Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/01/2009.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ETRUX (E*TRADE Russell 2000 Index) | NA | -46.00% | -19.11% | -6.27% | NA | NA | NA | -2.00% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ETRUX (E*TRADE Russell 2000 Index) | 01/22/2001 | 05/01/2009 |
The return data shown below all have the same latest date: 05/01/2009.
AR inception is since 01/22/2001.
AR inception is since 01/22/2001.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -46.00 | -19.11 | -6.27 | NA | NA | NA | -2.00 | -14.66 | -39.50 | -1.56 | 18.02 | 4.19 | 17.28 | 45.12 | -20.69 | 0.81 |
| Sharpe Ratio | NA | -0.90 | -0.60 | -0.28 | NA | NA | NA | -0.14 | -0.88 | -0.86 | -0.23 | 0.85 | 0.13 | 0.90 | 2.36 | -0.87 | -0.06 |
| Standard Deviation(%) | NA | 51.68 | 35.08 | 29.48 | NA | NA | NA | 26.19 | 43.69 | 47.06 | 20.43 | 17.41 | 16.16 | 18.11 | 18.83 | 25.16 | 22.54 |
| Draw Down(%) | NA | 58.46 | 62.49 | 62.49 | NA | NA | NA | 62.49 | 33.24 | 48.95 | 13.68 | 13.94 | 11.53 | 14.76 | 13.17 | 37.00 | 26.44 |
| Yield(%) | 0.00 | 1.48 | 5.33 | 6.14 | 3.88 | 2.59 | 1.94 | 4.85 | 0.00 | 1.44 | 7.83 | 8.22 | 5.45 | 4.76 | 0.58 | 1.12 | 2.78 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ETRUX (E*TRADE Russell 2000 Index) |
-20.35%
Feb 2006 - Feb 2009 |
-8.58%
Feb 2004 - Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ETRUX (E*TRADE Russell 2000 Index) |
28.49%
Mar 2003 - Mar 2006 |
17.94%
Sep 2002 - Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart