Performance Comparison
Portfolio Performance Comparison
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P Momentum Scoring Sector ETFs | NA | 23.45% | 11.57% | 15.25% | 9.85% | 9.86% | 10.03% | 8.70% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P Momentum Scoring Sector ETFs | 01/01/2001 | 01/08/2025 |
The return data shown below all delayed by 3 months. Their latest dates are all the same: 10/31/2024.
AR inception is since 01/01/2001.
AR inception is since 01/01/2001.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.57 | 23.45 | 11.57 | 15.25 | 9.85 | 9.86 | 10.03 | 8.70 | NA | 15.17 | 16.24 | 12.36 | 11.55 | 21.09 | 11.34 | -2.43 | 14.58 | 4.81 | 0.61 | 5.00 | 30.55 | 4.99 | 1.74 | 2.15 | 14.93 | -11.86 | 13.60 | 12.02 | 30.85 | 14.99 | 23.15 | -7.99 | -18.56 |
| Sharpe Ratio | NA | 0.80 | 0.53 | 0.63 | 0.49 | NA | NA | 0.43 | -0.01 | 0.63 | 0.76 | 0.49 | 0.59 | 0.83 | 0.89 | -0.20 | 1.41 | 0.35 | 0.04 | 0.38 | 2.47 | 0.42 | 0.08 | 0.10 | 0.78 | -0.59 | 0.54 | 0.53 | 1.63 | 1.03 | 1.66 | -0.61 | -1.27 |
| Standard Deviation(%) | NA | 13.34 | 17.63 | 19.76 | 17.07 | NA | NA | 17.00 | 15.55 | 13.59 | 15.82 | 22.47 | 19.68 | 25.10 | 11.19 | 18.44 | 9.87 | 13.16 | 15.18 | 13.13 | 12.38 | 11.81 | 22.70 | 19.82 | 18.92 | 21.57 | 19.63 | 16.43 | 17.59 | 13.65 | 13.54 | 14.88 | 16.47 |
| Draw Down(%) | NA | 8.09 | 18.10 | 23.44 | 23.44 | NA | NA | 25.03 | 1.09 | 8.09 | 12.02 | 18.10 | 14.40 | 23.44 | 8.45 | 18.34 | 5.01 | 11.82 | 11.32 | 9.30 | 8.48 | 8.62 | 20.99 | 21.12 | 10.69 | 21.27 | 11.55 | 15.56 | 13.72 | 7.21 | 8.62 | 18.20 | 20.63 |
| Yield(%) | NA | 1.93 | 1.99 | 1.69 | 1.52 | NA | NA | 1.88 | NA | 0.50 | 2.05 | 2.40 | 2.35 | 0.99 | 1.10 | 0.75 | 0.38 | 2.42 | 1.30 | 1.74 | 1.84 | 2.23 | 2.73 | 2.12 | 2.61 | 2.31 | 1.68 | 2.23 | 2.62 | 2.09 | 1.63 | 1.37 | 1.78 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Momentum Scoring Sector ETFs |
-3.17%
Aug 2007 - Aug 2010 |
0.49%
Oct 2007 - Oct 2012 |
5.10%
Jun 2007 - Jun 2017 |
6.53%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Momentum Scoring Sector ETFs |
26.65%
Jan 2003 - Jan 2006 |
19.32%
Oct 2002 - Oct 2007 |
11.75%
May 2012 - May 2022 |
10.70%
Sep 2003 - Sep 2018 |
Annualized Rolling Returns Comparison Chart