Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| KME (SPDR(R) S&P MORTGAGE FINANCE(SM) ETF SPDR(R) S&P MORTGAGE FINANCE(SM) ETF) | NA | -98.75% | -73.12% | -56.21% | NA | NA | NA | … | … |
Data as of 03/24/2015, Common starting date is 06/03/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| KME (SPDR(R) S&P MORTGAGE FINANCE(SM) ETF SPDR(R) S&P MORTGAGE FINANCE(SM) ETF) | 06/03/2009 | 03/24/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3,900.00 | -98.75 | -73.12 | -56.21 | NA | NA | NA | … | … | -98.78 | 3.40 | 32.49 | 31.77 | -19.65 | 6.20 | 14.35 |
| Sharpe Ratio | NA | -0.10 | -0.12 | -0.12 | NA | NA | NA | … | … | -0.05 | 0.25 | 2.01 | 1.57 | -0.69 | 0.25 | 0.97 |
| Standard Deviation(%) | NA | 1,025.24 | 592.66 | 458.71 | NA | NA | NA | … | … | 2,187.21 | 13.69 | 16.17 | 20.39 | 28.33 | 24.46 | 26.62 |
| Draw Down(%) | NA | 99.97 | 99.97 | 99.97 | NA | NA | NA | … | … | 99.97 | 8.97 | 10.47 | 8.42 | 38.31 | 28.68 | 14.45 |
| Yield(%) | 0.00 | 1.74 | 2.62 | 2.04 | 1.58 | 1.05 | 0.79 | … | … | 0.01 | 2.19 | 1.88 | 3.26 | 1.82 | 2.48 | 2.27 |
Data as of 03/24/2015, Common starting date is 06/03/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KME (SPDR(R) S&P MORTGAGE FINANCE(SM) ETF SPDR(R) S&P MORTGAGE FINANCE(SM) ETF) |
-92.02%
Feb 2012 – Feb 2015 |
-78.68%
Feb 2010 – Feb 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| KME (SPDR(R) S&P MORTGAGE FINANCE(SM) ETF SPDR(R) S&P MORTGAGE FINANCE(SM) ETF) |
25.66%
Nov 2011 – Nov 2014 |
9.44%
Nov 2009 – Nov 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart