Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CSMB (Credit Suisse 2x Levered Merger Arbitrage ETN) | NA | -11.36% | -3.39% | NA | NA | NA | NA | … | … |
Data as of 01/28/2015, Common starting date is 03/09/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CSMB (Credit Suisse 2x Levered Merger Arbitrage ETN) | 03/09/2011 | 01/28/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.65 | -11.36 | -3.39 | NA | NA | NA | NA | … | … | 905.08 | -91.47 | 14.08 | -7.67 | -1.65 |
| Sharpe Ratio | NA | -0.09 | -0.12 | NA | NA | NA | NA | … | … | NA | -0.47 | -0.40 | -3.11 | -3.05 |
| Standard Deviation(%) | NA | 329.74 | 190.55 | NA | NA | NA | NA | … | … | 875.08 | 231.66 | 11.14 | 8.50 | 8.22 |
| Draw Down(%) | NA | 91.45 | 91.57 | NA | NA | NA | NA | … | … | 27.38 | 91.47 | 4.44 | 12.45 | 9.18 |
| 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 |
Data as of 01/28/2015, Common starting date is 03/09/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSMB (Credit Suisse 2x Levered Merger Arbitrage ETN) |
-55.20%
Dec 2011 – Dec 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 |
|---|---|---|---|---|
| CSMB (Credit Suisse 2x Levered Merger Arbitrage ETN) |
-1.26%
Apr 2011 – Apr 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart