Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| QVM (Arrow QVM Equity Factor ETF) | NA | -29.64% | -6.20% | -0.84% | NA | NA | NA | … | … |
Data as of 11/25/2020, Common starting date is 02/27/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| QVM (Arrow QVM Equity Factor ETF) | 02/27/2015 | 11/25/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -29.64 | -6.20 | -0.84 | NA | NA | NA | … | … | -30.23 | 18.25 | -14.32 | 15.30 | 3.86 | -9.38 |
| Sharpe Ratio | NA | -0.71 | -0.26 | -0.07 | NA | NA | NA | … | … | -0.74 | 1.20 | -0.61 | 1.14 | 0.08 | -0.19 |
| Standard Deviation(%) | NA | 42.47 | 27.56 | 23.04 | NA | NA | NA | … | … | 44.53 | 14.05 | 25.50 | 12.97 | 46.06 | 56.98 |
| Draw Down(%) | NA | 47.66 | 47.66 | 47.66 | NA | NA | NA | … | … | 47.66 | 9.06 | 24.74 | 4.62 | 17.73 | 18.05 |
| Yield(%) | 0.00 | 2.12 | 2.73 | 2.78 | 1.40 | 0.93 | 0.70 | … | … | 0.63 | 3.74 | 2.57 | 2.95 | 3.06 | 1.19 |
Data as of 11/25/2020, Common starting date is 02/27/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QVM (Arrow QVM Equity Factor ETF) |
-6.31%
Mar 2017 – Mar 2020 |
-3.10%
Mar 2015 – Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| QVM (Arrow QVM Equity Factor ETF) |
12.51%
Jun 2016 – Jun 2019 |
1.96%
Aug 2015 – Aug 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart