Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ECYWF (ETFS Commodity Securities Limited – ETFS Wheat) | NA | 4,500.00% | 291.05% | 124.44% | 38.32% | 19.43% | NA | … | … |
Data as of 12/04/2023, Common starting date is 06/25/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ECYWF (ETFS Commodity Securities Limited – ETFS Wheat) | 06/25/2008 | 12/04/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4,500.00 | 4,500.00 | 291.05 | 124.44 | 38.32 | 19.43 | NA | … | … | 0.00 | 9.86 | 18.33 | 9.09 | -12.70 | 12.50 | -26.32 | -15.56 | -7.22 | -30.71 | -24.73 | 20.00 | -38.74 | 20.48 | -16.00 | -45.05 |
| Sharpe Ratio | NA | -0.01 | 0.02 | 0.01 | -0.04 | NA | NA | … | … | -0.01 | 0.05 | 1.41 | 1.02 | -0.64 | 1.01 | -0.75 | -1.13 | -0.35 | -0.90 | -1.63 | 0.57 | -0.61 | 0.43 | -0.38 | -1.56 |
| Standard Deviation(%) | NA | 543.61 | 329.19 | 254.94 | 181.05 | NA | NA | … | … | 565.53 | 173.69 | 20.87 | 8.68 | 21.87 | 11.12 | 36.05 | 13.92 | 20.63 | 34.11 | 15.20 | 35.04 | 63.65 | 47.63 | 42.48 | 44.23 |
| Draw Down(%) | NA | 97.83 | 97.83 | 97.83 | 97.83 | NA | NA | … | … | 97.83 | 47.01 | 0.00 | 0.00 | 15.38 | 3.08 | 31.25 | 15.56 | 18.18 | 32.64 | 24.73 | 22.50 | 50.33 | 31.11 | 41.94 | 45.05 |
| 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 | 0.00 | 0.00 | 0.00 |
Data as of 12/04/2023, Common starting date is 06/25/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ECYWF (ETFS Commodity Securities Limited – ETFS Wheat) |
-25.48%
Aug 2008 – Aug 2011 |
-22.91%
Nov 2012 – Nov 2017 |
-17.57%
Aug 2008 – Aug 2018 |
-10.83%
Aug 2008 – Aug 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ECYWF (ETFS Commodity Securities Limited – ETFS Wheat) |
291.05%
Nov 2020 – Nov 2023 |
124.44%
Nov 2018 – Nov 2023 |
38.32%
Nov 2013 – Nov 2023 |
19.43%
Nov 2008 – Nov 2023 |
Annualized Rolling Returns Comparison Chart