Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| OILX (UBS ETRACS S&P GSCI Crude Oil Total Return Index ETN) | NA | -81.97% | -41.65% | NA | NA | NA | NA | … | … |
Data as of 10/01/2020, Common starting date is 02/18/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| OILX (UBS ETRACS S&P GSCI Crude Oil Total Return Index ETN) | 02/18/2016 | 10/01/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -81.97 | -41.65 | NA | NA | NA | NA | … | … | -84.26 | 32.31 | -15.03 | -3.01 | 35.36 |
| Sharpe Ratio | NA | -0.98 | -0.80 | NA | NA | NA | NA | … | … | -0.96 | 0.99 | -0.55 | -0.14 | 1.09 |
| Standard Deviation(%) | NA | 83.85 | 54.60 | NA | NA | NA | NA | … | … | 95.64 | 31.05 | 29.62 | 25.19 | 37.80 |
| Draw Down(%) | NA | 84.75 | 87.22 | NA | NA | NA | NA | … | … | 84.75 | 22.96 | 40.98 | 22.94 | 25.08 |
| 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 |
Data as of 10/01/2020, Common starting date is 02/18/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OILX (UBS ETRACS S&P GSCI Crude Oil Total Return Index ETN) |
-42.85%
Apr 2017 – Apr 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| OILX (UBS ETRACS S&P GSCI Crude Oil Total Return Index ETN) |
8.94%
Mar 2016 – Mar 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart