Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CSA (VictoryShares US Small Cap Volatility Wtd ETF) | NA | -23.86% | 2.95% | -21.35% | NA | NA | NA | -13.84% |
Data as of 04/02/2012, AR inception is 10/31/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CSA (VictoryShares US Small Cap Volatility Wtd ETF) | 10/31/2005 | 04/02/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.24 | -23.86 | 2.95 | -21.35 | NA | NA | NA | -13.84 | 0.00 | -20.11 | 10.91 | -31.45 | -37.58 | -20.09 | 36.30 | -0.91 |
| Sharpe Ratio | NA | -0.60 | 0.06 | -0.46 | NA | NA | NA | -0.33 | -0.01 | -0.49 | 0.27 | -0.46 | -0.71 | -0.88 | 1.51 | -0.60 |
| Standard Deviation(%) | NA | 39.02 | 44.93 | 48.05 | NA | NA | NA | 43.64 | 5.28 | 41.37 | 39.95 | 68.88 | 54.43 | 26.37 | 21.96 | 13.26 |
| Draw Down(%) | NA | 45.05 | 54.48 | 80.09 | NA | NA | NA | 80.47 | 2.32 | 46.96 | 29.47 | 61.11 | 64.63 | 30.61 | 15.95 | 6.25 |
| Yield(%) | 0.00 | 5.02 | 7.50 | 3.70 | 3.26 | 2.17 | 1.63 | 5.43 | 0.00 | 6.64 | 6.98 | 8.06 | 6.55 | 6.66 | 8.07 | 1.35 |
Data as of 04/02/2012, AR inception is 10/31/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSA (VictoryShares US Small Cap Volatility Wtd ETF) |
-36.21%
May 2006 - May 2009 |
-23.60%
Nov 2006 - Nov 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSA (VictoryShares US Small Cap Volatility Wtd ETF) |
1.44%
Mar 2009 - Mar 2012 |
-12.36%
Dec 2005 - Dec 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart