Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OILNF (iPath® S&P GSCI® Crude Oil Total Return Index ETN) | NA | 20.76% | -6.21% | -6.60% | -13.80% | -14.24% | NA | … | … |
Data as of 01/23/2023, Common starting date is 08/17/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OILNF (iPath® S&P GSCI® Crude Oil Total Return Index ETN) | 08/17/2006 | 01/23/2023 |
| 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 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.24 | 20.76 | -6.21 | -6.60 | -13.80 | -14.24 | NA | … | … | -0.34 | 45.87 | 182.44 | -82.19 | 46.56 | -26.76 | 3.32 | 1.61 | -50.32 | -45.76 | 6.10 | -13.26 | -1.91 | -1.04 | 11.22 | -58.56 | 47.53 | -21.30 |
| Sharpe Ratio | NA | 0.15 | -0.07 | -0.10 | -0.24 | NA | NA | … | … | -0.14 | 0.60 | 2.18 | -0.66 | 1.11 | -0.75 | 0.09 | 0.03 | -1.09 | -1.83 | 0.31 | -0.51 | -0.06 | -0.04 | 0.22 | -1.15 | 1.57 | -2.01 |
| Standard Deviation(%) | NA | 74.88 | 96.30 | 78.32 | 60.53 | NA | NA | … | … | 66.22 | 74.11 | 83.86 | 124.10 | 40.77 | 37.46 | 30.71 | 45.96 | 46.06 | 25.02 | 19.37 | 26.49 | 34.73 | 29.42 | 49.72 | 51.59 | 28.47 | 25.43 |
| Draw Down(%) | NA | 53.63 | 89.51 | 93.08 | 97.50 | NA | NA | … | … | 12.62 | 53.63 | 32.35 | 91.06 | 28.53 | 50.27 | 29.38 | 28.59 | 52.09 | 51.76 | 17.14 | 31.41 | 35.76 | 26.07 | 44.57 | 76.58 | 16.50 | 24.96 |
| 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 |
Data as of 01/23/2023, Common starting date is 08/17/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OILNF (iPath® S&P GSCI® Crude Oil Total Return Index ETN) |
-49.12%
Oct 2017 – Oct 2020 |
-42.73%
Jun 2015 – Jun 2020 |
-28.93%
Oct 2010 – Oct 2020 |
-16.07%
Nov 2006 – Nov 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OILNF (iPath® S&P GSCI® Crude Oil Total Return Index ETN) |
15.84%
Feb 2009 – Feb 2012 |
7.99%
Jun 2017 – Jun 2022 |
-8.77%
Apr 2009 – Apr 2019 |
-9.91%
May 2007 – May 2022 |
Annualized Rolling Returns Comparison Chart