Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| EKH (Europe 2001 Holdrs Trust) | NA | -14.64% | 6.56% | -4.76% | 1.64% | NA | NA | … | … |
Data as of 12/23/2011, Common starting date is 01/19/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| EKH (Europe 2001 Holdrs Trust) | 01/19/2001 | 12/23/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.54 | -14.64 | 6.56 | -4.76 | 1.64 | NA | NA | … | … | -15.19 | 0.03 | 34.68 | -39.05 | 11.20 | 27.79 | 8.56 | 8.20 | 48.92 | -33.53 | -32.14 |
| Sharpe Ratio | NA | -0.48 | 0.21 | -0.17 | 0.02 | NA | NA | … | … | -0.52 | 0.00 | 0.99 | -0.93 | 0.44 | 1.66 | 0.58 | 0.43 | 2.25 | -1.10 | -1.18 |
| Standard Deviation(%) | NA | 30.79 | 30.93 | 32.18 | 27.25 | NA | NA | … | … | 29.78 | 24.40 | 34.81 | 43.07 | 18.70 | 14.82 | 11.10 | 16.89 | 21.46 | 31.60 | 30.86 |
| Draw Down(%) | NA | 31.95 | 31.95 | 57.34 | 57.34 | NA | NA | … | … | 31.95 | 22.05 | 28.60 | 50.39 | 13.18 | 12.49 | 7.61 | 16.91 | 17.71 | 45.06 | 48.44 |
| Yield(%) | 0.00 | 3.06 | 3.74 | 4.11 | 4.02 | 1.82 | 1.37 | … | … | 3.00 | 2.47 | 3.44 | 8.87 | 4.65 | 3.32 | 2.52 | 3.42 | 2.14 | 2.67 | 1.00 |
Data as of 12/23/2011, Common starting date is 01/19/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EKH (Europe 2001 Holdrs Trust) |
-12.56%
Feb 2006 – Feb 2009 |
-4.51%
Feb 2004 – Feb 2009 |
0.68%
Aug 2001 – Aug 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| EKH (Europe 2001 Holdrs Trust) |
26.12%
Mar 2003 – Mar 2006 |
22.10%
Sep 2002 – Sep 2007 |
2.85%
Oct 2001 – Oct 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart