Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
DEFL (PowerShares DB US Deflation ETN) | NA | 3.10% | 4.17% | NA | NA | NA | NA | 2.98% |
Data as of 02/24/2015, AR inception is 12/07/2011
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
DEFL (PowerShares DB US Deflation ETN) | 12/07/2011 | 02/24/2015 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 3.10 | 4.17 | NA | NA | NA | NA | 2.98 | 5.83 | -2.58 | 13.75 | -10.90 | 4.52 |
Sharpe Ratio | NA | 0.13 | 0.26 | NA | NA | NA | NA | 0.17 | 1.24 | -0.13 | 1.67 | -1.08 | 5.43 |
Standard Deviation(%) | NA | 24.67 | 15.97 | NA | NA | NA | NA | 15.90 | 39.33 | 20.19 | 8.23 | 10.23 | 18.53 |
Draw Down(%) | NA | 7.48 | 7.55 | NA | NA | NA | NA | 11.62 | 7.48 | 7.22 | 3.76 | 11.58 | 2.49 |
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 |
Data as of 02/24/2015, AR inception is 12/07/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
DEFL (PowerShares DB US Deflation ETN) |
5.02%
Jan 2012 - Jan 2015 |
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 |
---|---|---|---|---|
DEFL (PowerShares DB US Deflation ETN) |
5.02%
Jan 2012 - Jan 2015 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart