How does the Exchange Traded Fund (EFT) called Europe SmallCap Dividend Fund (DFE) rate based on the Carhart (1997) fund performance persistence criteria?
The 10 years average annual NAV return of DFE ETF is 5.04% and over the last five years is 9.18% - as of Jul. 31, 2016. (WisdomTree) Let’s have a detailed look at the yearly performance figures of the last five years as well as the current year-to-date (YTD) total return - as indicated by Bloomberg databases:
Performance 2011: -19.30%
Performance 2012: 31.26%
Performance 2013: 45.37%
Performance 2014: -8.69%
Performance 2015: 11.75%
As of Sep. 16, 2016, the YTD performance of DFE ETF is 0.07%.