Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GLOV (Activebeta World Low Vol Plus Equity ETF) | NA | -50.00% | -80.65% | -68.31% | -49.71% | -43.52% | NA | … | … |
Data as of 10/15/2009, Common starting date is 02/18/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GLOV (Activebeta World Low Vol Plus Equity ETF) | 02/18/1993 | 10/15/2009 |
| 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 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -50.00 | -80.65 | -68.31 | -49.71 | -43.52 | NA | … | … | 0.00 | -66.67 | -95.00 | -83.15 | -12.96 | 110.89 | 113.33 | -60.00 | 7.53 | -65.87 | -64.85 | 47.03 | 7.80 | -4.27 | -76.20 | 46.98 | -26.71 |
| Sharpe Ratio | NA | -0.72 | -0.59 | -0.55 | -0.37 | NA | NA | … | … | 0.00 | -0.43 | -0.55 | -0.69 | -0.18 | 0.93 | 0.66 | -0.31 | 0.04 | -0.54 | -0.72 | 0.50 | -0.39 | -0.07 | -0.68 | 0.56 | -0.39 |
| Standard Deviation(%) | NA | 69.31 | 141.22 | 128.34 | 140.89 | NA | NA | … | … | NA | 155.53 | 179.58 | 126.31 | 81.89 | 118.63 | 170.37 | 197.99 | 130.50 | 130.03 | 94.62 | 88.07 | 120.72 | 116.55 | 116.89 | 79.17 | 82.64 |
| Draw Down(%) | NA | 50.00 | 99.35 | 99.78 | 99.91 | NA | NA | … | … | 0.00 | 80.00 | 95.71 | 83.70 | 44.10 | 60.61 | 62.86 | 85.00 | 62.22 | 71.20 | 74.59 | 44.77 | 65.22 | 76.17 | 86.53 | 31.58 | 49.79 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 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 10/15/2009, Common starting date is 02/18/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLOV (Activebeta World Low Vol Plus Equity ETF) |
-85.89%
Dec 2005 – Dec 2008 |
-70.71%
Jun 2004 – Jun 2009 |
-53.69%
Apr 1999 – Apr 2009 |
-43.70%
May 1994 – May 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLOV (Activebeta World Low Vol Plus Equity ETF) |
66.39%
Oct 2002 – Oct 2005 |
10.99%
Dec 2000 – Dec 2005 |
-9.43%
Nov 1995 – Nov 2005 |
-38.01%
Aug 1993 – Aug 2008 |
Annualized Rolling Returns Comparison Chart