Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
SPGH (UBS ETRACS S&P 500 Gold Hedged ETN) | NA | 29.23% | 10.76% | 7.77% | NA | NA | NA | 17.86% |
Data as of 08/17/2016, AR inception is 02/03/2010
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
SPGH (UBS ETRACS S&P 500 Gold Hedged ETN) | 02/03/2010 | 08/17/2016 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 29.23 | 10.76 | 7.77 | NA | NA | NA | 17.86 | 36.42 | -9.96 | 11.72 | -4.98 | 19.69 | 13.42 | 51.45 |
Sharpe Ratio | NA | -0.21 | -0.53 | -0.38 | NA | NA | NA | -0.13 | 1.35 | -0.98 | -0.29 | -0.89 | 0.04 | -0.08 | 1.16 |
Standard Deviation(%) | NA | 22.59 | 24.17 | 36.11 | NA | NA | NA | 34.96 | 18.25 | 28.93 | 23.17 | 26.50 | 26.48 | 63.88 | 32.06 |
Draw Down(%) | NA | 15.33 | 25.41 | 41.77 | NA | NA | NA | 41.77 | 6.48 | 21.30 | 18.21 | 26.75 | 17.40 | 41.77 | 14.13 |
Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/17/2016, AR inception is 02/03/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
SPGH (UBS ETRACS S&P 500 Gold Hedged ETN) |
-3.83%
Jan 2013 - Jan 2016 |
5.35%
Dec 2010 - Dec 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
SPGH (UBS ETRACS S&P 500 Gold Hedged ETN) |
24.10%
Mar 2010 - Mar 2013 |
14.61%
May 2010 - May 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart