Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| DWTIF (VelocityShares 3x Inverse Crude Oil ETN Linked to the S&P GSCI Crude Oil Index ER) | NA | -56.45% | -52.68% | -44.29% | NA | NA | NA | -24.88% |
Data as of 04/13/2020, AR inception is 02/08/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DWTIF (VelocityShares 3x Inverse Crude Oil ETN Linked to the S&P GSCI Crude Oil Index ER) | 02/08/2012 | 04/13/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -56.45 | -52.68 | -44.29 | NA | NA | NA | -24.88 | -29.78 | -79.18 | 18.34 | -35.06 | -77.73 | 70.48 | 260.92 | -32.16 | -2.90 |
| Sharpe Ratio | NA | -0.40 | -0.56 | -0.53 | NA | NA | NA | -0.41 | -0.27 | -1.01 | -0.04 | -0.78 | -0.85 | 0.40 | 3.60 | -0.93 | -0.29 |
| Standard Deviation(%) | NA | 200.46 | 133.30 | 127.77 | NA | NA | NA | 111.70 | 340.99 | 101.12 | 85.77 | 70.03 | 130.86 | 129.40 | 67.42 | 54.54 | 82.78 |
| Draw Down(%) | NA | 91.23 | 94.32 | 98.86 | NA | NA | NA | 98.86 | 91.23 | 79.42 | 64.31 | 67.18 | 90.01 | 68.78 | 45.92 | 55.43 | 55.72 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/13/2020, AR inception is 02/08/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DWTIF (VelocityShares 3x Inverse Crude Oil ETN Linked to the S&P GSCI Crude Oil Index ER) |
-58.34%
Feb 2016 - Feb 2019 |
-42.89%
Dec 2014 - Dec 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DWTIF (VelocityShares 3x Inverse Crude Oil ETN Linked to the S&P GSCI Crude Oil Index ER) |
82.45%
Jan 2013 - Jan 2016 |
7.79%
Apr 2012 - Apr 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart