Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
CNPF (Global Canada Preferred ETF) | NA | -5.93% | -2.79% | NA | NA | NA | NA | -4.06% |
Data as of 10/16/2014, AR inception is 05/26/2011
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
CNPF (Global Canada Preferred ETF) | 05/26/2011 | 10/16/2014 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -2.83 | -5.93 | -2.79 | NA | NA | NA | NA | -4.06 | -1.32 | -12.93 | 5.41 | -2.49 |
Sharpe Ratio | NA | -0.44 | -0.20 | NA | NA | NA | NA | -0.28 | -0.12 | -1.33 | 0.41 | -0.25 |
Standard Deviation(%) | NA | 13.67 | 12.61 | NA | NA | NA | NA | 13.17 | 14.08 | 9.74 | 13.07 | 16.65 |
Draw Down(%) | NA | 10.79 | 17.97 | NA | NA | NA | NA | 17.97 | 10.79 | 14.50 | 7.09 | 14.64 |
Yield(%) | 0.00 | 3.55 | 3.40 | 2.20 | 1.10 | 0.73 | 0.55 | 3.66 | 3.01 | 3.15 | 3.41 | 2.21 |
Data as of 10/16/2014, AR inception is 05/26/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
CNPF (Global Canada Preferred ETF) |
-3.59%
Jul 2011 - Jul 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 |
---|---|---|---|---|
CNPF (Global Canada Preferred ETF) |
0.26%
Sep 2011 - Sep 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart