Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MORL (UBS ETRACS Monthly Pay 2xLeveraged Mortgage REIT ETN) | NA | -98.09% | -71.25% | -49.64% | NA | NA | NA | … | … |
Data as of 05/04/2020, Common starting date is 10/17/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MORL (UBS ETRACS Monthly Pay 2xLeveraged Mortgage REIT ETN) | 10/17/2012 | 05/04/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -98.09 | -71.25 | -49.64 | NA | NA | NA | … | … | -98.33 | 12.35 | -27.99 | 13.29 | 17.32 | -36.88 | 10.74 | -22.29 | -5.53 |
| Sharpe Ratio | NA | -0.71 | -0.97 | -1.01 | NA | NA | NA | … | … | -0.41 | -0.56 | -1.63 | -0.29 | -0.45 | -2.02 | -0.40 | -1.06 | -1.24 |
| Standard Deviation(%) | NA | 170.09 | 101.16 | 81.03 | NA | NA | NA | … | … | 286.09 | 19.40 | 30.43 | 20.91 | 36.89 | 27.45 | 19.59 | 38.35 | 40.12 |
| Draw Down(%) | NA | 98.49 | 98.77 | 98.80 | NA | NA | NA | … | … | 98.49 | 18.51 | 33.71 | 17.74 | 33.43 | 46.11 | 14.31 | 49.70 | 21.38 |
| Yield(%) | 0.00 | 14.61 | 16.15 | 15.18 | 10.41 | 6.94 | 5.20 | … | … | 4.62 | 21.20 | 18.49 | 20.70 | 23.08 | 18.68 | 22.90 | 20.73 | 0.40 |
Data as of 05/04/2020, Common starting date is 10/17/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MORL (UBS ETRACS Monthly Pay 2xLeveraged Mortgage REIT ETN) |
-71.77%
Apr 2017 – Apr 2020 |
-49.65%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MORL (UBS ETRACS Monthly Pay 2xLeveraged Mortgage REIT ETN) |
34.24%
Jan 2016 – Jan 2019 |
20.63%
Aug 2013 – Aug 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart