Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| VQT (Barclays ETN+ S&P VEQTOR ETN) | NA | 24.62% | 9.94% | 8.37% | 6.62% | NA | NA | 6.97% |
Data as of 10/01/2020, AR inception is 09/01/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VQT (Barclays ETN+ S&P VEQTOR ETN) | 09/01/2010 | 10/01/2020 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 24.62 | 9.94 | 8.37 | 6.62 | NA | NA | 6.97 | 20.18 | 7.49 | -2.44 | 15.88 | -0.96 | -10.26 | 5.19 | 13.03 | 2.62 | 16.23 | 6.58 |
| Sharpe Ratio | NA | 0.94 | 0.51 | 0.52 | 0.52 | NA | NA | 0.55 | 0.94 | 0.69 | -0.26 | 2.59 | -0.13 | -1.19 | 0.72 | 1.74 | 0.32 | 1.43 | 2.57 |
| Standard Deviation(%) | NA | 25.63 | 17.60 | 14.54 | 11.96 | NA | NA | 11.93 | 29.19 | 8.82 | 14.36 | 5.92 | 9.05 | 8.63 | 7.15 | 7.48 | 8.05 | 11.35 | 8.17 |
| Draw Down(%) | NA | 18.67 | 18.67 | 18.67 | 18.67 | NA | NA | 18.67 | 18.67 | 8.29 | 15.95 | 2.85 | 8.19 | 15.28 | 3.77 | 4.70 | 8.40 | 5.93 | 3.08 |
| 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 |
Data as of 10/01/2020, AR inception is 09/01/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VQT (Barclays ETN+ S&P VEQTOR ETN) |
-2.44%
Nov 2013 - Nov 2016 |
0.31%
Oct 2014 - Oct 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VQT (Barclays ETN+ S&P VEQTOR ETN) |
11.28%
Nov 2010 - Nov 2013 |
8.39%
Sep 2015 - Sep 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart