Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| JEM (iPath GEMS ETN) | NA | 0.95% | 5.21% | -0.61% | 0.27% | NA | NA | -0.13% |
Data as of 09/13/2018, AR inception is 04/04/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JEM (iPath GEMS ETN) | 04/04/2008 | 09/13/2018 |
| 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 | 0.95 | 5.21 | -0.61 | 0.27 | NA | NA | -0.13 | -0.07 | 4.73 | -4.62 | -14.95 | -11.02 | -9.06 | 1.19 | -9.68 | 4.14 | 8.40 | -18.56 |
| Sharpe Ratio | NA | -0.02 | -0.04 | -0.06 | -0.08 | NA | NA | -0.08 | -0.01 | -1.20 | -3.75 | -1.87 | -3.06 | -3.32 | -1.31 | -1.95 | -0.69 | -0.32 | -2.71 |
| Standard Deviation(%) | NA | 1,199.40 | 622.35 | 473.74 | 330.76 | NA | NA | 323.46 | 1,552.58 | 12.08 | 10.29 | 17.91 | 9.65 | 8.32 | 13.40 | 14.49 | 20.80 | 31.91 | 16.07 |
| Draw Down(%) | NA | 99.93 | 99.94 | 99.95 | 99.96 | NA | NA | 99.96 | 99.93 | 6.74 | 6.60 | 17.01 | 14.32 | 10.80 | 9.30 | 14.23 | 10.81 | 16.46 | 24.98 |
| Yield(%) | 0.00 | 2.60 | 5.85 | 4.52 | 3.94 | 2.65 | 1.99 | 3.98 | 1.06 | 4.96 | 8.17 | 6.41 | 4.89 | 4.58 | 4.81 | 3.27 | 2.35 | 5.46 | 6.12 |
Data as of 09/13/2018, AR inception is 04/04/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEM (iPath GEMS ETN) |
-90.94%
Jul 2015 - Jul 2018 |
-76.86%
Jul 2013 - Jul 2018 |
-51.86%
Jul 2008 - Jul 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JEM (iPath GEMS ETN) |
9.03%
Feb 2009 - Feb 2012 |
4.64%
Nov 2008 - Nov 2013 |
-0.29%
Jun 2008 - Jun 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart