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SZR: (ETF)
Basic Info
Asset Class: | Currency |
MyPlanIQ Rating: | Not Rated |
Start Date: | 07/09/2008 |
Last Dividend Date: | 12/21/2011 |
12-Mo. Yield | 6.96% |
Expenses | 0.45% |
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Performance Analytics (As of 12/03/2012)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | Since 07/09/2008 |
2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.6 | -5.7 | -1.5 | 3.1 | -5.5 | -15.0 | 19.7 | 35.5 | -12.1 |
Sharpe Ratio | NA | -0.34 | -0.08 | 0.13 | -0.35 | -0.54 | 1.43 | 1.59 | -0.62 |
Draw Down(%) | NA | 14.7 | 21.8 | 36.3 | 14.7 | 21.6 | 8.2 | 11.5 | 36.3 |
Standard Deviation(%) | NA | 17.2 | 20.7 | 23.6 | 17.1 | 27.7 | 13.7 | 22.2 | 38.3 |
Treynor Ratio | NA | -0.03 | -0.01 | 0.03 | -0.04 | -0.1 | 0.22 | 0.27 | -0.33 |
Alpha | NA | -0.05 | -0.03 | 0.0 | -0.05 | -0.04 | 0.04 | 0.12 | -0.06 |
Beta | NA | 1.73 | 1.23 | 1.18 | 1.68 | 1.56 | 0.91 | 1.29 | 0.73 |
RSquared | NA | 0.3 | 0.24 | 0.17 | 0.27 | 0.2 | 0.46 | 0.22 | 0.03 |
Yield(%) | N/A | 7.0 | 7.4 | N/A | 0.0 | 6.0 | 13.6 | 3.7 | 6.2 |
Dividend Growth(%) | N/A | -54.5 | N/A | N/A | -100.0 | -54.7 | 382.5 | -50.6 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 07/09/2008
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