Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ARB (AltShares Merger Arbitrage ETF) | NA | -1.07% | -92.13% | -75.28% | -52.59% | NA | NA | … | … |
Data as of 11/11/2014, Common starting date is 10/12/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ARB (AltShares Merger Arbitrage ETF) | 10/12/2001 | 11/11/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -1.07 | -92.13 | -75.28 | -52.59 | NA | NA | … | … | 33.33 | -99.97 | 37.17 | -16.22 | 79.33 | 80.53 | -67.58 | -3.47 | 15.58 | -2.11 | -6.09 | 24.54 | -1.90 | 22.18 |
| Sharpe Ratio | NA | -0.01 | -0.18 | -0.19 | -0.19 | NA | NA | … | … | 0.68 | -0.12 | 1.11 | -0.40 | 1.68 | 1.66 | -1.27 | -0.23 | 0.59 | -0.20 | -0.31 | 0.97 | -0.10 | 5.62 |
| Standard Deviation(%) | NA | 103.79 | 499.83 | 388.96 | 276.50 | NA | NA | … | … | 57.78 | 864.52 | 33.77 | 41.04 | 47.07 | 48.49 | 53.87 | 29.29 | 20.88 | 21.45 | 22.76 | 24.65 | 30.76 | 27.30 |
| Draw Down(%) | NA | 40.00 | 99.98 | 99.98 | 99.98 | NA | NA | … | … | 25.00 | 99.98 | 14.74 | 28.22 | 26.63 | 28.29 | 80.02 | 27.13 | 18.15 | 16.14 | 29.04 | 12.83 | 21.48 | 5.68 |
| Yield(%) | 0.00 | 1,000.00 | 0.73 | 1.52 | 0.94 | 0.86 | 0.64 | … | … | 0.00 | 0.86 | 1.10 | 0.94 | 1.58 | 2.90 | 0.99 | 0.91 | 1.03 | 1.03 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/11/2014, Common starting date is 10/12/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARB (AltShares Merger Arbitrage ETF) |
-92.84%
Sep 2010 – Sep 2013 |
-81.11%
Sep 2008 – Sep 2013 |
-55.39%
Nov 2003 – Nov 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ARB (AltShares Merger Arbitrage ETF) |
41.32%
Nov 2008 – Nov 2011 |
11.10%
Jun 2002 – Jun 2007 |
5.21%
Feb 2003 – Feb 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart