Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| P Composite Momentum Scoring Style ETFs | -7.96% | -0.63% | 5.27% | 13.87% | 8.97% | 11.60% | 11.77% | 11.93% |
Data as of 03/31/2025, AR inception is 01/01/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| P Composite Momentum Scoring Style ETFs | 01/01/2001 | 06/27/2025 |
| 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 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.62 | -0.63 | 5.27 | 13.87 | 8.97 | 11.60 | 11.77 | 11.93 | -7.96 | 17.77 | 20.06 | -14.40 | 12.56 | 26.42 | 25.09 | -3.76 | 11.34 | 19.64 | -5.31 | 8.61 | 38.86 | 16.48 | -1.43 | 34.87 | 23.22 | 0.93 | 5.19 | 14.00 | 10.51 | 17.15 | 35.87 | -0.29 | 1.66 |
| Sharpe Ratio | NA | 0.05 | 0.55 | 0.57 | 0.43 | NA | NA | 0.64 | 0.06 | 0.85 | 1.09 | -0.71 | 0.60 | 0.76 | 1.70 | -0.28 | 0.95 | 1.28 | -0.34 | 0.68 | 2.82 | 1.24 | -0.06 | 1.73 | 1.42 | -1.11 | 0.12 | 0.75 | 0.69 | 1.05 | 2.11 | -0.22 | -0.07 |
| Standard Deviation(%) | NA | 22.65 | 18.86 | 19.84 | 20.02 | NA | NA | 17.19 | 25.64 | 16.62 | 14.98 | 22.29 | 20.99 | 34.63 | 13.86 | 18.23 | 11.28 | 15.13 | 15.78 | 12.65 | 13.76 | 13.24 | 26.20 | 20.06 | 16.34 | 0.03 | 16.34 | 14.09 | 11.98 | 15.39 | 16.70 | 6.67 | 10.24 |
| Draw Down(%) | NA | 24.94 | 24.94 | 24.94 | 33.07 | NA | NA | 33.07 | 23.60 | 13.30 | 12.26 | 22.06 | 11.91 | 33.07 | 7.15 | 22.21 | 5.27 | 11.07 | 15.71 | 8.27 | 5.73 | 9.77 | 22.76 | 13.52 | 8.26 | 0.00 | 10.99 | 12.73 | 7.38 | 11.04 | 7.59 | 5.15 | 9.34 |
| Yield(%) | NA | 0.72 | 1.20 | 1.11 | 1.23 | NA | NA | 0.00 | 0.00 | 0.90 | 1.22 | 1.74 | 1.02 | 0.92 | 1.17 | 1.37 | 1.10 | 2.02 | 1.13 | 1.50 | 1.50 | 2.21 | 1.04 | 1.87 | 1.10 | 0.93 | 1.56 | 1.72 | 1.68 | 1.67 | 1.12 | 1.58 | 1.76 |
Data as of 03/31/2025, AR inception is 01/01/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Composite Momentum Scoring Style ETFs |
2.97%
Apr 2021 - Apr 2024 |
4.27%
Mar 2015 - Mar 2020 |
8.29%
Oct 2013 - Oct 2023 |
11.00%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| P Composite Momentum Scoring Style ETFs |
24.64%
Apr 2003 - Apr 2006 |
22.34%
Jun 2009 - Jun 2014 |
16.56%
Apr 2003 - Apr 2013 |
15.07%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart