Find A Portfolio/Ticker
Comparison Box
FSU: FactorShares 2X: S&P500 Bull (ETF)
Basic Info
Asset Class: | Trading-Miscellaneous |
MyPlanIQ Rating: | Not Rated |
Start Date: | 02/25/2011 |
Last Dividend Date: | - |
12-Mo. Yield | 0.00% |
Expenses | 0.75% |
Sign up to get fund ranking change alerts |
Performance Analytics (As of 11/21/2013)
Not up-to-date? TryLast 1 Week* | 1 Yr | Since 02/25/2011 |
2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|
Annualized Return(%) | -24.1 | 21.9 | -1.6 | 11.1 | 15.4 | -25.3 |
Sharpe Ratio | NA | 0.5 | -0.03 | 0.3 | 0.45 | -0.47 |
Draw Down(%) | NA | 30.2 | 49.4 | 30.2 | 24.9 | 49.4 |
Standard Deviation(%) | NA | 43.9 | 47.9 | 41.3 | 34.3 | 62.4 |
Treynor Ratio | NA | 0.24 | -0.01 | 0.12 | 1.0 | -0.16 |
Alpha | NA | -0.06 | -0.09 | -0.04 | 0.07 | -0.06 |
Beta | NA | 0.91 | 1.36 | 1.02 | 0.15 | 1.78 |
RSquared | NA | 0.06 | 0.25 | 0.08 | 0.0 | 0.52 |
Yield(%) | N/A | 0.0 | N/A | 0.0 | 0.0 | 0.0 |
Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/25/2011
Calculate Performance
Start date (MM/dd/yyyy)
End date (MM/dd/yyyy)
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See Trading-Miscellaneous Asset Class Trend Rankings |
Top Rated Funds in Trading-Miscellaneous
Best Mutual Funds
- SRPIX (SHORT REAL ESTATE PROFUND SHORT REAL ESTATE PROFUND INVESTOR CLASS) (82%)
- RYSBX (STRENGTHENING DOLLAR 2X STRATEGY FUND CLASS H) (73%)
- SRPSX (SHORT REAL ESTATE PROFUND SHORT REAL ESTATE PROFUND SERVICE CLASS) (45%)
- RYWDX (WEAKENING DOLLAR 2X STRATEGY FUND CLASS A) (36%)
Best ETFs
- YCS (ProShares UltraShort Yen) (100%)
- DRR (Market Vectors Double Short Euro ETN) (95%)
- UUPT (PowerShares DB 3x Long US Dllr Futs ETN) (86%)
- FLAT (iPath US Treasury Flattener ETN) (77%)
- SPGH (UBS ETRACS S&P 500 Gold Hedged ETN) (64%)
- DEFL (PowerShares DB US Deflation ETN) (55%)
- YCL (ProShares Ultra Yen) (50%)
- STPP (iPath US Treasury Steepener ETN) (41%)
- RINF (ProShares Inflation Expectations ETF) (27%)
- INFL (Horizon Kinetics Inflation Beneficiaries ETF) (23%)