Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
DRGS (RBS Global Big Pharma ETN) | NA | 30.50% | 28.14% | NA | NA | NA | NA | 30.88% |
Data as of 01/28/2015, AR inception is 10/25/2011
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
DRGS (RBS Global Big Pharma ETN) | 10/25/2011 | 01/28/2015 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.47 | 30.50 | 28.14 | NA | NA | NA | NA | 30.88 | 4.32 | 25.42 | 44.23 | 11.37 | 6.67 |
Sharpe Ratio | NA | 1.35 | 1.63 | NA | NA | NA | NA | 1.64 | 5.14 | 1.10 | 3.08 | 0.98 | 2.00 |
Standard Deviation(%) | NA | 22.62 | 17.11 | NA | NA | NA | NA | 17.21 | 15.72 | 23.04 | 14.34 | 11.65 | 21.25 |
Draw Down(%) | NA | 11.62 | 11.62 | NA | NA | NA | NA | 11.62 | 1.61 | 11.62 | 5.59 | 7.91 | 6.72 |
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 01/28/2015, AR inception is 10/25/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
DRGS (RBS Global Big Pharma ETN) |
26.30%
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 |
---|---|---|---|---|
DRGS (RBS Global Big Pharma ETN) |
31.76%
Nov 2011 - Nov 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart