Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| SJF (ProShares UltraShort Russell1000 Value) | NA | -28.23% | -34.63% | -30.95% | NA | NA | NA | … | … |
Data as of 01/08/2015, Common starting date is 04/10/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SJF (ProShares UltraShort Russell1000 Value) | 04/10/2007 | 01/08/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.03 | -28.23 | -34.63 | -30.95 | NA | NA | NA | … | … | -0.46 | -29.98 | -46.05 | -30.32 | -18.23 | -34.00 | -49.50 | 48.04 | 10.68 |
| Sharpe Ratio | NA | -0.34 | -0.59 | -0.51 | NA | NA | NA | … | … | NA | -0.47 | -1.53 | -1.25 | -0.42 | -0.90 | -0.82 | 0.56 | 0.34 |
| Standard Deviation(%) | NA | 84.05 | 58.62 | 61.07 | NA | NA | NA | … | … | 0.00 | 64.55 | 30.20 | 24.37 | 43.47 | 37.75 | 60.78 | 83.41 | 35.77 |
| Draw Down(%) | NA | 52.44 | 80.67 | 90.73 | NA | NA | NA | … | … | 0.00 | 50.63 | 46.05 | 32.46 | 32.73 | 39.30 | 73.71 | 43.60 | 18.48 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 1.77 | 1.18 | 0.88 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 13.46 | 2.90 |
Data as of 01/08/2015, Common starting date is 04/10/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SJF (ProShares UltraShort Russell1000 Value) |
-47.12%
Feb 2009 – Feb 2012 |
-42.41%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SJF (ProShares UltraShort Russell1000 Value) |
-4.08%
Jun 2007 – Jun 2010 |
-14.78%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart