Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| VXFF (UBS E-TRACS 6Mo S&P 500 VIX Futures ETN) | NA | NA | NA | NA | NA | NA | NA | … | … |
Data as of 01/12/2012, Common starting date is 09/08/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| VXFF (UBS E-TRACS 6Mo S&P 500 VIX Futures ETN) | 09/08/2011 | 01/12/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.95 | NA | NA | NA | NA | NA | NA | … | … | -4.07 | -4.99 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | -3.39 | -0.40 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | 21.54 | 37.59 |
| Draw Down(%) | NA | NA | NA | NA | NA | NA | NA | … | … | 5.35 | 18.86 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 |
Data as of 01/12/2012, Common starting date is 09/08/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| VXFF (UBS E-TRACS 6Mo S&P 500 VIX Futures ETN) |
0.00%
NA |
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 |
|---|---|---|---|---|
| VXFF (UBS E-TRACS 6Mo S&P 500 VIX Futures ETN) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart