Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
BXUB (Barclays Long B Leveraged S&P 500 TR ETN) | NA | 25.22% | 44.55% | 33.70% | NA | NA | NA | 33.70% |
Data as of 11/19/2014, AR inception is 11/19/2009
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
BXUB (Barclays Long B Leveraged S&P 500 TR ETN) | 11/19/2009 | 11/19/2014 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 7.66 | 25.22 | 44.55 | 33.70 | NA | NA | NA | 33.70 | 19.45 | 67.40 | 33.17 | 3.92 | 40.08 | 10.21 |
Sharpe Ratio | NA | 1.45 | 1.88 | 0.91 | NA | NA | NA | 0.91 | 1.25 | 3.58 | 1.30 | 0.07 | 0.79 | 4.30 |
Standard Deviation(%) | NA | 17.40 | 22.83 | 36.89 | NA | NA | NA | 36.89 | 17.72 | 18.81 | 25.75 | 53.58 | 50.32 | 32.52 |
Draw Down(%) | NA | 9.75 | 20.90 | 39.20 | NA | NA | NA | 39.20 | 9.75 | 8.81 | 20.90 | 39.20 | 38.88 | 5.96 |
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 11/19/2014, 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 |
---|---|---|---|---|
BXUB (Barclays Long B Leveraged S&P 500 TR ETN) |
24.69%
Dec 2009 - Dec 2012 |
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 |
---|---|---|---|---|
BXUB (Barclays Long B Leveraged S&P 500 TR ETN) |
50.13%
Sep 2011 - Sep 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart