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HOML: UBS ETRACS Monthly Reset 2xLeveraged ISE Exclusively Homebuilders ETN (ETF)
Basic Info
| Asset Class: | EQUITY |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 03/11/2015 |
| Last Dividend Date: | - |
| 12-Mo. Yield | 0.00% |
| Expenses | - |
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Performance Analytics (As of 08/27/2020)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | Since 03/11/2015 |
2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | -82.0 | -39.4 | -21.0 | -19.2 | -85.2 | 137.2 | -60.3 | 149.0 | 6.9 | -10.4 |
| Sharpe Ratio | NA | -0.86 | -0.53 | -0.32 | -0.32 | -0.67 | 2.53 | -1.25 | 4.21 | 0.12 | -0.23 |
| Draw Down(%) | NA | 89.6 | 89.6 | 89.6 | 89.6 | 89.6 | 18.2 | 68.3 | 9.4 | 47.8 | 36.5 |
| Standard Deviation(%) | NA | 95.0 | 68.3 | 62.4 | 62.0 | 148.9 | 53.6 | 49.2 | 35.4 | 54.6 | 53.9 |
| Treynor Ratio | NA | -0.75 | -0.37 | -0.16 | -0.16 | -0.99 | 1.14 | -0.92 | 1.76 | 0.03 | -0.06 |
| Alpha | NA | -0.49 | -0.12 | -0.06 | -0.06 | -1.73 | 0.27 | -0.31 | 0.32 | -0.03 | -0.01 |
| Beta | NA | 1.08 | 0.98 | 1.23 | 1.24 | 1.02 | 1.19 | 0.67 | 0.85 | 2.22 | 2.26 |
| RSquared | NA | 0.18 | 0.12 | 0.16 | 0.16 | 0.18 | 0.08 | 0.06 | 0.03 | 0.31 | 0.43 |
| Yield(%) | N/A | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 03/11/2015
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