Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AXEN (iShares MSCI ACWI ex US Energy ETF) | NA | 3.36% | -5.34% | NA | NA | NA | NA | … | … |
Data as of 03/25/2014, Common starting date is 07/20/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AXEN (iShares MSCI ACWI ex US Energy ETF) | 07/20/2010 | 03/25/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.96 | 3.36 | -5.34 | NA | NA | NA | NA | … | … | -1.40 | 2.34 | 1.77 | -8.93 | 22.54 |
| Sharpe Ratio | NA | 0.20 | -0.22 | NA | NA | NA | NA | … | … | -0.38 | 0.14 | 0.08 | -0.27 | 2.69 |
| Standard Deviation(%) | NA | 16.76 | 24.43 | NA | NA | NA | NA | … | … | 16.21 | 16.01 | 21.41 | 32.87 | 20.84 |
| Draw Down(%) | NA | 10.38 | 33.19 | NA | NA | NA | NA | … | … | 7.66 | 14.27 | 23.27 | 33.19 | 8.42 |
| Yield(%) | 0.00 | 3.23 | 2.41 | 2.18 | 1.09 | 0.73 | 0.55 | … | … | 0.00 | 3.15 | 3.09 | 2.47 | 1.25 |
Data as of 03/25/2014, Common starting date is 07/20/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AXEN (iShares MSCI ACWI ex US Energy ETF) |
-5.16%
Feb 2011 – Feb 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AXEN (iShares MSCI ACWI ex US Energy ETF) |
3.84%
Aug 2010 – Aug 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart