Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CVOL (C-Tracks Linked to the CVOLT Index ETN) | NA | -47.46% | -70.06% | -75.25% | NA | NA | NA | … | … |
Data as of 05/23/2016, Common starting date is 11/16/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CVOL (C-Tracks Linked to the CVOLT Index ETN) | 11/16/2010 | 05/23/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -47.46 | -70.06 | -75.25 | NA | NA | NA | … | … | -27.91 | -60.55 | -67.94 | -88.55 | -89.55 | -59.47 | -36.30 |
| Sharpe Ratio | NA | -0.35 | -0.67 | -0.67 | NA | NA | NA | … | … | -0.56 | -0.52 | -0.78 | -1.07 | -1.04 | -0.44 | -1.26 |
| Standard Deviation(%) | NA | 125.15 | 104.38 | 112.47 | NA | NA | NA | … | … | 101.52 | 116.36 | 86.64 | 82.72 | 86.17 | 134.57 | 77.22 |
| Draw Down(%) | NA | 72.73 | 98.18 | 99.97 | NA | NA | NA | … | … | 62.96 | 69.53 | 81.03 | 88.65 | 90.92 | 68.59 | 40.73 |
| 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 |
Data as of 05/23/2016, Common starting date is 11/16/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CVOL (C-Tracks Linked to the CVOLT Index ETN) |
-87.81%
Sep 2011 – Sep 2014 |
-77.22%
Dec 2010 – Dec 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CVOL (C-Tracks Linked to the CVOLT Index ETN) |
-68.15%
Feb 2013 – Feb 2016 |
-73.55%
Feb 2011 – Feb 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart