Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CSMA (Credit Suisse Merger Arbitrage ETN) | NA | 3.85% | -0.37% | -0.38% | NA | NA | NA | 0.47% |
Data as of 06/10/2016, AR inception is 10/05/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CSMA (Credit Suisse Merger Arbitrage ETN) | 10/05/2010 | 06/10/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 6.72 | 3.85 | -0.37 | -0.38 | NA | NA | NA | 0.47 | 6.00 | -0.72 | -7.68 | 7.38 | -6.43 | 4.63 | 0.25 |
| Sharpe Ratio | NA | 0.23 | -0.01 | -0.02 | NA | NA | NA | 0.02 | 0.61 | -0.01 | -0.58 | 1.15 | -1.20 | 0.96 | 0.14 |
| Standard Deviation(%) | NA | 16.03 | 31.95 | 25.03 | NA | NA | NA | 23.54 | 22.82 | 51.41 | 13.26 | 6.40 | 5.45 | 4.81 | 6.88 |
| Draw Down(%) | NA | 7.59 | 27.06 | 27.06 | NA | NA | NA | 27.06 | 7.59 | 19.61 | 13.74 | 3.28 | 8.33 | 4.90 | 2.63 |
| 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 |
Data as of 06/10/2016, AR inception is 10/05/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSMA (Credit Suisse Merger Arbitrage ETN) |
-3.61%
May 2013 - May 2016 |
-2.36%
May 2011 - May 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSMA (Credit Suisse Merger Arbitrage ETN) |
1.68%
Dec 2010 - Dec 2013 |
-0.65%
Nov 2010 - Nov 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart