Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TWTI (RBS Oil Trendpilot™ ETN) | NA | 2.97% | -8.22% | NA | NA | NA | NA | … | … |
Data as of 01/28/2015, Common starting date is 09/16/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TWTI (RBS Oil Trendpilot™ ETN) | 09/16/2011 | 01/28/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.15 | 2.97 | -8.22 | NA | NA | NA | NA | … | … | 0.34 | 2.62 | -13.61 | -11.92 | 4.19 |
| Sharpe Ratio | NA | 0.14 | -0.38 | NA | NA | NA | NA | … | … | 0.71 | 0.12 | -0.56 | -0.61 | 0.81 |
| Standard Deviation(%) | NA | 21.04 | 21.69 | NA | NA | NA | NA | … | … | 6.93 | 21.07 | 24.22 | 19.85 | 18.84 |
| Draw Down(%) | NA | 9.36 | 37.56 | NA | NA | NA | NA | … | … | 0.88 | 9.27 | 22.55 | 21.22 | 6.71 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/28/2015, Common starting date is 09/16/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TWTI (RBS Oil Trendpilot™ ETN) |
-8.17%
Nov 2011 – Nov 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 |
|---|---|---|---|---|
| TWTI (RBS Oil Trendpilot™ ETN) |
-6.63%
Oct 2011 – Oct 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart