Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FSU (FactorShares 2X: S&P500 Bull) | NA | 21.93% | NA | NA | NA | NA | NA | … | … |
Data as of 11/21/2013, Common starting date is 02/25/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FSU (FactorShares 2X: S&P500 Bull) | 02/25/2011 | 11/21/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -24.11 | 21.93 | NA | NA | NA | NA | NA | … | … | 11.06 | 15.40 | -25.32 |
| Sharpe Ratio | NA | 0.50 | NA | NA | NA | NA | NA | … | … | 0.30 | 0.45 | -0.47 |
| Standard Deviation(%) | NA | 43.95 | NA | NA | NA | NA | NA | … | … | 41.33 | 34.30 | 62.42 |
| Draw Down(%) | NA | 30.20 | NA | NA | NA | NA | NA | … | … | 30.20 | 24.89 | 49.40 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 |
Data as of 11/21/2013, Common starting date is 02/25/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSU (FactorShares 2X: S&P500 Bull) |
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 |
|---|---|---|---|---|
| FSU (FactorShares 2X: S&P500 Bull) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart