Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FSE (FactorShares 2X: S&P500 Bull) | NA | -100.00% | -100.00% | -100.00% | -100.00% | NA | NA | … | … |
Data as of 10/21/2014, Common starting date is 01/04/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FSE (FactorShares 2X: S&P500 Bull) | 01/04/2000 | 10/21/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | … | … | -100.00 | -88.80 | 0.11 | -61.78 | -40.00 | -96.56 | -43.84 | -35.30 | 20.05 | -2.55 | -13.09 | 14.11 | -12.36 | -50.00 | 6.59 |
| Sharpe Ratio | NA | 0.20 | NA | NA | NA | NA | NA | … | … | NA | -0.34 | 0.00 | -0.05 | -0.04 | -0.06 | -0.05 | -1.37 | 0.90 | -0.27 | -0.61 | 0.36 | -0.28 | -0.67 | 0.04 |
| Standard Deviation(%) | NA | 50.98 | NA | NA | NA | NA | NA | … | … | NA | 260.84 | 154.37 | 1,156.26 | 1,056.02 | 1,610.01 | 878.93 | 28.05 | 18.77 | 17.25 | 22.83 | 36.98 | 48.60 | 79.56 | 71.87 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 95.02 | 53.79 | 99.88 | 99.52 | 98.05 | 98.45 | 38.22 | 11.62 | 19.36 | 31.66 | 29.26 | 44.60 | 69.47 | 47.59 |
| Yield(%) | 0.00 | 611.11 | 169.23 | 40.86 | 0.32 | 0.01 | 0.01 | … | … | 611.11 | 68.75 | 68.75 | 27.50 | 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 10/21/2014, Common starting date is 01/04/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSE (FactorShares 2X: S&P500 Bull) |
-92.29%
Sep 2011 – Sep 2014 |
-82.14%
Sep 2009 – Sep 2014 |
-72.37%
Sep 2004 – Sep 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FSE (FactorShares 2X: S&P500 Bull) |
7.70%
Feb 2003 – Feb 2006 |
2.58%
Sep 2001 – Sep 2006 |
-40.64%
Oct 2001 – Oct 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart