Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SWH (Software HOLDRs) | NA | 1.25% | 76.77% | 2,675.48% | 335.63% | 162.54% | 99.92% | … | … |
Data as of 02/22/2018, Common starting date is 08/09/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SWH (Software HOLDRs) | 08/09/1996 | 02/22/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.25 | 76.77 | 2,675.48 | 335.63 | 162.54 | 99.92 | … | … | 3.85 | -18.75 | -4.00 | 163.16 | 140.51 | -65.04 | 24.86 | -78.71 | 36.22 | 149.60 | -68.75 | 1.27 | -31.90 | -42.29 | -24.15 | 82.76 | -34.09 | 57.14 | 16.67 | 87.50 | -76.47 | 13.33 | 0.00 |
| Sharpe Ratio | NA | -0.43 | -0.03 | 0.00 | -0.01 | NA | NA | … | … | 0.41 | -0.84 | -0.01 | 0.03 | 0.03 | -0.44 | 0.03 | -0.73 | 0.08 | 1.00 | -0.72 | -0.20 | -0.59 | -1.07 | -0.66 | 0.79 | -0.61 | 0.11 | -0.21 | 0.29 | -0.08 | -0.13 | -0.21 |
| Standard Deviation(%) | NA | 42.43 | 3,849.70 | 3,797.65 | 2,778.72 | NA | NA | … | … | 70.50 | 45.56 | 4,762.42 | 4,990.53 | 4,878.27 | 189.73 | 237.62 | 133.26 | 230.22 | 132.89 | 122.10 | 106.61 | 92.24 | 59.16 | 66.04 | 80.69 | 88.56 | 321.59 | 309.51 | 402.83 | 574.58 | 160.71 | 138.45 |
| Draw Down(%) | NA | 27.71 | 99.86 | 99.95 | 99.95 | NA | NA | … | … | 15.38 | 37.50 | 99.82 | 99.93 | 99.95 | 78.65 | 72.93 | 88.00 | 55.81 | 39.29 | 79.80 | 38.10 | 64.81 | 56.09 | 41.94 | 64.14 | 53.57 | 55.36 | 76.67 | 62.50 | 95.59 | 38.33 | 25.00 |
| Yield(%) | 0.00 | 0.00 | 3.14 | 2,658.71 | 198.69 | 104.40 | 42.00 | … | … | 0.00 | 0.00 | 1,250.40 | 5.31 | 7,562.03 | 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 02/22/2018, Common starting date is 08/09/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWH (Software HOLDRs) |
-54.70%
Dec 2010 – Dec 2013 |
-40.63%
May 2007 – May 2012 |
-32.02%
May 2002 – May 2012 |
-21.44%
May 1997 – May 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SWH (Software HOLDRs) |
52,914.58%
Jul 2013 – Jul 2016 |
3,616.53%
Jun 2011 – Jun 2016 |
444.94%
Jul 2006 – Jul 2016 |
198.33%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart