Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ETSPX (E*TRADE S&P 500 Index) | NA | -41.09% | -12.92% | -4.43% | -3.72% | NA | NA | … | … |
Data as of 05/01/2009, Common starting date is 04/23/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ETSPX (E*TRADE S&P 500 Index) | 04/23/1999 | 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 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -41.09 | -12.92 | -4.43 | -3.72 | NA | NA | … | … | -9.51 | -37.13 | 5.47 | 15.66 | 4.78 | 10.63 | 27.71 | -22.35 | -12.18 | -10.02 | 8.54 |
| Sharpe Ratio | NA | -0.95 | -0.53 | -0.28 | -0.26 | NA | NA | … | … | -0.75 | -0.92 | 0.15 | 1.22 | 0.25 | 0.87 | 1.59 | -0.90 | -0.69 | -0.64 | 0.54 |
| Standard Deviation(%) | NA | 43.78 | 28.42 | 22.95 | 21.94 | NA | NA | … | … | 34.93 | 41.08 | 16.03 | 10.08 | 10.22 | 11.09 | 17.02 | 26.07 | 21.58 | 22.39 | 16.96 |
| Draw Down(%) | NA | 51.65 | 55.43 | 55.43 | 55.43 | NA | NA | … | … | 27.41 | 47.77 | 9.90 | 7.50 | 7.00 | 7.52 | 13.78 | 33.18 | 29.27 | 17.29 | 11.88 |
| Yield(%) | 0.00 | 2.82 | 2.20 | 2.31 | 1.39 | 0.93 | 0.69 | … | … | 1.53 | 1.78 | 2.00 | 1.86 | 1.73 | 1.82 | 1.05 | 0.97 | 0.90 | 1.44 | 0.36 |
Data as of 05/01/2009, Common starting date is 04/23/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ETSPX (E*TRADE S&P 500 Index) |
-16.53%
Mar 2000 – Mar 2003 |
-6.74%
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 |
|---|---|---|---|---|
| ETSPX (E*TRADE S&P 500 Index) |
16.87%
Mar 2003 – Mar 2006 |
15.15%
Sep 2002 – Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart