Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EROTF (iPath EUR/USD Exchange Rate ETN) | NA | 0.00% | 0.44% | -1.03% | -3.02% | -2.64% | NA | … | … |
Data as of 08/25/2023, Common starting date is 12/28/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EROTF (iPath EUR/USD Exchange Rate ETN) | 12/28/2007 | 08/25/2023 |
| 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 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 0.44 | -1.03 | -3.02 | -2.64 | NA | … | … | 0.00 | 8.57 | -18.79 | 16.17 | -2.45 | -12.80 | 11.82 | -5.68 | -9.99 | -12.18 | 0.65 | 3.24 | -2.76 | -7.50 | 3.21 | -1.47 | -0.69 |
| Sharpe Ratio | NA | 0.00 | -0.02 | -0.06 | -0.12 | NA | NA | … | … | 0.00 | 0.88 | -0.40 | 0.26 | -0.20 | -0.62 | 0.91 | -0.58 | -0.75 | -0.25 | 0.01 | 0.31 | -0.22 | -0.62 | 0.17 | -0.14 | NA |
| Standard Deviation(%) | NA | 8.22 | 38.87 | 35.51 | 31.14 | NA | NA | … | … | NA | 8.24 | 46.96 | 60.28 | 19.08 | 22.85 | 12.41 | 10.11 | 13.33 | 49.55 | 55.92 | 10.37 | 12.47 | 12.19 | 18.50 | 16.56 | 0.00 |
| Draw Down(%) | NA | 0.00 | 36.43 | 36.43 | 48.86 | NA | NA | … | … | 0.00 | 0.00 | 36.43 | 26.32 | 13.08 | 19.41 | 7.75 | 9.88 | 13.21 | 38.04 | 34.06 | 10.12 | 13.23 | 17.61 | 17.39 | 20.88 | 0.69 |
| 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 | 0.00 |
Data as of 08/25/2023, Common starting date is 12/28/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EROTF (iPath EUR/USD Exchange Rate ETN) |
-11.32%
Oct 2017 – Oct 2020 |
-7.39%
Jul 2014 – Jul 2019 |
-5.99%
Aug 2011 – Aug 2021 |
-3.01%
Jun 2008 – Jun 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EROTF (iPath EUR/USD Exchange Rate ETN) |
8.20%
Mar 2020 – Mar 2023 |
1.24%
Oct 2008 – Oct 2013 |
-1.82%
Dec 2010 – Dec 2020 |
-2.57%
Jan 2008 – Jan 2023 |
Annualized Rolling Returns Comparison Chart