Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LWC (SPDR Blmbg Barclays LT Corp Bd ETF) | NA | -34.26% | -10.73% | -5.56% | NA | NA | NA | … | … |
Data as of 05/01/2018, Common starting date is 03/12/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LWC (SPDR Blmbg Barclays LT Corp Bd ETF) | 03/12/2009 | 05/01/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.22 | -34.26 | -10.73 | -5.56 | NA | NA | NA | … | … | -6.62 | -28.12 | 10.75 | -5.00 | 16.39 | -5.43 | 9.01 | 16.77 | 9.14 | 23.44 |
| Sharpe Ratio | NA | -0.69 | -0.42 | -0.28 | NA | NA | NA | … | … | -0.93 | -0.72 | 1.17 | -0.47 | 2.11 | -0.55 | 1.07 | 1.27 | 0.77 | 2.50 |
| Standard Deviation(%) | NA | 50.78 | 26.63 | 21.07 | NA | NA | NA | … | … | 17.34 | 43.50 | 9.03 | 10.72 | 7.76 | 9.98 | 8.48 | 13.13 | 11.76 | 11.84 |
| Draw Down(%) | NA | 37.74 | 37.98 | 37.98 | NA | NA | NA | … | … | 7.38 | 34.25 | 10.00 | 12.29 | 4.67 | 13.99 | 4.35 | 5.00 | 7.95 | 4.20 |
| Yield(%) | 0.00 | 2.38 | 3.66 | 3.82 | 5.61 | 3.74 | 2.80 | … | … | 0.64 | 3.25 | 4.61 | 4.23 | 4.70 | 4.42 | 4.72 | 5.47 | 8.08 | 5.93 |
Data as of 05/01/2018, Common starting date is 03/12/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LWC (SPDR Blmbg Barclays LT Corp Bd ETF) |
-11.74%
Apr 2015 – Apr 2018 |
-4.79%
Apr 2013 – Apr 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LWC (SPDR Blmbg Barclays LT Corp Bd ETF) |
15.29%
Apr 2009 – Apr 2012 |
11.38%
Apr 2009 – Apr 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart