Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TERM (EquityCompass Tactical Risk Manager ETF) | NA | -58.46% | -18.26% | -13.61% | NA | NA | NA | … | … |
Data as of 06/14/2022, Common starting date is 04/11/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TERM (EquityCompass Tactical Risk Manager ETF) | 04/11/2017 | 06/14/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.42 | -58.46 | -18.26 | -13.61 | NA | NA | NA | … | … | -6.68 | -45.74 | -2.68 | -3.06 | -8.83 | 12.53 |
| Sharpe Ratio | NA | -0.41 | -0.22 | -0.22 | NA | NA | NA | … | … | -4.00 | -0.32 | -0.09 | -0.35 | -0.67 | 2.29 |
| Standard Deviation(%) | NA | 142.42 | 84.20 | 65.65 | NA | NA | NA | … | … | 3.64 | 142.45 | 30.93 | 12.86 | 15.16 | 7.46 |
| Draw Down(%) | NA | 59.04 | 59.04 | 59.50 | NA | NA | NA | … | … | 6.68 | 56.34 | 36.82 | 17.18 | 19.65 | 2.85 |
| Yield(%) | 0.00 | 1.56 | 1.91 | 1.50 | 0.76 | 0.51 | 0.38 | … | … | 0.96 | 1.73 | 1.30 | 1.80 | 1.52 | 0.85 |
Data as of 06/14/2022, Common starting date is 04/11/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TERM (EquityCompass Tactical Risk Manager ETF) |
-22.87%
Nov 2018 – Nov 2021 |
-12.91%
May 2017 – May 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TERM (EquityCompass Tactical Risk Manager ETF) |
2.06%
Oct 2018 – Oct 2021 |
-12.91%
May 2017 – May 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart