Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DWFI (SPDR Dorsey Wright Fixed Income Allocation ETF) | NA | 18.99% | 4.77% | NA | NA | NA | NA | … | … |
Data as of 03/30/2021, Common starting date is 06/15/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DWFI (SPDR Dorsey Wright Fixed Income Allocation ETF) | 06/15/2016 | 03/30/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 18.99 | 4.77 | NA | NA | NA | NA | … | … | -1.42 | 15.25 | 9.78 | -8.96 | 9.56 | -2.47 |
| Sharpe Ratio | NA | 2.60 | 0.41 | NA | NA | NA | NA | … | … | -0.74 | 1.11 | 2.83 | -1.88 | 2.14 | -0.57 |
| Standard Deviation(%) | NA | 7.29 | 8.65 | NA | NA | NA | NA | … | … | 7.91 | 13.44 | 2.96 | 5.47 | 4.18 | 8.21 |
| Draw Down(%) | NA | 4.88 | 17.94 | NA | NA | NA | NA | … | … | 4.88 | 17.94 | 2.49 | 11.43 | 1.76 | 8.43 |
| Yield(%) | 0.00 | 3.17 | 3.33 | 3.38 | 1.69 | 1.13 | 0.85 | … | … | 0.34 | 3.18 | 3.87 | 3.28 | 4.97 | 2.18 |
Data as of 03/30/2021, Common starting date is 06/15/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DWFI (SPDR Dorsey Wright Fixed Income Allocation ETF) |
0.07%
Mar 2017 – Mar 2020 |
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 |
|---|---|---|---|---|
| DWFI (SPDR Dorsey Wright Fixed Income Allocation ETF) |
4.83%
Dec 2017 – Dec 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart