.49 |
0.35 |
0.13 |
-0.22 |
|
ZJK.TO
|
US High Yields Bonds |
0.51 |
0.47 |
0.53 |
0.26 |
|
ZAG.TO
|
Canada Total Bonds |
0.67 |
0.52 |
0.41 |
0.18 |
|
ZFL.TO
|
Canada Long Term Bonds |
0.69 |
0.52 |
0.24 |
0.06 |
|
XCB.TO
|
Canada Invest. Grade Bonds |
0.74 |
0.59 |
0.60 |
- |
|
ZGLD.TO
|
Gold |
-0.04 |
-0.18 |
-0.20 |
-0.21 |
|
CCOM.TO
|
Commodities |
-0.10 |
0.13 |
0.28 |
0.18 |
Correlation values range between -1 and +1
- A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
- A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
- A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate 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 S&P U.S. MID-CAP INDEX CAD-HEDGED (XMH.TO) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
1 May 1995 - 30 April 2025 (30 Years)
1 January 1960 - 30 April 2025 (~65 years)
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Rolling Returns
For a detailed rolling return analysis, click here
iShares S&P U.S. Mid-Cap Index CAD-Hedged (XMH.TO) ETF: Rolling Returns
iShares S&P U.S. Mid-Cap Index CAD-Hedged (XMH.TO) ETF: Rolling Returns
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 S&P U.S. MID-CAP INDEX CAD-HEDGED (XMH.TO) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 May 1995 - 30 April 2025 (30 Years)
1 January 1960 - 30 April 2025 (~65 years)
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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.
Seasonality
In which months is it better to invest in iShares S&P U.S. Mid-Cap Index CAD-Hedged (XMH.TO) ETF?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 1960 to April 2025.
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For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the iShares S&P U.S. Mid-Cap Index CAD-Hedged (XMH.TO) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
ISHARES S&P U.S. MID-CAP INDEX CAD-HEDGED (XMH.TO) ETF
Monthly Returns Distribution
1 May 1995 - 30 April 2025 (30 Years)
1 January 1960 - 30 April 2025 (~65 years)
219 Positive Months (61%) - 141 Negative Months (39%)
482 Positive Months (61%) - 302 Negative Months (39%)
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Methodology
Returns, up to August 2015, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
Returns, up to August 2015, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.
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