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Performance Comparison
Comparison Box

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