Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SZO (PowerShares DB Crude Oil Short ETN) | NA | -10.07% | -13.62% | -3.33% | 1.97% | NA | NA | 6.87% |
Data as of 04/06/2020, AR inception is 06/19/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SZO (PowerShares DB Crude Oil Short ETN) | 06/19/2008 | 04/06/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -10.07 | -13.62 | -3.33 | 1.97 | NA | NA | 6.87 | 0.00 | -35.54 | 7.85 | -1.96 | -10.91 | 47.62 | 52.46 | -10.18 | 6.55 | -8.06 | -7.69 | -27.60 | 158.48 |
| Sharpe Ratio | NA | -0.18 | -0.31 | -0.08 | 0.04 | NA | NA | 0.14 | -0.01 | -1.10 | 0.12 | -0.06 | -0.18 | 0.98 | 1.64 | -0.51 | 0.25 | -0.26 | -0.28 | -0.59 | 10.66 |
| Standard Deviation(%) | NA | 40.14 | 48.37 | 50.70 | 41.68 | NA | NA | 42.17 | 76.30 | 33.63 | 53.03 | 46.79 | 61.06 | 48.74 | 31.91 | 19.85 | 26.47 | 31.68 | 27.95 | 47.18 | 45.78 |
| Draw Down(%) | NA | 23.64 | 57.37 | 63.20 | 63.20 | NA | NA | 63.20 | 23.64 | 35.54 | 44.18 | 30.30 | 39.14 | 29.29 | 17.56 | 22.19 | 20.75 | 27.64 | 19.90 | 48.50 | 10.13 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/06/2020, AR inception is 06/19/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SZO (PowerShares DB Crude Oil Short ETN) |
-21.23%
Feb 2009 - Feb 2012 |
-14.16%
Feb 2009 - Feb 2014 |
-2.96%
Apr 2009 - Apr 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SZO (PowerShares DB Crude Oil Short ETN) |
40.77%
Jun 2014 - Jun 2017 |
19.08%
Feb 2011 - Feb 2016 |
8.11%
Aug 2008 - Aug 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart