Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FLAT (iPath US Treasury Flattener ETN) | NA | 1.65% | 5.12% | 3.55% | 3.45% | NA | NA | … | … |
Data as of 09/14/2020, Common starting date is 08/11/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FLAT (iPath US Treasury Flattener ETN) | 08/11/2010 | 09/14/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.65 | 5.12 | 3.55 | 3.45 | NA | NA | … | … | 2.78 | 4.49 | 7.33 | 4.89 | -1.93 | -2.01 | 10.54 | -11.28 | 7.11 | 26.75 | -10.48 |
| Sharpe Ratio | NA | 0.01 | 0.06 | 0.05 | 0.07 | NA | NA | … | … | 0.03 | 0.52 | 0.50 | 0.43 | -0.15 | -0.21 | 0.22 | -1.04 | 0.77 | 1.75 | -1.40 |
| Standard Deviation(%) | NA | 120.18 | 70.05 | 54.68 | 42.19 | NA | NA | … | … | 143.51 | 5.95 | 12.12 | 9.99 | 14.02 | 9.71 | 47.59 | 10.92 | 9.28 | 15.24 | 17.68 |
| Draw Down(%) | NA | 41.44 | 41.44 | 41.44 | 41.44 | NA | NA | … | … | 41.44 | 3.15 | 5.03 | 4.63 | 11.73 | 10.38 | 29.93 | 14.80 | 5.51 | 7.92 | 14.39 |
| 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 |
Data as of 09/14/2020, Common starting date is 08/11/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FLAT (iPath US Treasury Flattener ETN) |
-2.81%
Jun 2012 – Jun 2015 |
-0.98%
May 2012 – May 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FLAT (iPath US Treasury Flattener ETN) |
11.36%
Apr 2017 – Apr 2020 |
7.12%
Apr 2015 – Apr 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart