Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DTUS (iPath US Treasury 2-year Bear ETN) | NA | -37.15% | -11.31% | -7.52% | -8.21% | NA | NA | … | … |
Data as of 09/14/2020, Common starting date is 08/11/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DTUS (iPath US Treasury 2-year Bear ETN) | 08/11/2010 | 09/14/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -37.15 | -11.31 | -7.52 | -8.21 | NA | NA | … | … | -37.39 | -9.50 | 6.37 | 8.22 | -2.44 | -8.14 | -8.40 | -2.69 | -2.41 | -15.87 | -0.74 |
| Sharpe Ratio | NA | -0.47 | -0.24 | -0.20 | -0.26 | NA | NA | … | … | -0.50 | -0.35 | 0.30 | 0.52 | -0.10 | -0.52 | -0.19 | -0.40 | -0.43 | -1.51 | -0.18 |
| Standard Deviation(%) | NA | 82.75 | 51.80 | 42.21 | 33.61 | NA | NA | … | … | 97.96 | 31.46 | 16.60 | 14.57 | 25.29 | 15.86 | 44.56 | 6.76 | 5.82 | 10.52 | 11.04 |
| Draw Down(%) | NA | 47.83 | 58.13 | 58.13 | 65.20 | NA | NA | … | … | 47.01 | 21.48 | 14.34 | 9.89 | 21.59 | 19.72 | 33.75 | 9.11 | 6.19 | 20.59 | 6.68 |
| 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 |
Data as of 09/14/2020, Common starting date is 08/11/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DTUS (iPath US Treasury 2-year Bear ETN) |
-12.20%
Jun 2013 – Jun 2016 |
-10.08%
Mar 2011 – Mar 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DTUS (iPath US Treasury 2-year Bear ETN) |
11.23%
Sep 2015 – Sep 2018 |
1.67%
Oct 2013 – Oct 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart