Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| XHMO (Russell Developed ex-US High Momentum ETF) | NA | NA | NA | NA | NA | NA | NA | … | … |
Data as of 10/16/2012, Common starting date is 11/04/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| XHMO (Russell Developed ex-US High Momentum ETF) | 11/04/2011 | 10/16/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.23 | NA | NA | NA | NA | NA | NA | … | … | 13.20 | -2.85 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | 1.19 | -1.14 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | 14.11 | 15.31 |
| Draw Down(%) | NA | NA | NA | NA | NA | NA | NA | … | … | 10.37 | 5.73 |
| Yield(%) | 0.00 | 2.79 | 0.93 | 0.56 | 0.28 | 0.19 | 0.14 | … | … | 2.78 | 0.00 |
Data as of 10/16/2012, Common starting date is 11/04/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| XHMO (Russell Developed ex-US High Momentum ETF) |
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 |
|---|---|---|---|---|
| XHMO (Russell Developed ex-US High Momentum ETF) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart