Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SHMO (Russell 2000 High Momentum ETF) | NA | 26.78% | NA | NA | NA | NA | NA | … | … |
Data as of 10/16/2012, Common starting date is 05/31/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SHMO (Russell 2000 High Momentum ETF) | 05/31/2011 | 10/16/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.32 | 26.78 | NA | NA | NA | NA | NA | … | … | 19.36 | -8.63 |
| Sharpe Ratio | NA | 1.38 | NA | NA | NA | NA | NA | … | … | 1.52 | -0.41 |
| Standard Deviation(%) | NA | 19.59 | NA | NA | NA | NA | NA | … | … | 16.38 | 34.70 |
| Draw Down(%) | NA | 11.46 | NA | NA | NA | NA | NA | … | … | 11.46 | 27.89 |
| Yield(%) | 0.00 | 1.14 | 0.37 | 0.22 | 0.11 | 0.07 | 0.06 | … | … | 0.89 | 0.29 |
Data as of 10/16/2012, Common starting date is 05/31/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SHMO (Russell 2000 High Momentum ETF) |
0.00%
NA |
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 |
|---|---|---|---|---|
| SHMO (Russell 2000 High Momentum ETF) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart