Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GTAA (ADVISORSHARES MORGAN CREEK GLOBAL TACTICAL ETF ADVISORSHARES MORGAN CREEK GLOBAL TACTICAL ETF) | NA | 6.86% | -0.52% | 1.83% | NA | NA | NA | 0.94% |
Data as of 05/12/2017, AR inception is 10/27/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GTAA (ADVISORSHARES MORGAN CREEK GLOBAL TACTICAL ETF ADVISORSHARES MORGAN CREEK GLOBAL TACTICAL ETF) | 10/27/2010 | 05/12/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.21 | 6.86 | -0.52 | 1.83 | NA | NA | NA | 0.94 | 6.04 | 1.93 | -8.50 | 3.35 | 1.43 | 6.25 | -7.29 | 3.55 |
| Sharpe Ratio | NA | 0.69 | -0.07 | 0.18 | NA | NA | NA | 0.09 | 3.16 | 0.17 | -0.82 | 0.46 | 0.17 | 0.81 | -0.76 | 2.16 |
| Standard Deviation(%) | NA | 9.54 | 9.29 | 8.63 | NA | NA | NA | 8.84 | 5.44 | 10.18 | 10.45 | 7.22 | 8.14 | 7.72 | 9.62 | 9.93 |
| Draw Down(%) | NA | 8.13 | 16.15 | 16.15 | NA | NA | NA | 16.15 | 1.26 | 8.13 | 15.15 | 6.70 | 9.40 | 6.12 | 14.40 | 4.37 |
| Yield(%) | 0.00 | 0.00 | 1.27 | 1.30 | 0.78 | 0.52 | 0.39 | 1.31 | 0.00 | 0.00 | 1.32 | 2.61 | 0.00 | 2.39 | 0.76 | 0.89 |
Data as of 05/12/2017, AR inception is 10/27/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTAA (ADVISORSHARES MORGAN CREEK GLOBAL TACTICAL ETF ADVISORSHARES MORGAN CREEK GLOBAL TACTICAL ETF) |
-2.85%
Apr 2013 - Apr 2016 |
-2.30%
Apr 2011 - Apr 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTAA (ADVISORSHARES MORGAN CREEK GLOBAL TACTICAL ETF ADVISORSHARES MORGAN CREEK GLOBAL TACTICAL ETF) |
5.19%
May 2012 - May 2015 |
1.29%
Sep 2011 - Sep 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart