Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GLOW (VictoryShares WestEnd Global Equity ETF) | NA | -90.58% | -22.58% | -32.68% | -25.65% | -22.26% | -25.51% | -22.15% |
Data as of 03/30/2020, AR inception is 06/20/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GLOW (VictoryShares WestEnd Global Equity ETF) | 06/20/1995 | 03/30/2020 |
| 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 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -17.72 | -90.58 | -22.58 | -32.68 | -25.65 | -22.26 | -25.51 | -22.15 | -6.47 | -88.97 | 250.00 | 35.34 | -46.80 | -54.55 | -20.29 | -30.65 | -15.32 | -6.75 | -8.70 | 130.00 | -37.50 | 26.32 | -43.28 | -56.77 | -11.43 | -37.28 | -55.14 | 36.33 | -9.88 | 6.58 | -51.90 | -8.14 | -32.81 | 20.75 |
| Sharpe Ratio | NA | -0.47 | -0.21 | -0.32 | -0.35 | NA | NA | -0.33 | -0.33 | -0.48 | 0.91 | 0.15 | -0.81 | -0.70 | -0.76 | -0.67 | -0.70 | -0.40 | -0.26 | 0.92 | -0.39 | 0.04 | -0.66 | -0.96 | -0.32 | -0.71 | -0.60 | 0.17 | -0.26 | 0.03 | -0.49 | -0.14 | -0.55 | 0.59 |
| Standard Deviation(%) | NA | 241.41 | 209.28 | 174.70 | 133.42 | NA | NA | 116.80 | 142.35 | 233.52 | 249.78 | 107.22 | 99.16 | 104.45 | 50.86 | 73.47 | 48.59 | 63.01 | 105.99 | 120.68 | 146.53 | 111.77 | 99.43 | 81.22 | 95.49 | 79.18 | 125.80 | 89.66 | 126.67 | 113.57 | 113.56 | 82.75 | 66.06 | 65.37 |
| Draw Down(%) | NA | 96.00 | 97.09 | 97.09 | 97.95 | NA | NA | 99.91 | 50.20 | 96.20 | 54.76 | 40.38 | 58.33 | 56.36 | 43.75 | 66.34 | 40.92 | 26.92 | 48.05 | 42.22 | 71.83 | 52.94 | 66.22 | 73.60 | 70.49 | 64.38 | 88.97 | 66.03 | 76.79 | 63.79 | 74.47 | 56.25 | 37.88 | 21.13 |
| 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 | 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 03/30/2020, AR inception is 06/20/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLOW (VictoryShares WestEnd Global Equity ETF) |
-50.98%
Aug 2003 - Aug 2006 |
-47.87%
Oct 2001 - Oct 2006 |
-31.60%
Nov 1996 - Nov 2006 |
-26.74%
Nov 2001 - Nov 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLOW (VictoryShares WestEnd Global Equity ETF) |
55.85%
Feb 2016 - Feb 2019 |
24.69%
Jun 2013 - Jun 2018 |
5.43%
Oct 2008 - Oct 2018 |
-8.43%
Oct 2003 - Oct 2018 |
Annualized Rolling Returns Comparison Chart