Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JO (iPath® Bloomberg Coffee Subindex Total Return(SM) ETN) | NA | -7.47% | 19.91% | 4.49% | NA | NA | NA | … | … |
Data as of 07/21/2023, Common starting date is 02/01/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JO (iPath® Bloomberg Coffee Subindex Total Return(SM) ETN) | 02/01/2018 | 07/21/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -7.47 | 19.91 | 4.49 | NA | NA | NA | … | … | 12.88 | -21.86 | 63.65 | -10.37 | 11.46 | -24.10 | -19.79 | -0.71 | -35.37 | 40.46 | -32.96 | -42.73 | -11.73 | 65.37 | 14.76 | -35.38 |
| Sharpe Ratio | NA | -0.35 | 0.55 | 0.10 | -0.47 | NA | NA | … | … | 0.73 | -0.66 | 1.76 | -0.29 | -0.37 | -2.01 | -1.51 | -1.11 | -1.52 | 0.48 | -1.90 | -1.99 | -0.97 | 1.52 | -0.12 | -2.20 |
| Standard Deviation(%) | NA | 31.83 | 34.13 | 33.91 | 49.91 | NA | NA | … | … | 27.86 | 35.32 | 36.08 | 36.48 | 32.16 | 24.80 | 25.94 | 31.34 | 35.42 | 45.83 | 27.06 | 31.05 | 31.33 | 30.87 | 30.89 | 34.37 |
| Draw Down(%) | NA | 38.36 | 41.70 | 41.70 | 82.46 | NA | NA | … | … | 14.13 | 36.99 | 17.05 | 28.94 | 21.80 | 27.14 | 33.87 | 27.27 | 45.63 | 30.03 | 41.79 | 45.21 | 33.48 | 13.25 | 21.17 | 37.70 |
| 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 |
Data as of 07/21/2023, Common starting date is 02/01/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JO (iPath® Bloomberg Coffee Subindex Total Return(SM) ETN) |
-8.93%
Mar 2018 – Mar 2021 |
0.78%
Mar 2018 – Mar 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JO (iPath® Bloomberg Coffee Subindex Total Return(SM) ETN) |
26.86%
Aug 2019 – Aug 2022 |
3.97%
Jun 2018 – Jun 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart