Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| FOL (FactorShares 2X: Oil Bull) | NA | -64.95% | NA | NA | NA | NA | NA | … | … |
Data as of 11/21/2013, Common starting date is 02/25/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| FOL (FactorShares 2X: Oil Bull) | 02/25/2011 | 11/21/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.58 | -64.95 | NA | NA | NA | NA | NA | … | … | -64.91 | -54.89 | -12.79 |
| Sharpe Ratio | NA | -1.36 | NA | NA | NA | NA | NA | … | … | -1.50 | -1.26 | -0.28 |
| Standard Deviation(%) | NA | 47.72 | NA | NA | NA | NA | NA | … | … | 46.09 | 43.84 | 52.52 |
| Draw Down(%) | NA | 65.88 | NA | NA | NA | NA | NA | … | … | 65.84 | 62.75 | 41.08 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 |
Data as of 11/21/2013, Common starting date is 02/25/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| FOL (FactorShares 2X: Oil Bull) |
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 |
|---|---|---|---|---|
| FOL (FactorShares 2X: Oil Bull) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart