Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P Momentum Scoring Factor ETFs Momentum Value Low Volatility Quality | NA | 41.03% | 16.38% | 19.54% | 17.35% | NA | NA | 18.11% |
Data as of 11/29/2024, AR inception is 07/19/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P Momentum Scoring Factor ETFs Momentum Value Low Volatility Quality | 07/19/2013 | 02/28/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.75 | 41.03 | 16.38 | 19.54 | 17.35 | NA | NA | 18.11 | NA | 28.29 | 18.19 | -2.07 | 23.44 | 24.32 | 27.88 | 1.00 | 29.80 | 16.12 | 6.30 | 16.98 | 8.12 |
| Sharpe Ratio | NA | 0.80 | 0.74 | 0.85 | 0.84 | NA | NA | 0.90 | 0.26 | 1.16 | 1.07 | -0.18 | 1.55 | 0.67 | 2.74 | -0.02 | 3.36 | 1.40 | 0.41 | 1.46 | 0.81 |
| Standard Deviation(%) | NA | 19.06 | 17.29 | 21.87 | 18.25 | NA | NA | 17.44 | 19.91 | 18.69 | 13.00 | 18.69 | 15.09 | 35.93 | 9.65 | 19.26 | 8.68 | 11.36 | 15.43 | 11.64 | 10.01 |
| Draw Down(%) | NA | 12.96 | 17.03 | 30.47 | 34.08 | NA | NA | 34.08 | 6.55 | 12.96 | 8.79 | 17.03 | 9.23 | 34.08 | 4.01 | 17.99 | 3.35 | 7.50 | 10.79 | 8.58 | 4.96 |
| Yield(%) | NA | 0.86 | 1.73 | 1.82 | 1.79 | NA | NA | 1.94 | NA | 0.10 | 1.33 | 2.41 | 3.07 | 1.02 | 1.08 | 1.48 | 1.61 | 2.65 | 1.32 | 2.10 | 1.27 |
Data as of 11/29/2024, AR inception is 07/19/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Momentum Scoring Factor ETFs Momentum Value Low Volatility Quality |
9.85%
Mar 2017 - Mar 2020 |
10.52%
Mar 2015 - Mar 2020 |
14.82%
Oct 2013 - Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Momentum Scoring Factor ETFs Momentum Value Low Volatility Quality |
25.20%
Dec 2018 - Dec 2021 |
22.20%
Oct 2016 - Oct 2021 |
17.50%
Jan 2015 - Jan 2025 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart