Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HSPX (Global X S&P 500 Covered Call ETF) | NA | 28.74% | 19.76% | 14.27% | 16.29% | NA | NA | … | … |
Data as of 12/17/2021, Common starting date is 05/17/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HSPX (Global X S&P 500 Covered Call ETF) | 05/17/2010 | 12/17/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.74 | 28.74 | 19.76 | 14.27 | 16.29 | NA | NA | … | … | 28.64 | 12.18 | 24.65 | -1.26 | 9.14 | 31.59 | 4.17 | 20.22 | 28.85 | 5.51 | 0.39 | 3.75 |
| Sharpe Ratio | NA | 2.33 | 1.07 | 0.83 | 1.04 | NA | NA | … | … | 2.43 | 0.49 | 1.67 | -0.15 | 0.78 | 1.97 | 0.25 | 1.78 | 2.15 | 0.49 | 0.02 | 0.32 |
| Standard Deviation(%) | NA | 12.31 | 17.95 | 16.50 | 15.25 | NA | NA | … | … | 12.26 | 24.47 | 13.95 | 17.33 | 10.93 | 15.92 | 16.64 | 11.34 | 13.42 | 11.22 | 17.92 | 18.85 |
| Draw Down(%) | NA | 4.61 | 25.40 | 25.40 | 25.40 | NA | NA | … | … | 4.61 | 25.40 | 6.36 | 15.57 | 6.55 | 10.18 | 15.65 | 6.44 | 8.89 | 7.12 | 19.14 | 16.53 |
| Yield(%) | 0.00 | 0.16 | 0.18 | 0.18 | 0.28 | 0.19 | 0.14 | … | … | 0.15 | 0.15 | 0.14 | 0.16 | 0.14 | 0.11 | 0.15 | 0.17 | 0.04 | 0.00 | 0.00 | 0.00 |
Data as of 12/17/2021, Common starting date is 05/17/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HSPX (Global X S&P 500 Covered Call ETF) |
4.09%
Mar 2017 – Mar 2020 |
8.77%
Mar 2015 – Mar 2020 |
12.98%
Dec 2010 – Dec 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HSPX (Global X S&P 500 Covered Call ETF) |
21.11%
Sep 2015 – Sep 2018 |
18.31%
Dec 2012 – Dec 2017 |
16.17%
Aug 2011 – Aug 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart