Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DJCI (UBS ETRACS Bloomberg Commodity Index Total Return ETN) | NA | -8.11% | -4.98% | 0.86% | -7.67% | NA | NA | … | … |
Data as of 01/15/2021, Common starting date is 10/29/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DJCI (UBS ETRACS Bloomberg Commodity Index Total Return ETN) | 10/29/2009 | 01/15/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -8.11 | -4.98 | 0.86 | -7.67 | NA | NA | … | … | 0.00 | -8.84 | 7.21 | -11.79 | 0.96 | 11.65 | -26.13 | -17.42 | -10.45 | -1.59 | -13.56 | 14.86 | 3.98 |
| Sharpe Ratio | NA | -0.41 | -0.42 | 0.01 | -0.55 | NA | NA | … | … | 0.00 | -0.45 | 0.55 | -1.02 | 0.03 | 0.76 | -1.69 | -1.39 | -0.80 | -0.11 | -0.71 | 0.72 | 1.35 |
| Standard Deviation(%) | NA | 20.17 | 15.03 | 14.09 | 14.63 | NA | NA | … | … | NA | 20.23 | 10.47 | 12.80 | 10.00 | 14.92 | 15.46 | 12.53 | 13.10 | 14.72 | 19.06 | 20.46 | 19.01 |
| Draw Down(%) | NA | 27.73 | 35.53 | 35.53 | 67.27 | NA | NA | … | … | 0.00 | 29.00 | 9.53 | 16.13 | 11.67 | 9.21 | 28.75 | 25.33 | 15.27 | 15.42 | 22.85 | 16.67 | 4.25 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/15/2021, Common starting date is 10/29/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DJCI (UBS ETRACS Bloomberg Commodity Index Total Return ETN) |
-19.41%
Jan 2013 – Jan 2016 |
-15.32%
Feb 2011 – Feb 2016 |
-7.92%
Apr 2010 – Apr 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DJCI (UBS ETRACS Bloomberg Commodity Index Total Return ETN) |
3.31%
Jan 2010 – Jan 2013 |
-0.57%
Dec 2015 – Dec 2020 |
-5.33%
Jan 2010 – Jan 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart