Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TTH (Telecom HOLDRs) | NA | 6.73% | 11.12% | 1.35% | 1.29% | NA | NA | -4.56% |
Data as of 12/23/2011, AR inception is 02/02/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TTH (Telecom HOLDRs) | 02/02/2000 | 12/23/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.84 | 6.73 | 11.12 | 1.35 | 1.29 | NA | NA | -4.56 | 5.93 | 16.71 | 7.15 | -30.94 | 14.92 | 41.58 | -5.75 | 14.85 | 6.23 | -33.83 | -14.89 | -37.92 |
| Sharpe Ratio | NA | 0.36 | 0.55 | 0.02 | 0.00 | NA | NA | -0.23 | 0.32 | 1.21 | 0.28 | -0.77 | 0.69 | 3.01 | -0.71 | 0.96 | 0.21 | -0.91 | -0.61 | -1.44 |
| Standard Deviation(%) | NA | 18.47 | 19.93 | 25.37 | 24.36 | NA | NA | 25.30 | 18.60 | 13.74 | 25.47 | 41.51 | 17.27 | 12.79 | 11.21 | 14.47 | 26.71 | 38.32 | 28.80 | 31.17 |
| Draw Down(%) | NA | 13.43 | 22.40 | 48.19 | 52.75 | NA | NA | 75.75 | 13.43 | 11.53 | 22.40 | 42.29 | 12.59 | 7.82 | 11.25 | 9.71 | 30.63 | 52.75 | 31.56 | 44.00 |
| Yield(%) | 0.00 | 4.45 | 4.90 | 4.30 | 3.66 | 1.37 | 1.03 | 1.87 | 4.35 | 4.57 | 4.35 | 3.57 | 7.33 | 6.10 | 3.95 | 8.03 | 3.51 | 6.22 | 1.61 | 0.82 |
Data as of 12/23/2011, AR inception is 02/02/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TTH (Telecom HOLDRs) |
-34.44%
Mar 2000 - Mar 2003 |
-17.73%
Mar 2000 - Mar 2005 |
-7.85%
Mar 2000 - Mar 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TTH (Telecom HOLDRs) |
23.31%
May 2004 - May 2007 |
21.45%
Sep 2002 - Sep 2007 |
1.34%
Oct 2001 - Oct 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart