Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
XRT (SPDR S&P Retail ETF) | 0.97% | 10.01% | 10.90% | 14.61% | 6.44% | 11.90% | NA | 9.44% |
Data as of 07/07/2025, AR inception is 06/22/2006
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
XRT (SPDR S&P Retail ETF) | 06/22/2006 | 07/07/2025 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 3.74 | 10.01 | 10.90 | 14.61 | 6.44 | 11.90 | NA | 9.44 | 0.97 | 11.77 | 21.54 | -31.65 | 42.59 | 41.94 | 14.12 | -8.03 | 4.21 | 3.31 | -8.86 | 9.86 | 42.18 | 20.70 | 9.74 | 37.35 | 77.39 | -38.00 | -17.03 | 9.62 |
Sharpe Ratio | NA | 0.32 | 0.37 | 0.44 | 0.19 | NA | NA | 0.31 | 0.02 | 0.39 | 0.75 | -0.86 | 1.27 | 1.02 | 0.64 | -0.45 | 0.20 | 0.16 | -0.50 | 0.64 | 3.03 | 1.21 | 0.33 | 1.58 | 2.30 | -0.75 | -0.93 | 0.86 |
Standard Deviation(%) | NA | 25.46 | 26.03 | 29.37 | 27.23 | NA | NA | 27.23 | 28.80 | 20.71 | 24.07 | 38.40 | 33.50 | 40.69 | 19.70 | 20.87 | 18.08 | 19.52 | 17.68 | 15.38 | 13.91 | 17.19 | 29.32 | 23.54 | 33.55 | 51.63 | 21.89 | 18.12 |
Draw Down(%) | NA | 25.62 | 25.62 | 44.58 | 47.00 | NA | NA | 65.82 | 23.77 | 10.55 | 23.41 | 37.63 | 17.38 | 41.07 | 17.48 | 26.22 | 15.39 | 13.15 | 16.60 | 12.07 | 6.91 | 10.09 | 22.20 | 21.95 | 15.69 | 55.57 | 25.67 | 7.44 |
Yield(%) | 0.00 | 1.46 | 1.89 | 2.60 | 1.77 | 3.91 | 3.07 | 3.23 | 0.49 | 1.68 | 1.69 | 1.42 | 2.20 | 1.42 | 1.73 | 1.35 | 1.55 | 1.40 | 1.17 | 0.81 | 0.84 | 1.97 | 1.02 | 1.32 | 2.26 | 1.60 | 0.37 | 0.22 |
Data as of 07/07/2025, AR inception is 06/22/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
XRT (SPDR S&P Retail ETF) |
-9.49%
Mar 2017 - Mar 2020 |
-8.67%
Mar 2015 - Mar 2020 |
4.78%
Mar 2015 - Mar 2025 |
8.25%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
XRT (SPDR S&P Retail ETF) |
45.50%
Feb 2009 - Feb 2012 |
38.77%
Nov 2008 - Nov 2013 |
19.08%
Nov 2008 - Nov 2018 |
16.19%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart