Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CNY (Market Vectors Chinese Renminbi/USD ETN) | NA | -1.67% | 2.73% | 0.48% | 0.88% | NA | NA | 0.78% |
Data as of 04/09/2020, AR inception is 03/18/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CNY (Market Vectors Chinese Renminbi/USD ETN) | 03/18/2008 | 04/09/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.67 | 2.73 | 0.48 | 0.88 | NA | NA | 0.78 | 2.91 | -0.42 | 0.87 | 9.63 | -5.26 | -1.90 | -1.93 | 3.44 | 1.64 | 0.94 | 0.87 | 1.87 | -2.49 |
| Sharpe Ratio | NA | -0.17 | 0.07 | -0.01 | 0.03 | NA | NA | 0.02 | 0.52 | -0.12 | -0.02 | 0.59 | -0.32 | -0.06 | -0.28 | 0.66 | 0.37 | 0.25 | 0.10 | 0.39 | -0.27 |
| Standard Deviation(%) | NA | 16.37 | 20.45 | 23.24 | 16.86 | NA | NA | 15.98 | 19.90 | 14.78 | 27.47 | 15.31 | 17.17 | 33.56 | 6.96 | 5.19 | 4.35 | 3.58 | 7.86 | 4.53 | 14.70 |
| Draw Down(%) | NA | 7.49 | 15.17 | 23.65 | 23.65 | NA | NA | 23.65 | 6.13 | 8.22 | 14.38 | 9.45 | 10.21 | 23.65 | 5.14 | 2.16 | 2.16 | 1.38 | 6.33 | 2.55 | 9.33 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/09/2020, AR inception is 03/18/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNY (Market Vectors Chinese Renminbi/USD ETN) |
-3.05%
Dec 2013 - Dec 2016 |
-0.85%
Dec 2011 - Dec 2016 |
0.47%
Aug 2009 - Aug 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CNY (Market Vectors Chinese Renminbi/USD ETN) |
3.26%
Dec 2016 - Dec 2019 |
2.50%
Mar 2013 - Mar 2018 |
1.76%
Jul 2008 - Jul 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart