Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MCRO (IQ Hedge Macro Tracker ETF) | NA | -87.17% | -46.59% | -32.57% | -18.43% | NA | NA | … | … |
Data as of 03/23/2023, Common starting date is 06/09/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MCRO (IQ Hedge Macro Tracker ETF) | 06/09/2009 | 03/23/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.50 | -87.17 | -46.59 | -32.57 | -18.43 | NA | NA | … | … | -86.41 | -8.01 | -1.66 | 8.79 | 8.18 | -4.93 | 7.88 | 1.07 | -3.84 | -1.14 | -11.08 | -15.08 | -3.63 | 4.89 | 6.76 |
| Sharpe Ratio | NA | -0.43 | -0.40 | -0.36 | -0.29 | NA | NA | … | … | -0.23 | -1.15 | -0.29 | 0.78 | 1.71 | -1.08 | 2.60 | 0.10 | -0.84 | -0.26 | -1.15 | -0.91 | -0.39 | 0.49 | 1.06 |
| Standard Deviation(%) | NA | 210.04 | 120.19 | 93.17 | 65.97 | NA | NA | … | … | 464.97 | 8.21 | 5.82 | 10.94 | 3.96 | 5.76 | 2.80 | 8.97 | 4.58 | 4.47 | 9.63 | 16.80 | 9.34 | 9.80 | 11.49 |
| Draw Down(%) | NA | 88.10 | 88.85 | 88.85 | 88.85 | NA | NA | … | … | 87.77 | 12.71 | 6.06 | 14.26 | 2.35 | 7.98 | 1.05 | 5.04 | 6.28 | 5.96 | 12.13 | 16.88 | 9.45 | 6.08 | 3.33 |
| Yield(%) | 0.00 | 2.29 | 1.90 | 1.51 | 1.03 | 1.04 | 0.78 | … | … | 0.00 | 2.23 | 0.00 | 2.66 | 1.45 | 1.05 | 0.00 | 0.00 | 1.04 | 1.30 | 0.57 | 1.82 | 0.98 | 0.55 | 0.99 |
Data as of 03/23/2023, Common starting date is 06/09/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCRO (IQ Hedge Macro Tracker ETF) |
-49.36%
Jan 2020 – Jan 2023 |
-33.55%
Jan 2018 – Jan 2023 |
-18.89%
Jan 2013 – Jan 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MCRO (IQ Hedge Macro Tracker ETF) |
5.07%
Oct 2018 – Oct 2021 |
4.57%
Feb 2016 – Feb 2021 |
-0.56%
Nov 2012 – Nov 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart