Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 06/22/2018.
| Name | Inception | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR |
|---|---|---|---|---|---|---|---|---|
| ICI (iPath Optimized Currency Carry ETN) | -2.69% | NA | -3.48% | -2.23% | -2.34% | -2.64% | NA | NA |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICI (iPath Optimized Currency Carry ETN) | 04/18/2008 | 06/22/2018 |
The return data shown below all have the same latest date: 06/22/2018.
AR inception is since 04/18/2008.
AR inception is since 04/18/2008.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.48 | -2.23 | -2.34 | -2.64 | NA | NA | -2.69 | 6.11 | -12.31 | 1.56 | -4.42 | 1.34 | -10.86 | 1.69 | -1.87 | 3.07 | 4.42 | -13.08 |
| Sharpe Ratio | NA | -0.21 | -0.17 | -0.09 | -0.12 | NA | NA | -0.12 | 1.43 | -0.69 | 0.10 | -0.11 | 0.03 | -0.56 | 0.29 | -0.21 | 0.46 | 0.76 | -1.52 |
| Standard Deviation(%) | NA | 20.66 | 16.35 | 31.99 | 23.19 | NA | NA | 23.00 | 8.43 | 18.94 | 12.82 | 39.17 | 50.78 | 19.35 | 5.66 | 8.89 | 6.44 | 5.67 | 12.36 |
| Draw Down(%) | NA | 18.38 | 18.38 | 34.83 | 42.13 | NA | NA | 42.13 | 0.92 | 18.38 | 7.28 | 28.39 | 31.19 | 19.05 | 6.67 | 7.36 | 5.78 | 3.38 | 14.72 |
| 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 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICI (iPath Optimized Currency Carry ETN) |
-6.77%
Apr 2013 - Apr 2016 |
-5.24%
Jan 2013 - Jan 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICI (iPath Optimized Currency Carry ETN) |
3.34%
Jul 2009 - Jul 2012 |
-0.78%
Jul 2009 - Jul 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart