Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BXDB (Barclays Short B Leveraged S&P 500) | NA | -78.26% | -49.28% | NA | NA | NA | NA | -43.93% |
Data as of 04/10/2014, AR inception is 11/19/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BXDB (Barclays Short B Leveraged S&P 500) | 11/19/2009 | 04/10/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -9.16 | -78.26 | -49.28 | NA | NA | NA | NA | -43.93 | -37.83 | -74.22 | -21.82 | -4.34 | -15.32 | -2.68 |
| Sharpe Ratio | NA | -1.00 | -0.94 | NA | NA | NA | NA | -0.96 | -0.67 | -1.69 | -0.87 | -0.14 | -0.85 | -1.78 |
| Standard Deviation(%) | NA | 78.27 | 52.46 | NA | NA | NA | NA | 42.79 | 122.13 | 43.87 | 25.29 | 30.46 | 18.05 | 12.18 |
| Draw Down(%) | NA | 79.14 | 89.77 | NA | NA | NA | NA | 90.69 | 61.68 | 74.22 | 27.97 | 18.72 | 21.80 | 3.48 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/10/2014, AR inception is 11/19/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BXDB (Barclays Short B Leveraged S&P 500) |
-45.33%
Mar 2011 - Mar 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BXDB (Barclays Short B Leveraged S&P 500) |
-14.12%
Dec 2009 - Dec 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart