Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COBO (PROSHARES USD COVERED BOND PROSHARES USD COVERED BOND) | NA | 5.81% | 1.60% | 1.11% | NA | NA | NA | … | … |
Data as of 09/08/2017, Common starting date is 05/29/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COBO (PROSHARES USD COVERED BOND PROSHARES USD COVERED BOND) | 05/29/2012 | 09/08/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.15 | 5.81 | 1.60 | 1.11 | NA | NA | NA | … | … | 2.17 | 3.01 | -0.39 | 1.51 | -1.23 | 2.09 |
| Sharpe Ratio | NA | 0.55 | 0.14 | 0.06 | NA | NA | NA | … | … | 0.50 | 0.21 | -0.04 | 0.33 | -0.04 | 0.92 |
| Standard Deviation(%) | NA | 9.67 | 9.99 | 15.89 | NA | NA | NA | … | … | 5.24 | 13.14 | 9.95 | 4.53 | 29.36 | 3.83 |
| Draw Down(%) | NA | 5.71 | 7.65 | 19.48 | NA | NA | NA | … | … | 2.42 | 7.65 | 6.97 | 2.27 | 19.48 | 1.56 |
| Yield(%) | 0.15 | 1.64 | 1.41 | 1.21 | 0.64 | 0.42 | 0.32 | … | … | 1.07 | 1.55 | 1.28 | 1.02 | 0.97 | 0.50 |
Data as of 09/08/2017, Common starting date is 05/29/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COBO (PROSHARES USD COVERED BOND PROSHARES USD COVERED BOND) |
-0.04%
Dec 2012 – Dec 2015 |
1.07%
Aug 2012 – Aug 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COBO (PROSHARES USD COVERED BOND PROSHARES USD COVERED BOND) |
2.16%
Jun 2013 – Jun 2016 |
1.41%
Jun 2012 – Jun 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart