Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
PERM (Global X Permanent ETF) | NA | 3.86% | 2.99% | 0.96% | NA | NA | NA | 1.61% |
Data as of 10/12/2017, AR inception is 02/09/2012
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
PERM (Global X Permanent ETF) | 02/09/2012 | 10/12/2017 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -1.01 | 3.86 | 2.99 | 0.96 | NA | NA | NA | 1.61 | 5.06 | 6.51 | -5.18 | 7.18 | -7.76 | 3.23 |
Sharpe Ratio | NA | 0.27 | 0.25 | 0.08 | NA | NA | NA | 0.13 | 0.48 | 0.50 | -0.61 | 1.21 | -0.80 | 0.52 |
Standard Deviation(%) | NA | 12.51 | 10.94 | 9.95 | NA | NA | NA | 9.63 | 12.41 | 12.62 | 8.58 | 5.94 | 9.77 | 6.96 |
Draw Down(%) | NA | 5.57 | 9.20 | 11.34 | NA | NA | NA | 11.61 | 3.83 | 9.20 | 9.13 | 3.47 | 11.20 | 5.00 |
Yield(%) | 0.00 | 1.26 | 1.11 | 1.12 | 0.58 | 0.39 | 0.29 | 1.16 | 0.00 | 1.35 | 1.04 | 1.01 | 1.72 | 0.83 |
Data as of 10/12/2017, AR inception is 02/09/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PERM (Global X Permanent ETF) |
-2.40%
Nov 2012 - Nov 2015 |
0.95%
Sep 2012 - Sep 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
PERM (Global X Permanent ETF) |
4.75%
Jul 2013 - Jul 2016 |
1.69%
Jul 2012 - Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart