Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TRSY (Xtrackers US 0-1 Year Treasury ETF) | NA | -2.65% | 2.70% | NA | NA | NA | NA | … | … |
Data as of 03/10/2014, Common starting date is 11/16/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRSY (Xtrackers US 0-1 Year Treasury ETF) | 11/16/2010 | 03/10/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.28 | -2.65 | 2.70 | NA | NA | NA | NA | … | … | 0.45 | -5.73 | 0.84 | 13.67 | -2.44 |
| Sharpe Ratio | NA | -0.45 | 0.36 | NA | NA | NA | NA | … | … | 0.50 | -0.94 | 0.09 | 1.96 | -2.15 |
| Standard Deviation(%) | NA | 5.92 | 7.39 | NA | NA | NA | NA | … | … | 4.83 | 6.11 | 8.78 | 6.96 | 8.51 |
| Draw Down(%) | NA | 7.13 | 10.64 | NA | NA | NA | NA | … | … | 1.39 | 7.50 | 7.57 | 4.25 | 3.62 |
| Yield(%) | 0.00 | 1.04 | 1.62 | 1.06 | 0.53 | 0.35 | 0.26 | … | … | 0.15 | 1.08 | 1.12 | 2.55 | 0.29 |
Data as of 03/10/2014, Common starting date is 11/16/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRSY (Xtrackers US 0-1 Year Treasury ETF) |
2.61%
Dec 2010 – Dec 2013 |
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 |
|---|---|---|---|---|
| TRSY (Xtrackers US 0-1 Year Treasury ETF) |
2.97%
Feb 2011 – Feb 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart