Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| XWXU.L (DB X-TRACKERS DB X-TRACKERS FTS) | NA | 10.31% | 14.54% | 9.92% | NA | NA | NA | 2.44% |
Data as of 06/25/2015, AR inception is 02/07/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XWXU.L (DB X-TRACKERS DB X-TRACKERS FTS) | 02/07/2008 | 06/25/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 10.31 | 14.54 | 9.92 | NA | NA | NA | 2.44 | 1.68 | 12.09 | 21.17 | 9.75 | -8.33 | 16.52 | 24.58 | -41.31 |
| Sharpe Ratio | NA | 0.86 | 1.21 | 0.70 | NA | NA | NA | 0.09 | 0.30 | 1.09 | 1.60 | 0.81 | -0.44 | 0.93 | 1.10 | -0.87 |
| Standard Deviation(%) | NA | 12.05 | 12.00 | 14.21 | NA | NA | NA | 23.85 | 11.77 | 11.06 | 13.30 | 12.00 | 19.14 | 17.64 | 22.23 | 52.69 |
| Draw Down(%) | NA | 8.36 | 11.85 | 19.94 | NA | NA | NA | 53.12 | 8.36 | 8.34 | 11.85 | 10.82 | 19.94 | 14.76 | 23.59 | 51.35 |
| 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 |
Data as of 06/25/2015, AR inception is 02/07/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XWXU.L (DB X-TRACKERS DB X-TRACKERS FTS) |
3.64%
Aug 2008 - Aug 2011 |
6.47%
Apr 2008 - Apr 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XWXU.L (DB X-TRACKERS DB X-TRACKERS FTS) |
18.89%
Feb 2009 - Feb 2012 |
15.55%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart