Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| JGBL (PowerShares DB Japanese Govt Bond Futures ETNs) | NA | 2.96% | 2.03% | 1.76% | NA | NA | NA | … | … |
Data as of 09/19/2016, Common starting date is 04/06/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| JGBL (PowerShares DB Japanese Govt Bond Futures ETNs) | 04/06/2011 | 09/19/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -30.69 | 2.96 | 2.03 | 1.76 | NA | NA | NA | … | … | 2.63 | 1.03 | 2.00 | 0.77 | 2.50 | 2.00 |
| Sharpe Ratio | NA | -0.84 | -0.56 | -0.57 | NA | NA | NA | … | … | -0.84 | -2.21 | -2.99 | -1.93 | -1.44 | -3.06 |
| Standard Deviation(%) | NA | 40.63 | 38.74 | 36.42 | NA | NA | NA | … | … | 45.51 | 8.66 | 5.63 | 9.87 | 8.26 | 5.26 |
| Draw Down(%) | NA | 30.69 | 30.69 | 30.69 | NA | NA | NA | … | … | 30.69 | 1.54 | 0.75 | 1.38 | 1.41 | 0.63 |
| 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 |
Data as of 09/19/2016, Common starting date is 04/06/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| JGBL (PowerShares DB Japanese Govt Bond Futures ETNs) |
3.08%
May 2013 – May 2016 |
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 |
|---|---|---|---|---|
| JGBL (PowerShares DB Japanese Govt Bond Futures ETNs) |
9.45%
Aug 2013 – Aug 2016 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart