EFA vs IEFA comparison¶

EFA vs IEFA performance comment¶

Market Performance Metrics Overview¶

Metric	EFA	IEFAR
High	75.495	70.425
Low	72.585	67.635
Close	74.51	69.45
Start Price	74.51	69.58
Gain %	0.0%	-0.19%
Annualized Gain %	0.0%	-2.84%
Annualized Volatility %	12.34%	12.48%
Max Drawdown %	-2.61%	-2.69%
Sharpe Ratio	0.06	-0.19

Insights and Commentary on Market Comparison¶

The comparison of the two market tickers, EFA and IEFAR, over a 60-day period provides several insights into their performance.

Gain %¶

The gain % for EFA is 0.0%, indicating a stable performance with no significant gains or losses, while IEFAR experienced a slight decrease of -0.19% over the same period. This suggests that EFA has maintained a relatively steady position, whereas IEFAR has seen a minor downturn.

Annualized Gain %¶

EFA has an annualized gain % of 0.0%, reflecting the stable performance observed in the gain %. In contrast, IEFAR has an annualized gain % of -2.84%, indicating a negative trend in its performance over time.

Annualized Volatility %¶

Both EFA and IEFAR have similar annualized volatility %, with EFA at 12.34% and IEFAR at 12.48%. This metric reflects the degree of variation of trading prices for each market ticker, with higher volatility indicating greater risk.

Max Drawdown %¶

The max drawdown % for both EFA and IEFAR is negative, indicating a decline in the value of the market ticker from its peak. EFA has a max drawdown % of -2.61%, while IEFAR has a slightly higher drawdown of -2.69%, suggesting a greater decrease in value for IEFAR during this period.

Sharpe Ratio¶

The Sharpe ratio for EFA is 0.06, indicating a slightly positive risk-adjusted return, whereas IEFAR has a negative Sharpe ratio of -0.19, suggesting a lower risk-adjusted return compared to EFA.

Overall, the comparison of these market tickers indicates that EFA has maintained a relatively stable performance with minimal gains or losses, while IEFAR has experienced a slight decline in value. Both market tickers exhibit similar levels of volatility, but IEFAR has a lower risk-adjusted return compared to EFA.

EFA YTD Return (Daily)¶

Comment on YTD Total Returns Results of EFA¶

Year-to-Date Performance¶

The YTD Open for EFA was 74.54 and the YTD Close was 74.51, with a YTD Gain % of 0.0. The YTD Annualized Volatility % was 12.34, indicating relatively low volatility. The YTD Max Drawdown % was -2.61, suggesting a minimal loss potential.

Last Year Performance¶

The Last Year Annualized Gain % stood at 17.33, with a Last Year Sharpe Ratio of 1.26, indicating strong risk-adjusted performance. The Last Year Max Drawdown % was -11.58, signifying a moderate level of risk.

Historical Performance¶

The Historical Annualized Volatility (excluding the current year) was 21.29%, while the Historical Annualized Gain (excluding the current year) was 7.52%. The Max Drawdown in Data (excluding the current year) was -61.04%, highlighting the potential for significant losses.

Market Conditions¶

The Current last close for EFA was 74.51, with a Current MA 200 of 70.79, Current MA 50 of 72.92, and Current MA 5 of 74.06. The Current last 5 days gain % was 1.48, indicating recent positive momentum. The Current average annualized volatility was 11.67%, and the Average annualized volatility a month ago was 11.15. The current price is above both the MA 200 and MA 50, suggesting a bullish trend. However, it is close to the MA 5, which may indicate a potential resistance level. Overall, EFA has shown stable performance with low volatility so far this year. Last year saw strong returns with a favorable Sharpe Ratio. However, historical data indicates potential for significant drawdowns, highlighting the need for prudent risk management. As for the current market condition, the recent positive momentum and the price's proximity to the MA 5 may indicate a potential for continued upward movement, but investors should monitor closely for potential resistance at this level.

EFA Annual Dividends¶

Year	Annual Dividend	Dividend Yield
2023	$2.24	2.98%
2022	$1.77	2.63%
2021	$2.62	3.31%
2020	$1.55	2.15%
2019	$2.15	3.09%

EFA Montly Dividends¶

Year	Jun	Oct	Dec
2023	$1.31	0.0	$0.93
2022	$1.5	0.0	$0.27
2021	$1.1	0.0	$1.52
2020	$0.86	0.0	$0.69
2019	$1.38	0.0	$0.78
2018	$1.35	0.0	$0.64
2017	$1.06	0.0	$0.74
2016	$1.17	0.0	$0.6
2015	$1.11	0.0	$0.51
2014	$1.68	0.0	$0.59
2013	$1.15	0.0	$0.55
2012	$1.15	0.0	$0.61
2011	$1.14	0.0	$0.57
2010	$0.95	0.0	$0.54
2009	$0.94	0.0	$0.5
2008	$1.31	0.0	$0.54
2007	0.0	0.0	$2.0
2006	0.0	0.0	$1.53
2005	0.0	0.0	$1.11
2004	0.0	0.0	$2.41
2003	0.0	0.0	$1.57
2002	0.0	0.0	$1.88
2001	0.0	$0.17	$0.08

Published: 2024-01-25

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