Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
ETFMX (Winans Long/Short A ) | NA | -10.31% | -5.14% | NA | NA | NA | NA | -8.37% |
Data as of 02/24/2012, AR inception is 02/01/2008
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
ETFMX (Winans Long/Short A ) | 02/01/2008 | 02/24/2012 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -10.31 | -5.14 | NA | NA | NA | NA | -8.37 | 0.00 | -7.24 | -8.65 | -2.80 | -14.40 |
Sharpe Ratio | NA | -0.83 | -0.44 | NA | NA | NA | NA | -0.76 | 0.00 | -0.54 | -0.70 | -0.31 | -1.66 |
Standard Deviation(%) | NA | 12.46 | 11.77 | NA | NA | NA | NA | 11.18 | NA | 13.44 | 12.53 | 9.28 | 9.92 |
Draw Down(%) | NA | 16.24 | 19.84 | NA | NA | NA | NA | 34.38 | 0.00 | 16.24 | 19.84 | 8.41 | 19.58 |
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 |
Data as of 02/24/2012, AR inception is 02/01/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
ETFMX (Winans Long/Short A ) |
-8.63%
Aug 2008 - Aug 2011 |
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 |
---|---|---|---|---|
ETFMX (Winans Long/Short A ) |
-5.18%
Jan 2009 - Jan 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart