Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LSC (ELEMENTS S&P CTI TR ETN) | NA | -20.72% | 31.16% | 40.19% | -2.03% | 8.58% | NA | … | … |
Data as of 06/07/2019, Common starting date is 01/03/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LSC (ELEMENTS S&P CTI TR ETN) | 01/03/2000 | 06/07/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.33 | -20.72 | 31.16 | 40.19 | -2.03 | 8.58 | NA | … | … | 10.00 | -51.22 | 288.17 | 225.00 | -69.23 | 30.00 | -54.55 | -29.03 | -1.23 | 2.00 | -5.66 | -33.75 | 37.93 | 6.62 | 15.25 | 321.43 | 40.00 | -25.93 | 35.00 | -75.00 |
| Sharpe Ratio | NA | -0.67 | 0.06 | 0.11 | -0.12 | NA | NA | … | … | -0.03 | -1.45 | 0.98 | 1.44 | -0.74 | 0.07 | -1.00 | -0.94 | -0.07 | -0.16 | -0.07 | -0.38 | 0.16 | -0.09 | -0.07 | 1.44 | 0.07 | -0.36 | 0.09 | -0.76 |
| Standard Deviation(%) | NA | 73.89 | 171.14 | 157.21 | 188.21 | NA | NA | … | … | 100.19 | 50.27 | 276.95 | 131.36 | 117.87 | 161.22 | 73.19 | 51.22 | 295.72 | 101.70 | 371.46 | 141.55 | 103.01 | 168.09 | 84.08 | 209.66 | 285.57 | 127.80 | 144.71 | 177.99 |
| Draw Down(%) | NA | 47.89 | 71.11 | 71.11 | 98.58 | NA | NA | … | … | 47.89 | 60.37 | 52.44 | 35.00 | 69.23 | 71.43 | 60.00 | 35.48 | 86.74 | 36.84 | 91.14 | 58.33 | 44.00 | 41.18 | 43.33 | 50.00 | 60.00 | 58.33 | 70.00 | 78.89 |
| 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 | 0.00 | 0.00 | 0.00 |
Data as of 06/07/2019, Common starting date is 01/03/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LSC (ELEMENTS S&P CTI TR ETN) |
-61.67%
Sep 2011 – Sep 2014 |
-43.75%
Sep 2011 – Sep 2016 |
-19.26%
Jan 2006 – Jan 2016 |
-5.83%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LSC (ELEMENTS S&P CTI TR ETN) |
127.96%
Apr 2014 – Apr 2017 |
63.09%
Mar 2003 – Mar 2008 |
41.98%
Oct 2001 – Oct 2011 |
16.78%
Dec 2002 – Dec 2017 |
Annualized Rolling Returns Comparison Chart