Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ONEF (Russell Equity ETF) | NA | 4.65% | 10.19% | NA | NA | NA | NA | … | … |
Data as of 01/26/2015, Common starting date is 05/12/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ONEF (Russell Equity ETF) | 05/12/2010 | 01/26/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.93 | 4.65 | 10.19 | NA | NA | NA | NA | … | … | -0.58 | 1.57 | 22.31 | 14.81 | -8.93 | 10.16 |
| Sharpe Ratio | NA | 0.12 | 0.62 | NA | NA | NA | NA | … | … | 0.03 | 0.07 | 1.77 | 0.95 | -0.36 | 0.78 |
| Standard Deviation(%) | NA | 21.30 | 16.91 | NA | NA | NA | NA | … | … | 17.76 | 20.93 | 12.59 | 15.70 | 24.76 | 20.75 |
| Draw Down(%) | NA | 15.38 | 15.38 | NA | NA | NA | NA | … | … | 3.90 | 15.38 | 8.18 | 12.02 | 23.33 | 11.62 |
| Yield(%) | 0.00 | 2.47 | 2.63 | 2.42 | 1.21 | 0.81 | 0.60 | … | … | 0.00 | 2.41 | 2.00 | 2.62 | 2.05 | 1.41 |
Data as of 01/26/2015, Common starting date is 05/12/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ONEF (Russell Equity ETF) |
5.88%
Apr 2011 – Apr 2014 |
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 |
|---|---|---|---|---|
| ONEF (Russell Equity ETF) |
14.15%
Sep 2011 – Sep 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart