Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XEUM.L (db x-trackers MSCI EU Mid Cap TRN Idx GBP) | NA | -1.63% | 11.61% | 8.17% | NA | NA | NA | … | … |
Data as of 10/31/2014, Common starting date is 08/05/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XEUM.L (db x-trackers MSCI EU Mid Cap TRN Idx GBP) | 08/05/2008 | 10/31/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.17 | -1.63 | 11.61 | 8.17 | NA | NA | NA | … | … | 26.74 | 17.47 | -16.79 | 15.73 | 27.30 | -18.68 |
| Sharpe Ratio | NA | 1.74 | 0.36 | 0.57 | NA | NA | NA | … | … | 1.97 | 0.99 | -0.65 | 0.75 | 0.99 | -0.90 |
| Standard Deviation(%) | NA | 13.59 | 20.00 | 21.97 | NA | NA | NA | … | … | 13.69 | 17.72 | 25.94 | 20.76 | 27.67 | 44.84 |
| Draw Down(%) | NA | 10.25 | 28.33 | 28.33 | NA | NA | NA | … | … | 10.25 | 15.18 | 28.33 | 16.06 | 24.18 | 38.56 |
| 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 |
Data as of 10/31/2014, Common starting date is 08/05/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XEUM.L (db x-trackers MSCI EU Mid Cap TRN Idx GBP) |
2.08%
Sep 2009 – Sep 2012 |
7.08%
Sep 2009 – Sep 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XEUM.L (db x-trackers MSCI EU Mid Cap TRN Idx GBP) |
395.61%
Jun 2011 – Jun 2014 |
186.21%
Jun 2009 – Jun 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart