VanEck Vectors Uranium & Nuclear Energy ETF (NLR)

TotalReturn:

'Total return, when measuring performance, is the actual rate of return of an investment or a pool of investments over a given evaluation period. Total return includes interest, capital gains, dividends and distributions realized over a given period of time. Total return accounts for two categories of return: income including interest paid by fixed-income investments, distributions or dividends and capital appreciation, representing the change in the market price of an asset.'

• Looking at the total return, or performance of 23.2% in the last 5 years of VanEck Vectors Uranium & Nuclear Energy ETF, we see it is relatively lower, thus worse in comparison to the benchmark SPY (68.1%)
• Looking at total return, or increase in value in of 35.4% in the period of the last 3 years, we see it is relatively lower, thus worse in comparison to SPY (47%).

CAGR:

'The compound annual growth rate isn't a true return rate, but rather a representational figure. It is essentially a number that describes the rate at which an investment would have grown if it had grown the same rate every year and the profits were reinvested at the end of each year. In reality, this sort of performance is unlikely. However, CAGR can be used to smooth returns so that they may be more easily understood when compared to alternative investments.'

• Looking at the annual return (CAGR) of 4.3% in the last 5 years of VanEck Vectors Uranium & Nuclear Energy ETF, we see it is relatively smaller, thus worse in comparison to the benchmark SPY (11%)
• Looking at compounded annual growth rate (CAGR) in of 10.6% in the period of the last 3 years, we see it is relatively smaller, thus worse in comparison to SPY (13.7%).

Volatility:

'In finance, volatility (symbol σ) is the degree of variation of a trading price series over time as measured by the standard deviation of logarithmic returns. Historic volatility measures a time series of past market prices. Implied volatility looks forward in time, being derived from the market price of a market-traded derivative (in particular, an option). Commonly, the higher the volatility, the riskier the security.'

• Compared with the benchmark SPY (21.4%) in the period of the last 5 years, the volatility of 19.8% of VanEck Vectors Uranium & Nuclear Energy ETF is lower, thus better.
• Looking at historical 30 days volatility in of 17.6% in the period of the last 3 years, we see it is relatively lower, thus better in comparison to SPY (18.7%).

DownVol:

'Downside risk is the financial risk associated with losses. That is, it is the risk of the actual return being below the expected return, or the uncertainty about the magnitude of that difference. Risk measures typically quantify the downside risk, whereas the standard deviation (an example of a deviation risk measure) measures both the upside and downside risk. Specifically, downside risk in our definition is the semi-deviation, that is the standard deviation of all negative returns.'

• The downside deviation over 5 years of VanEck Vectors Uranium & Nuclear Energy ETF is 14.5%, which is smaller, thus better compared to the benchmark SPY (15.4%) in the same period.
• Compared with SPY (13.3%) in the period of the last 3 years, the downside volatility of 12.4% is lower, thus better.

Sharpe:

'The Sharpe ratio (also known as the Sharpe index, the Sharpe measure, and the reward-to-variability ratio) is a way to examine the performance of an investment by adjusting for its risk. The ratio measures the excess return (or risk premium) per unit of deviation in an investment asset or a trading strategy, typically referred to as risk, named after William F. Sharpe.'

• Looking at the risk / return profile (Sharpe) of 0.09 in the last 5 years of VanEck Vectors Uranium & Nuclear Energy ETF, we see it is relatively lower, thus worse in comparison to the benchmark SPY (0.4)
• During the last 3 years, the Sharpe Ratio is 0.46, which is lower, thus worse than the value of 0.6 from the benchmark.

Sortino:

'The Sortino ratio measures the risk-adjusted return of an investment asset, portfolio, or strategy. It is a modification of the Sharpe ratio but penalizes only those returns falling below a user-specified target or required rate of return, while the Sharpe ratio penalizes both upside and downside volatility equally. Though both ratios measure an investment's risk-adjusted return, they do so in significantly different ways that will frequently lead to differing conclusions as to the true nature of the investment's return-generating efficiency. The Sortino ratio is used as a way to compare the risk-adjusted performance of programs with differing risk and return profiles. In general, risk-adjusted returns seek to normalize the risk across programs and then see which has the higher return unit per risk.'

• The downside risk / excess return profile over 5 years of VanEck Vectors Uranium & Nuclear Energy ETF is 0.13, which is lower, thus worse compared to the benchmark SPY (0.55) in the same period.
• Compared with SPY (0.84) in the period of the last 3 years, the excess return divided by the downside deviation of 0.65 is lower, thus worse.

Ulcer:

'The ulcer index is a stock market risk measure or technical analysis indicator devised by Peter Martin in 1987, and published by him and Byron McCann in their 1989 book The Investors Guide to Fidelity Funds. It's designed as a measure of volatility, but only volatility in the downward direction, i.e. the amount of drawdown or retracement occurring over a period. Other volatility measures like standard deviation treat up and down movement equally, but a trader doesn't mind upward movement, it's the downside that causes stress and stomach ulcers that the index's name suggests.'

• Compared with the benchmark SPY (9.45 ) in the period of the last 5 years, the Ulcer Index of 7.95 of VanEck Vectors Uranium & Nuclear Energy ETF is lower, thus better.
• During the last 3 years, the Downside risk index is 5.5 , which is lower, thus better than the value of 10 from the benchmark.

MaxDD:

'A maximum drawdown is the maximum loss from a peak to a trough of a portfolio, before a new peak is attained. Maximum Drawdown is an indicator of downside risk over a specified time period. It can be used both as a stand-alone measure or as an input into other metrics such as 'Return over Maximum Drawdown' and the Calmar Ratio. Maximum Drawdown is expressed in percentage terms.'

• Looking at the maximum reduction from previous high of -34.3 days in the last 5 years of VanEck Vectors Uranium & Nuclear Energy ETF, we see it is relatively lower, thus worse in comparison to the benchmark SPY (-33.7 days)
• Compared with SPY (-24.5 days) in the period of the last 3 years, the maximum reduction from previous high of -16.1 days is larger, thus better.

MaxDuration:

'The Drawdown Duration is the length of any peak to peak period, or the time between new equity highs. The Max Drawdown Duration is the worst (the maximum/longest) amount of time an investment has seen between peaks (equity highs) in days.'

• The maximum time in days below previous high water mark over 5 years of VanEck Vectors Uranium & Nuclear Energy ETF is 246 days, which is lower, thus better compared to the benchmark SPY (351 days) in the same period.
• Looking at maximum days under water in of 196 days in the period of the last 3 years, we see it is relatively smaller, thus better in comparison to SPY (351 days).

AveDuration:

'The Average Drawdown Duration is an extension of the Maximum Drawdown. However, this metric does not explain the drawdown in dollars or percentages, rather in days, weeks, or months. The Avg Drawdown Duration is the average amount of time an investment has seen between peaks (equity highs), or in other terms the average of time under water of all drawdowns. So in contrast to the Maximum duration it does not measure only one drawdown event but calculates the average of all.'

• Looking at the average days under water of 75 days in the last 5 years of VanEck Vectors Uranium & Nuclear Energy ETF, we see it is relatively lower, thus better in comparison to the benchmark SPY (78 days)
• During the last 3 years, the average days under water is 48 days, which is lower, thus better than the value of 101 days from the benchmark.