SSgA SPDR ETFs Europe I Public Limited Company - SPDR MSCI Emerging Markets UCITS ETF (EMRG.L) Total Returns
Growth of £10,000 chart
2015-10-30 to 2020-10-30 to
£
%
%
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Investment Performance
Final Value
£17,373
Total Return
73.73%
CAGR
11.67%
Dividends
£0.00
Yield on Cost
0.00%
Rolling Returns
1-Month (21 Trading Days)
| Average | +1.07% |
| Median | +1.57% |
| Best | +18.09% |
| Worst | -22.62% |
| % of Windows Positive | 61.2% |
1-Year (252 Trading Days)
| Average | +11.39% |
| Median | +7.79% |
| Best | +56.67% |
| Worst | -17.31% |
| % of Windows Positive | 73.6% |
3-Year (756 Trading Days)
| Average | +28.00% |
| Median | +24.46% |
| Best | +79.05% |
| Worst | -10.17% |
| % of Windows Positive | 94.1% |
Risk Metrics
| Maximum Drawdown | -25.38% |
| Average Drawdown | -6.07% |
| Drawdown Duration | 190 Trading Days |
| Sortino Ratio | 0.89 |
| Calmar Ratio | 0.46 |
| CVaR (5%) | -2.94% |
Yearly Returns
| Year | Percentage | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|
| 2020 partial | +2.30% (+2.77% ann.) | +£230.34 | £0.00 | £0.00 | £0.00 |
| 2019 | +14.04% | +£1404.41 | £0.00 | £0.00 | £0.00 |
| 2018 | -9.70% | £969.68 | £0.00 | £0.00 | £0.00 |
| 2017 | +24.38% | +£2438.11 | £0.00 | £0.00 | £0.00 |
| 2016 | +35.18% | +£3517.51 | £0.00 | £0.00 | £0.00 |
| 2015 | -11.93% | £1192.60 | £0.00 | £0.00 | £0.00 |
| 2014 | +3.35% | +£334.69 | £0.00 | £0.00 | £0.00 |
| 2013 | -4.66% | £465.98 | £0.00 | £0.00 | £0.00 |
| 2012 | +10.90% | +£1089.68 | £0.00 | £0.00 | £0.00 |
| 2011 partial | -10.49% (-23.79% ann.) | £1049.10 | £0.00 | £0.00 | £0.00 |
Market Regimes
about| Regime | Period | Percentage | Annual | Abs. Return | Dividends | Taxes | Trans. Costs |
|---|---|---|---|---|---|---|---|
| Policy-led rebound / euro-sovereign-crisis overlay partial | August 3, 2011 – July 25, 2012 | -11.04% | -11.28% | £1104.41 | £0.00 | £0.00 | £0.00 |
| Secular stagnation / QE / low inflation / duration bull | July 26, 2012 – February 19, 2020 | +68.61% | +7.15% | +£6861.23 | £0.00 | £0.00 | £0.00 |
| Pandemic shock / liquidity crash | February 20, 2020 – March 23, 2020 | -21.67% | -93.84% | £2166.55 | £0.00 | £0.00 | £0.00 |
| Policy bazooka / monetary euphoria partial | March 24, 2020 – October 30, 2020 | +24.01% | +42.95% | +£2401.26 | £0.00 | £0.00 | £0.00 |
Dividend History
| Date | Per Share | Yield % |
|---|---|---|
| Total | 0 payments |
No dividends recorded.
All calculations use split-adjusted closing prices. Dividends are reinvested on the ex-dividend date at that day's closing price.
For each rolling window, returns are calculated at every possible starting point:
return = (value[i] ÷ value[i − windowSize] − 1) × 100
- Windows
- 1-month = 21 trading days, 1-year = 252 trading days, 3-year = 756 trading days.
- Statistics
- Average: arithmetic mean. Median: middle value when sorted. Best / Worst: max and min. % Positive: share of windows with return > 0.
The series is segmented by calendar year:
return = (endValue ÷ startValue − 1) × 100
startValue is the last value of the prior year (or the first value for the initial year). Partial first/last years are flagged. Dividends, taxes, and transaction costs are scaled proportionally to the initial investment.