Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
FXS (Invesco CurrencyShares Swedish Krona Trust) | NA | -95.72% | -62.82% | -3.50% | -3.61% | NA | NA | -3.61% |
Data as of 04/14/2020, AR inception is 12/11/2009
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
FXS (Invesco CurrencyShares Swedish Krona Trust) | 12/11/2009 | 04/14/2020 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -95.72 | -95.72 | -62.82 | -3.50 | -3.61 | NA | NA | -3.61 | -95.72 | 0.00 | 20.17 | 0.00 | 0.00 | 1,349.97 | -17.91 | 1.21 | 6.86 | -1.78 | 6.96 | -0.39 |
Sharpe Ratio | NA | -0.09 | -0.10 | -0.01 | -0.01 | NA | NA | -0.01 | -0.05 | 0.00 | 1.02 | 0.00 | 0.00 | 4.91 | -0.02 | 0.00 | 0.64 | -0.12 | 0.48 | -0.70 |
Standard Deviation(%) | NA | 1,138.65 | 657.56 | 523.44 | 479.35 | NA | NA | 471.64 | 2,155.31 | NA | 18.41 | NA | NA | 275.20 | 892.70 | 364.03 | 10.66 | 15.49 | 14.30 | 10.56 |
Draw Down(%) | NA | 95.72 | 95.72 | 95.72 | 95.72 | NA | NA | 95.72 | 95.72 | 0.00 | 0.00 | 0.00 | 0.00 | 11.46 | 93.90 | 92.60 | 9.80 | 14.98 | 13.72 | 3.04 |
Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.27 | 0.18 | 0.13 | 0.27 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.04 | 0.28 | 0.89 | 1.24 | 0.06 | 0.00 |
Data as of 04/14/2020, AR inception is 12/11/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
FXS (Invesco CurrencyShares Swedish Krona Trust) |
-8.26%
Mar 2012 - Mar 2015 |
-3.13%
Mar 2010 - Mar 2015 |
32.12%
Feb 2010 - Feb 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
FXS (Invesco CurrencyShares Swedish Krona Trust) |
167.94%
Mar 2015 - Mar 2018 |
80.64%
Mar 2015 - Mar 2020 |
32.58%
Jan 2010 - Jan 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart