Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| UTH (Utilities HOLDRs) | NA | 22.85% | 13.47% | 4.51% | 8.55% | NA | NA | … | … |
Data as of 12/23/2011, Common starting date is 06/26/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UTH (Utilities HOLDRs) | 06/26/2000 | 12/23/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 7.66 | 22.85 | 13.47 | 4.51 | 8.55 | NA | NA | … | … | 23.10 | 5.01 | 7.83 | -27.41 | 23.60 | 19.25 | 21.56 | 29.70 | 27.44 | -25.67 | -21.69 | 33.30 |
| Sharpe Ratio | NA | 1.31 | 0.75 | 0.16 | 0.34 | NA | NA | … | … | 1.34 | 0.33 | 0.37 | -0.73 | 1.15 | 1.31 | 1.24 | 2.36 | 1.66 | -0.80 | -0.92 | 3.23 |
| Standard Deviation(%) | NA | 17.38 | 17.95 | 23.46 | 21.67 | NA | NA | … | … | 17.48 | 14.97 | 20.75 | 38.46 | 18.02 | 12.26 | 15.65 | 12.19 | 16.10 | 33.26 | 26.43 | 21.83 |
| Draw Down(%) | NA | 10.85 | 23.53 | 45.17 | 46.71 | NA | NA | … | … | 10.85 | 10.05 | 23.53 | 39.58 | 10.45 | 8.95 | 12.50 | 7.92 | 16.98 | 46.71 | 27.61 | 8.23 |
| Yield(%) | 0.00 | 4.31 | 4.55 | 6.23 | 6.65 | 4.71 | 3.54 | … | … | 4.20 | 4.22 | 4.13 | 3.00 | 18.66 | 3.30 | 4.48 | 4.36 | 4.34 | 4.22 | 3.51 | 1.77 |
Data as of 12/23/2011, Common starting date is 06/26/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UTH (Utilities HOLDRs) |
-9.95%
Sep 2000 – Sep 2003 |
2.10%
Jun 2005 – Jun 2010 |
3.55%
Dec 2000 – Dec 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UTH (Utilities HOLDRs) |
30.50%
Sep 2002 – Sep 2005 |
26.13%
Oct 2002 – Oct 2007 |
7.96%
Nov 2001 – Nov 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart