Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EEH (ELEMENTS Linked to SPECTRUM Large Cap U.S. Sector Momentum Index) | NA | 1.92% | NA | NA | NA | NA | NA | … | … |
Data as of 08/31/2022, Common starting date is 08/26/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EEH (ELEMENTS Linked to SPECTRUM Large Cap U.S. Sector Momentum Index) | 08/26/2020 | 08/31/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.92 | NA | NA | NA | NA | NA | … | … | -2.87 | 23.24 | 10.11 | 27.15 | -6.89 | 19.32 | 7.25 | 1.06 | 37.76 | 7.96 | 8.64 | 1.08 | 11.69 | 22.24 | -35.64 | 6.57 |
| Sharpe Ratio | NA | 0.08 | -0.38 | -0.47 | -0.12 | NA | NA | … | … | -0.26 | 1.47 | 1.17 | 0.31 | -0.94 | 0.01 | -1.78 | -0.34 | 0.12 | -0.06 | -0.86 | -1.02 | -0.27 | 0.09 | -1.48 | -0.57 |
| Standard Deviation(%) | NA | 18.32 | 28.75 | 24.48 | 77.68 | NA | NA | … | … | 19.56 | 15.76 | 27.18 | 12.61 | 30.38 | 13.28 | 15.06 | 51.37 | 157.01 | 171.76 | 11.69 | 17.14 | 25.69 | 42.59 | 37.20 | 16.20 |
| Draw Down(%) | NA | 15.91 | 39.03 | 39.03 | 89.63 | NA | NA | … | … | 15.91 | 6.31 | 8.96 | 5.12 | 24.46 | 5.60 | 9.48 | 29.11 | 76.33 | 89.63 | 6.39 | 18.90 | 17.89 | 26.80 | 43.22 | 8.62 |
| 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 08/31/2022, Common starting date is 08/26/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EEH (ELEMENTS Linked to SPECTRUM Large Cap U.S. Sector Momentum Index) |
0.00%
NA |
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 |
|---|---|---|---|---|
| EEH (ELEMENTS Linked to SPECTRUM Large Cap U.S. Sector Momentum Index) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart