Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ICITF (iPath Optimized Currency Carry ETN) | NA | -12.12% | 5.07% | -2.92% | -3.32% | -2.63% | NA | … | … |
Data as of 01/29/2024, Common starting date is 04/18/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ICITF (iPath Optimized Currency Carry ETN) | 04/18/2008 | 01/29/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -12.12 | 5.07 | -2.92 | -3.32 | -2.63 | NA | … | … | 0.00 | -12.12 | 0.00 | 32.00 | -30.42 | 6.84 | -6.71 | -12.31 | 1.56 | -3.53 | 0.41 | -10.86 | 1.69 | -1.87 | 3.07 | 4.42 | -13.08 |
| Sharpe Ratio | NA | -1.80 | 0.07 | -0.09 | -0.11 | NA | NA | … | … | 0.00 | -1.80 | 0.00 | 0.44 | -0.44 | 0.20 | -0.21 | -0.67 | 0.14 | -0.10 | 0.01 | -0.56 | 0.29 | -0.21 | 0.46 | 0.76 | -1.52 |
| Standard Deviation(%) | NA | 9.14 | 41.88 | 46.33 | 40.55 | NA | NA | … | … | NA | 9.16 | NA | 71.89 | 68.66 | 27.52 | 37.65 | 19.25 | 9.62 | 36.81 | 50.10 | 19.35 | 5.66 | 8.89 | 6.44 | 5.67 | 12.36 |
| Draw Down(%) | NA | 12.12 | 37.77 | 46.08 | 57.89 | NA | NA | … | … | 0.00 | 12.12 | 0.00 | 37.77 | 38.73 | 20.16 | 26.79 | 17.62 | 6.77 | 26.05 | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/29/2024, Common starting date is 04/18/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICITF (iPath Optimized Currency Carry ETN) |
-17.15%
Aug 2018 – Aug 2021 |
-11.04%
Aug 2016 – Aug 2021 |
-7.12%
May 2011 – May 2021 |
-3.20%
Sep 2008 – Sep 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ICITF (iPath Optimized Currency Carry ETN) |
7.37%
Mar 2020 – Mar 2023 |
1.92%
Jun 2018 – Jun 2023 |
-0.80%
Feb 2009 – Feb 2019 |
-2.69%
Dec 2008 – Dec 2023 |
Annualized Rolling Returns Comparison Chart