Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
SCID (Global X Scientific Beta Europe ETF) | NA | 8.10% | 0.92% | 4.47% | NA | NA | NA | 3.07% |
Data as of 09/01/2020, AR inception is 05/14/2015
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
SCID (Global X Scientific Beta Europe ETF) | 05/14/2015 | 09/01/2020 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 8.10 | 0.92 | 4.47 | NA | NA | NA | 3.07 | -4.28 | 21.92 | -16.12 | 31.26 | -3.20 | -6.49 |
Sharpe Ratio | NA | 0.22 | -0.01 | 0.19 | NA | NA | NA | 0.11 | -0.18 | 1.77 | -1.14 | 3.51 | -0.16 | -0.50 |
Standard Deviation(%) | NA | 31.22 | 21.05 | 19.93 | NA | NA | NA | 20.00 | 37.44 | 11.57 | 15.25 | 8.76 | 21.84 | 20.33 |
Draw Down(%) | NA | 37.59 | 39.63 | 39.63 | NA | NA | NA | 39.63 | 37.59 | 8.08 | 23.96 | 2.59 | 14.36 | 8.36 |
Yield(%) | 0.00 | 1.96 | 4.41 | 3.92 | 1.83 | 1.22 | 0.92 | 3.66 | 0.98 | 3.39 | 4.52 | 6.36 | 2.87 | 1.34 |
Data as of 09/01/2020, AR inception is 05/14/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
SCID (Global X Scientific Beta Europe ETF) |
-3.23%
Mar 2017 - Mar 2020 |
1.47%
Jun 2015 - Jun 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
SCID (Global X Scientific Beta Europe ETF) |
10.31%
Dec 2016 - Dec 2019 |
4.47%
Aug 2015 - Aug 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart