Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ECSTF (ETFS Commodity Securities Ltd St Helier Individual Commodity Security 2006 – Without Fixed Maturity ) | NA | 2.03% | 9.26% | 3.99% | 0.33% | NA | NA | … | … |
Data as of 05/12/2023, Common starting date is 12/10/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ECSTF (ETFS Commodity Securities Ltd St Helier Individual Commodity Security 2006 – Without Fixed Maturity ) | 12/10/2008 | 05/12/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.03 | 9.26 | 3.99 | 0.33 | NA | NA | … | … | 2.03 | -14.09 | 41.57 | 11.25 | -7.66 | -4.62 | 0.00 | 0.00 | -6.03 | -13.41 | -13.57 | 10.71 | -26.52 | 31.05 | 130.03 | -11.48 |
| Sharpe Ratio | NA | -0.09 | 0.05 | 0.02 | -0.02 | NA | NA | … | … | 0.00 | NA | 0.10 | 0.12 | NA | -0.40 | 0.00 | 0.00 | -0.97 | -1.40 | -0.76 | 1.14 | -0.77 | 1.27 | 2.30 | -1.72 |
| Standard Deviation(%) | NA | 163.94 | 242.71 | 128.61 | 23.79 | NA | NA | … | … | 98.47 | 0.00 | 382.06 | 85.63 | 0.00 | 20.67 | NA | NA | 6.22 | 9.59 | 17.80 | 9.39 | 34.47 | 24.45 | 56.58 | 51.76 |
| Draw Down(%) | NA | 14.09 | 22.27 | 22.27 | 31.12 | NA | NA | … | … | 3.32 | 14.09 | 9.52 | 7.49 | 7.66 | 13.66 | 0.00 | 0.00 | 6.03 | 13.41 | 18.32 | 0.90 | 29.29 | 8.07 | 7.04 | 11.48 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/12/2023, Common starting date is 12/10/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ECSTF (ETFS Commodity Securities Ltd St Helier Individual Commodity Security 2006 – Without Fixed Maturity ) |
-14.17%
May 2011 – May 2014 |
-11.11%
Jan 2011 – Jan 2016 |
2.61%
Mar 2013 – Mar 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ECSTF (ETFS Commodity Securities Ltd St Helier Individual Commodity Security 2006 – Without Fixed Maturity ) |
30.36%
Jan 2009 – Jan 2012 |
16.21%
Jan 2009 – Jan 2014 |
10.21%
May 2011 – May 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart