Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SPYB (Tradr 2X Long SPY Weekly ETF) | NA | -7.48% | 4.13% | 5.00% | NA | NA | NA | … | … |
Data as of 06/10/2020, Common starting date is 02/05/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SPYB (Tradr 2X Long SPY Weekly ETF) | 02/05/2015 | 06/10/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -7.48 | 4.13 | 5.00 | NA | NA | NA | … | … | -18.53 | 31.90 | -7.77 | 21.16 | 15.30 | -6.13 |
| Sharpe Ratio | NA | -0.22 | 0.12 | 0.19 | NA | NA | NA | … | … | -0.68 | 2.05 | -0.54 | 1.36 | 0.86 | -0.43 |
| Standard Deviation(%) | NA | 38.39 | 26.16 | 22.68 | NA | NA | NA | … | … | 55.42 | 14.85 | 16.99 | 15.21 | 17.47 | 15.61 |
| Draw Down(%) | NA | 42.91 | 42.91 | 42.91 | NA | NA | NA | … | … | 42.91 | 9.32 | 21.03 | 8.78 | 13.28 | 14.32 |
| Yield(%) | 0.00 | 2.77 | 2.24 | 2.21 | 1.14 | 0.76 | 0.57 | … | … | 1.23 | 1.97 | 1.26 | 2.11 | 1.66 | 2.15 |
Data as of 06/10/2020, Common starting date is 02/05/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPYB (Tradr 2X Long SPY Weekly ETF) |
-0.98%
Mar 2017 – Mar 2020 |
1.64%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SPYB (Tradr 2X Long SPY Weekly ETF) |
16.91%
Feb 2016 – Feb 2019 |
4.97%
May 2015 – May 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart