Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| HVOL (Russell 1000 High Volatility ETF) | NA | 18.84% | NA | NA | NA | NA | NA | … | … |
Data as of 10/16/2012, Common starting date is 05/31/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| HVOL (Russell 1000 High Volatility ETF) | 05/31/2011 | 10/16/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.06 | 18.84 | NA | NA | NA | NA | NA | … | … | 17.55 | -13.38 |
| Sharpe Ratio | NA | 1.04 | NA | NA | NA | NA | NA | … | … | 1.37 | -0.70 |
| Standard Deviation(%) | NA | 18.15 | NA | NA | NA | NA | NA | … | … | 16.46 | 30.92 |
| Draw Down(%) | NA | 10.73 | NA | NA | NA | NA | NA | … | … | 10.73 | 27.84 |
| Yield(%) | 0.00 | 1.41 | 0.51 | 0.31 | 0.15 | 0.10 | 0.08 | … | … | 1.00 | 0.67 |
Data as of 10/16/2012, Common starting date is 05/31/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HVOL (Russell 1000 High Volatility ETF) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| HVOL (Russell 1000 High Volatility ETF) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart