Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IPS (SPDR S&P Intl Cnsmr Stapl Sect ETF) | NA | 24,469.51% | 1,453.70% | 776.64% | 210.44% | NA | NA | … | … |
Data as of 11/13/2017, Common starting date is 10/19/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IPS (SPDR S&P Intl Cnsmr Stapl Sect ETF) | 10/19/2006 | 11/13/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 24,469.51 | 1,453.70 | 776.64 | 210.44 | NA | NA | … | … | 7,814.89 | 0.00 | 17.50 | 0.00 | -2.44 | -45.33 | -35.90 | -35.00 | -47.83 | -46.92 | 10.17 | 0.85 |
| Sharpe Ratio | NA | 15.85 | 1.10 | 0.32 | 0.00 | NA | NA | … | … | 29.90 | 0.00 | -0.01 | -0.03 | -0.13 | -0.39 | -0.03 | -0.04 | -0.05 | -0.16 | -0.17 | -0.53 |
| Standard Deviation(%) | NA | 467.47 | 269.76 | 359.42 | 842.04 | NA | NA | … | … | 507.66 | 17.60 | 138.39 | 626.27 | 161.89 | 162.90 | 1,712.03 | 1,284.48 | 1,262.35 | 407.96 | 68.59 | 45.12 |
| Draw Down(%) | NA | 0.00 | 58.00 | 99.50 | 99.50 | NA | NA | … | … | 0.00 | 0.00 | 57.14 | 99.08 | 56.04 | 67.06 | 98.84 | 96.89 | 94.93 | 87.25 | 56.06 | 17.86 |
| Yield(%) | 0.00 | 142.60 | 155.56 | 165.67 | 10.14 | 8.09 | 6.06 | … | … | 114.89 | 188.70 | 200.02 | 245.32 | 175.31 | 114.73 | 70.50 | 40.13 | 16.57 | 2.48 | 0.00 | 0.00 |
Data as of 11/13/2017, Common starting date is 10/19/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IPS (SPDR S&P Intl Cnsmr Stapl Sect ETF) |
-46.59%
May 2008 – May 2011 |
-19.74%
Feb 2007 – Feb 2012 |
75.54%
Feb 2007 – Feb 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IPS (SPDR S&P Intl Cnsmr Stapl Sect ETF) |
1,547.79%
Aug 2014 – Aug 2017 |
955.17%
Aug 2012 – Aug 2017 |
211.57%
Oct 2007 – Oct 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart