Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| STPP (iPath US Treasury Steepener ETN) | NA | -6.77% | -9.13% | -7.49% | -6.87% | NA | NA | … | … |
Data as of 09/14/2020, Common starting date is 08/11/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| STPP (iPath US Treasury Steepener ETN) | 08/11/2010 | 09/14/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -6.77 | -9.13 | -7.49 | -6.87 | NA | NA | … | … | -9.82 | -9.51 | -3.50 | -11.33 | -0.87 | 0.93 | -17.74 | 19.73 | -12.66 | -24.83 | 9.99 |
| Sharpe Ratio | NA | -0.16 | -0.32 | -0.31 | -0.33 | NA | NA | … | … | -0.25 | -0.49 | -0.33 | -0.71 | -0.07 | 0.07 | -1.63 | 1.13 | -0.84 | -1.40 | 1.57 |
| Standard Deviation(%) | NA | 47.26 | 32.31 | 26.54 | 21.77 | NA | NA | … | … | 56.15 | 22.64 | 14.71 | 17.04 | 16.22 | 13.59 | 10.86 | 17.39 | 15.23 | 17.75 | 17.40 |
| Draw Down(%) | NA | 33.90 | 41.63 | 46.31 | 64.55 | NA | NA | … | … | 33.90 | 15.94 | 12.35 | 15.46 | 14.01 | 11.21 | 18.86 | 11.03 | 20.62 | 26.66 | 6.79 |
| 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 | 0.00 | 0.00 | 0.00 |
Data as of 09/14/2020, Common starting date is 08/11/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STPP (iPath US Treasury Steepener ETN) |
-11.42%
Mar 2017 – Mar 2020 |
-10.06%
Mar 2011 – Mar 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| STPP (iPath US Treasury Steepener ETN) |
2.22%
Jun 2012 – Jun 2015 |
-0.58%
Apr 2013 – Apr 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart