RWJ: Playing Value In Small Caps Means Sacrificing Quality (NYSEARCA:RWJ)


Concept words ETF on wooden blocks, acronym ETF which refers to Exchange Traded Fund inscribed on wooden cubes United States dollars. Economy and investments.

wombatzaa/iStock via Getty Images

No doubt, after the iShares Core S&P 500 ETF’s (IVV) 2.21% decline in October, which was preceded by an even more painful September when it was down by 4.7%, equity investors finally breathed a sigh of relief

Ticker August September October
IVV 1.63% -4.70% -2.21%
RWJ -4.06% -5.75% -6.37%

Metric RWJ IJR
MC $2,060 million $2,457 million
EY 8.8% 6.83%
P/S 0.91 3.51
EPS Fwd 4.4% 9.1%
Revenue Fwd 5.4% 7.1%
ROA 3.82% 4.5%
ROE 9.89% 16.9%
Quant Valuation B- or higher 62.9% 36.9%
Quant Valuation D+ or lower 13.7% 31.9%
Quant Profitability B- or higher 43.8% 53%
Quant Profitability D+ or lower 15.6% 10.2%

Portfolio IVV RWJ IJR
Initial Balance $10,000 $10,000 $10,000
Final Balance $16,370 $18,279 $13,015
CAGR 11.81% 14.63% 6.15%
Stdev 18.59% 30.70% 23.82%
Best Year 28.76% 52.56% 26.60%
Worst Year -18.16% -10.97% -16.19%
Max. Drawdown -23.93% -37.95% -32.77%
Sharpe Ratio 0.6 0.54 0.3
Sortino Ratio 0.92 0.91 0.43
Market Correlation 1 0.8 0.91



Source link

Leave a Reply

Your email address will not be published. Required fields are marked *