Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ETINX (E*TRADE International Index) | NA | -48.26% | -15.27% | -1.48% | NA | NA | NA | … | … |
Data as of 05/01/2009, Common starting date is 04/14/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ETINX (E*TRADE International Index) | 04/14/2000 | 05/01/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -48.26 | -15.27 | -1.48 | NA | NA | NA | … | … | -13.12 | -42.37 | 10.78 | 25.92 | 13.44 | 19.82 | 37.99 | -16.90 | -21.68 | -10.04 |
| Sharpe Ratio | NA | -1.13 | -0.60 | -0.15 | NA | NA | NA | … | … | -1.00 | -1.08 | 0.47 | 1.68 | 1.15 | 1.53 | 2.54 | -0.86 | -1.36 | -1.20 |
| Standard Deviation(%) | NA | 43.27 | 29.01 | 23.83 | NA | NA | NA | … | … | 35.00 | 40.10 | 16.66 | 13.52 | 9.79 | 12.34 | 14.68 | 20.86 | 17.95 | 14.90 |
| Draw Down(%) | NA | 58.44 | 61.09 | 61.09 | NA | NA | NA | … | … | 30.08 | 53.95 | 11.99 | 15.14 | 6.80 | 9.04 | 16.20 | 27.94 | 32.09 | 16.27 |
| Yield(%) | 0.00 | 4.25 | 4.43 | 4.90 | 2.35 | 1.57 | 1.18 | … | … | 0.37 | 3.93 | 5.38 | 3.80 | 2.53 | 2.46 | 2.02 | 1.34 | 1.11 | 0.74 |
Data as of 05/01/2009, Common starting date is 04/14/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ETINX (E*TRADE International Index) |
-15.66%
Feb 2006 – Feb 2009 |
-3.71%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ETINX (E*TRADE International Index) |
30.76%
Mar 2003 – Mar 2006 |
23.14%
Sep 2002 – Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart