Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| COW (iPath® Series B Bloomberg Livestock Subindex Total Return) | NA | 54.99% | 21.22% | NA | NA | NA | NA | 24.12% |
Data as of 01/04/2024, AR inception is 09/03/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COW (iPath® Series B Bloomberg Livestock Subindex Total Return) | 09/03/2020 | 01/04/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.87 | 54.99 | 21.22 | NA | NA | NA | NA | 24.12 | -0.71 | 53.58 | 7.14 | 7.72 | 8.67 | -6.12 | 105.73 | 6.13 | -6.56 | -21.28 | 12.01 | -4.87 | -4.13 | -3.22 | 9.20 | -15.92 | -29.48 | -3.67 |
| Sharpe Ratio | NA | 0.30 | 0.20 | -0.12 | -0.19 | NA | NA | 0.21 | -3.25 | 0.30 | 0.33 | 0.55 | 1.98 | -1.55 | 0.24 | -0.74 | -2.09 | -2.09 | -0.45 | -2.65 | -1.83 | -1.35 | -0.68 | -1.95 | -2.74 | -3.56 |
| Standard Deviation(%) | NA | 168.23 | 97.20 | 151.10 | 106.71 | NA | NA | 92.35 | 14.97 | 168.57 | 17.30 | 13.91 | 14.67 | 18.97 | 351.16 | 17.77 | 19.43 | 19.08 | 14.38 | 8.83 | 12.52 | 16.10 | 13.89 | 17.68 | 17.86 | 13.90 |
| Draw Down(%) | NA | 35.76 | 35.76 | 55.66 | 55.66 | NA | NA | 35.76 | 1.54 | 35.76 | 14.50 | 10.26 | 5.42 | 24.47 | 55.66 | 15.79 | 31.48 | 28.75 | 14.23 | 11.50 | 13.95 | 17.07 | 9.53 | 24.69 | 30.32 | 4.45 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/04/2024, AR inception is 09/03/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COW (iPath® Series B Bloomberg Livestock Subindex Total Return) |
20.40%
Nov 2020 - Nov 2023 |
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 |
|---|---|---|---|---|
| COW (iPath® Series B Bloomberg Livestock Subindex Total Return) |
21.01%
Dec 2020 - Dec 2023 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart