Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TRNM (RBS US Mid Cap Trendpilot™ ETN) | NA | 8.01% | 15.19% | NA | NA | NA | NA | 8.51% |
Data as of 01/28/2015, AR inception is 01/28/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRNM (RBS US Mid Cap Trendpilot™ ETN) | 01/28/2011 | 01/28/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.58 | 8.01 | 15.19 | NA | NA | NA | NA | 8.51 | -0.26 | 5.79 | 32.53 | 11.02 | -10.68 |
| Sharpe Ratio | NA | 0.66 | 1.11 | NA | NA | NA | NA | 0.58 | -0.21 | 0.48 | 2.53 | 0.74 | -0.65 |
| Standard Deviation(%) | NA | 12.10 | 13.56 | NA | NA | NA | NA | 14.55 | 16.96 | 11.90 | 12.87 | 15.01 | 17.81 |
| Draw Down(%) | NA | 7.21 | 11.53 | NA | NA | NA | NA | 23.30 | 3.40 | 7.21 | 7.03 | 11.53 | 23.30 |
| 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 |
Data as of 01/28/2015, AR inception is 01/28/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRNM (RBS US Mid Cap Trendpilot™ ETN) |
6.33%
Apr 2011 - Apr 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRNM (RBS US Mid Cap Trendpilot™ ETN) |
16.35%
Aug 2011 - Aug 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart