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FSE: FactorShares 2X: S&P500 Bull (ETF)
Basic Info
Asset Class: | Trading-Miscellaneous |
MyPlanIQ Rating: | Not Rated |
Start Date: | 01/04/2000 |
Last Dividend Date: | 04/24/2014 |
12-Mo. Yield | 0.00% |
Expenses | 0.75% |
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Performance Analytics (As of 12/16/2014)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 02/25/2011 |
2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | -100.0 | -100.0 | -100.0 | -100.0 | -100.0 | -100.0 | -88.8 | 0.1 | -61.8 | -40.0 | -96.6 | -43.8 | -35.3 | 20.1 | -2.6 | -13.1 | 14.1 | -12.4 | -50.0 | 6.6 |
Sharpe Ratio | NA | 0.2 | NA | NA | NA | -0.31 | NA | -0.34 | 0.0 | -0.05 | -0.04 | -0.06 | -0.05 | -1.37 | 0.9 | -0.27 | -0.61 | 0.36 | -0.28 | -0.67 | 0.04 |
Draw Down(%) | NA | 100.0 | 100.0 | 100.0 | 100.0 | 100.0 | 100.0 | 95.0 | 53.8 | 99.9 | 99.5 | 98.1 | 98.5 | 38.2 | 11.6 | 19.4 | 31.7 | 29.3 | 44.6 | 69.5 | 47.6 |
Standard Deviation(%) | NA | 51.0 | NA | NA | NA | 288.4 | NA | 260.8 | 154.4 | 1156.3 | 1056.0 | 1610.0 | 878.9 | 28.1 | 18.8 | 17.3 | 22.8 | 37.0 | 48.6 | 79.6 | 71.9 |
Treynor Ratio | NA | 0.0 | 0.01 | 0.01 | 0.04 | 0.06 | 0.0 | 3.01 | 0.0 | -0.01 | -0.04 | -0.72 | 0.03 | 2.19 | 3.0 | -122.55 | -1.43 | -8.82 | -0.68 | -1.33 | -0.11 |
Alpha | NA | 983.63 | 334.87 | 226.63 | 126.94 | 85.36 | 1194.59 | 0.07 | 0.39 | 88.27 | 60.82 | 121.1 | 35.09 | -0.17 | 0.06 | -0.01 | -0.05 | 0.08 | 0.01 | -0.15 | 0.11 |
Beta | NA | -1061.96 | -198.73 | -67.75 | -25.52 | -16.39 | -1176.97 | -0.29 | 1.42 | 66.37 | 9.03 | 1.33 | -14.22 | -0.18 | 0.06 | 0.0 | 0.1 | -0.02 | 0.2 | 0.4 | -0.24 |
RSquared | NA | 0.02 | 0.0 | 0.0 | 0.0 | 0.0 | 0.02 | 0.0 | 0.01 | 0.02 | 0.0 | 0.0 | 0.01 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.01 | 0.01 |
Yield(%) | N/A | 611.1 | 171.8 | 41.7 | 0.3 | N/A | 611.1 | 75.0 | 75.0 | 30.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | 816.7 | N/A | N/A | N/A | N/A | 816.7 | 0.0 | 0.0 | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/25/2011
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