Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VSPY (VectorShares Min Vol ETF) | NA | -6.49% | -2.49% | -1.50% | -13.43% | NA | NA | … | … |
Data as of 11/25/2022, Common starting date is 01/12/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VSPY (VectorShares Min Vol ETF) | 01/12/2012 | 11/25/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -6.49 | -2.49 | -1.50 | -13.43 | NA | NA | … | … | -6.87 | -81.71 | 0.74 | -7.27 | 10.35 | 30.12 | 9.95 |
| Sharpe Ratio | NA | -0.66 | -0.31 | -0.21 | -0.19 | NA | NA | … | … | -0.72 | -0.05 | 0.10 | -0.64 | 0.96 | 2.93 | 0.83 |
| Standard Deviation(%) | NA | 11.65 | 146.76 | 146.76 | 75.16 | NA | NA | … | … | 12.20 | 563.04 | 7.92 | 11.32 | 10.72 | 10.26 | 12.51 |
| Draw Down(%) | NA | 11.78 | 83.90 | 83.90 | 85.32 | NA | NA | … | … | 11.73 | 81.76 | 5.21 | 11.85 | 6.78 | 4.96 | 10.68 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.85 | 0.65 | 0.49 | … | … | 0.00 | 0.00 | 0.21 | 0.95 | 3.79 | 1.30 | 1.30 |
Data as of 11/25/2022, Common starting date is 01/12/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VSPY (VectorShares Min Vol ETF) |
-45.95%
Oct 2019 – Oct 2022 |
-26.67%
Sep 2017 – Sep 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VSPY (VectorShares Min Vol ETF) |
17.03%
May 2012 – May 2015 |
-23.19%
Jan 2017 – Jan 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart