Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FXM (Currencyshares Mexican Peso Trust) | NA | -4.25% | 6.49% | 0.02% | NA | NA | NA | … | … |
Data as of 03/23/2012, Common starting date is 06/26/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FXM (Currencyshares Mexican Peso Trust) | 06/26/2006 | 03/23/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.76 | -4.25 | 6.49 | 0.02 | NA | NA | NA | … | … | 9.34 | -8.76 | 7.27 | 9.46 | -17.83 | 3.46 | 7.04 |
| Sharpe Ratio | NA | -0.31 | 0.50 | -0.05 | NA | NA | NA | … | … | 4.72 | -0.65 | 0.63 | 0.59 | -1.05 | 0.05 | 1.43 |
| Standard Deviation(%) | NA | 13.77 | 12.97 | 13.67 | NA | NA | NA | … | … | 10.24 | 13.55 | 11.44 | 15.89 | 17.75 | 6.04 | 7.36 |
| Draw Down(%) | NA | 18.46 | 18.46 | 34.12 | NA | NA | NA | … | … | 2.60 | 18.46 | 7.54 | 13.37 | 28.78 | 3.78 | 3.32 |
| Yield(%) | 0.00 | 2.21 | 2.88 | 2.73 | 1.64 | 1.10 | 0.82 | … | … | 0.45 | 2.35 | 1.97 | 5.21 | 2.19 | 4.55 | 0.67 |
Data as of 03/23/2012, Common starting date is 06/26/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FXM (Currencyshares Mexican Peso Trust) |
-4.27%
Sep 2008 – Sep 2011 |
-1.85%
Dec 2006 – Dec 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FXM (Currencyshares Mexican Peso Trust) |
8.51%
Feb 2009 – Feb 2012 |
1.79%
Jul 2006 – Jul 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart