Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| UBM (UBS ETRACS CMCI Indl Mtls Tot Ret ETN) | NA | -94.65% | -58.77% | -45.25% | -27.82% | NA | NA | … | … |
Data as of 08/24/2018, Common starting date is 04/04/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UBM (UBS ETRACS CMCI Indl Mtls Tot Ret ETN) | 04/04/2008 | 08/24/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 23.94 | -94.65 | -58.77 | -45.25 | -27.82 | NA | NA | … | … | -94.84 | 17.82 | 23.97 | -25.94 | -9.68 | -11.68 | 1.54 | -22.62 | 18.46 | 86.32 | -54.53 |
| Sharpe Ratio | NA | -0.33 | -0.43 | -0.44 | -0.43 | NA | NA | … | … | -0.26 | -0.04 | -0.49 | -0.60 | -0.55 | -2.21 | -0.77 | -1.04 | 0.00 | 1.22 | -1.85 |
| Standard Deviation(%) | NA | 345.86 | 191.91 | 152.85 | 111.12 | NA | NA | … | … | 446.24 | 32.21 | 20.78 | 74.56 | 51.22 | 13.66 | 22.39 | 39.63 | 35.94 | 55.67 | 45.67 |
| Draw Down(%) | NA | 96.85 | 96.85 | 96.85 | 97.28 | NA | NA | … | … | 96.85 | 17.88 | 8.58 | 32.52 | 31.32 | 20.00 | 19.45 | 34.48 | 26.70 | 21.68 | 55.81 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/24/2018, Common starting date is 04/04/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UBM (UBS ETRACS CMCI Indl Mtls Tot Ret ETN) |
-17.32%
Jan 2013 – Jan 2016 |
-15.22%
Feb 2011 – Feb 2016 |
-3.30%
Jun 2008 – Jun 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UBM (UBS ETRACS CMCI Indl Mtls Tot Ret ETN) |
23.85%
Feb 2009 – Feb 2012 |
8.90%
Dec 2008 – Dec 2013 |
-2.71%
May 2008 – May 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart