Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ETTIX (E*TRADE Technology Index) | NA | -38.27% | -10.86% | -4.15% | NA | NA | NA | … | … |
Data as of 05/01/2009, Common starting date is 11/30/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ETTIX (E*TRADE Technology Index) | 11/30/1999 | 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 | -38.27 | -10.86 | -4.15 | NA | NA | NA | … | … | 3.16 | -43.79 | 16.66 | 7.61 | 1.51 | 2.15 | 53.37 | -40.53 | -28.30 | -38.28 | 20.14 |
| Sharpe Ratio | NA | -0.90 | -0.44 | -0.24 | NA | NA | NA | … | … | 0.27 | -1.08 | 0.75 | 0.27 | -0.05 | 0.06 | 1.97 | -0.95 | -0.59 | -0.84 | 32.69 |
| Standard Deviation(%) | NA | 43.20 | 29.66 | 25.08 | NA | NA | NA | … | … | 36.14 | 41.14 | 18.19 | 15.89 | 13.71 | 20.26 | 26.77 | 44.06 | 52.29 | 50.64 | 21.84 |
| Draw Down(%) | NA | 50.83 | 55.30 | 55.30 | NA | NA | NA | … | … | 19.61 | 52.07 | 11.59 | 19.00 | 15.07 | 25.00 | 16.54 | 57.75 | 57.72 | 53.41 | 3.00 |
| Yield(%) | 0.00 | 0.00 | 0.04 | 0.16 | 1.11 | 0.74 | 0.56 | … | … | 0.00 | 0.00 | 0.11 | 0.00 | 0.00 | 0.61 | 0.00 | 0.41 | 1.11 | 4.43 | 4.70 |
Data as of 05/01/2009, Common starting date is 11/30/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ETTIX (E*TRADE Technology Index) |
-39.10%
Mar 2000 – Mar 2003 |
-20.16%
Mar 2000 – Mar 2005 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ETTIX (E*TRADE Technology Index) |
23.71%
Sep 2002 – Sep 2005 |
19.63%
Sep 2002 – Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart