ALPS O'Shares Global Internet Giants ETF (OGIG)

TotalReturn:

'Total return is the amount of value an investor earns from a security over a specific period, typically one year, when all distributions are reinvested. Total return is expressed as a percentage of the amount invested. For example, a total return of 20% means the security increased by 20% of its original value due to a price increase, distribution of dividends (if a stock), coupons (if a bond) or capital gains (if a fund). Total return is a strong measure of an investment’s overall performance.'

• Compared with the benchmark SPY (67.1%) in the period of the last 5 years, the total return, or performance of % of ALPS O'Shares Global Internet Giants ETF is lower, thus worse.
• During the last 3 years, the total return, or increase in value is 12.4%, which is lower, thus worse than the value of 61.5% from the benchmark.

CAGR:

'The compound annual growth rate (CAGR) is a useful measure of growth over multiple time periods. It can be thought of as the growth rate that gets you from the initial investment value to the ending investment value if you assume that the investment has been compounding over the time period.'

• Looking at the annual return (CAGR) of % in the last 5 years of ALPS O'Shares Global Internet Giants ETF, we see it is relatively lower, thus worse in comparison to the benchmark SPY (10.8%)
• Compared with SPY (17.3%) in the period of the last 3 years, the annual performance (CAGR) of 4% is lower, thus worse.

Volatility:

'Volatility is a statistical measure of the dispersion of returns for a given security or market index. Volatility can either be measured by using the standard deviation or variance between returns from that same security or market index. Commonly, the higher the volatility, the riskier the security. In the securities markets, volatility is often associated with big swings in either direction. For example, when the stock market rises and falls more than one percent over a sustained period of time, it is called a 'volatile' market.'

• Compared with the benchmark SPY (21.4%) in the period of the last 5 years, the historical 30 days volatility of % of ALPS O'Shares Global Internet Giants ETF is lower, thus better.
• Looking at historical 30 days volatility in of 38.2% in the period of the last 3 years, we see it is relatively higher, thus worse in comparison to SPY (20%).

DownVol:

'The downside volatility is similar to the volatility, or standard deviation, but only takes losing/negative periods into account.'

• Looking at the downside risk of % in the last 5 years of ALPS O'Shares Global Internet Giants ETF, we see it is relatively lower, thus better in comparison to the benchmark SPY (15.4%)
• During the last 3 years, the downside risk is 26.7%, which is higher, thus worse than the value of 13.9% from the benchmark.

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 in the last 5 years of ALPS O'Shares Global Internet Giants ETF, we see it is relatively lower, thus worse in comparison to the benchmark SPY (0.39)
• During the last 3 years, the ratio of return and volatility (Sharpe) is 0.04, which is smaller, thus worse than the value of 0.74 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.'

• Compared with the benchmark SPY (0.54) in the period of the last 5 years, the ratio of annual return and downside deviation of of ALPS O'Shares Global Internet Giants ETF is lower, thus worse.
• Compared with SPY (1.06) in the period of the last 3 years, the excess return divided by the downside deviation of 0.05 is smaller, thus worse.

Ulcer:

'The Ulcer Index is a technical indicator that measures downside risk, in terms of both the depth and duration of price declines. The index increases in value as the price moves farther away from a recent high and falls as the price rises to new highs. The indicator is usually calculated over a 14-day period, with the Ulcer Index showing the percentage drawdown a trader can expect from the high over that period. The greater the value of the Ulcer Index, the longer it takes for a stock to get back to the former high.'

• Looking at the Ulcer Index of in the last 5 years of ALPS O'Shares Global Internet Giants ETF, we see it is relatively lower, thus better in comparison to the benchmark SPY (9.21 )
• Looking at Downside risk index in of 35 in the period of the last 3 years, we see it is relatively larger, thus worse in comparison to SPY (9.87 ).

MaxDD:

'Maximum drawdown measures the loss in any losing period during a fund’s investment record. It is defined as the percent retrenchment from a fund’s peak value to the fund’s valley value. The drawdown is in effect from the time the fund’s retrenchment begins until a new fund high is reached. The maximum drawdown encompasses both the period from the fund’s peak to the fund’s valley (length), and the time from the fund’s valley to a new fund high (recovery). It measures the largest percentage drawdown that has occurred in any fund’s data record.'

• Compared with the benchmark SPY (-33.7 days) in the period of the last 5 years, the maximum DrawDown of days of ALPS O'Shares Global Internet Giants ETF is smaller, thus worse.
• Looking at maximum reduction from previous high in of -66 days in the period of the last 3 years, we see it is relatively lower, thus worse in comparison to SPY (-24.5 days).

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.'

• Compared with the benchmark SPY (311 days) in the period of the last 5 years, the maximum time in days below previous high water mark of days of ALPS O'Shares Global Internet Giants ETF is lower, thus better.
• Looking at maximum days under water in of 535 days in the period of the last 3 years, we see it is relatively larger, thus worse in comparison to SPY (311 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.'

• The average days below previous high over 5 years of ALPS O'Shares Global Internet Giants ETF is days, which is smaller, thus better compared to the benchmark SPY (66 days) in the same period.
• Looking at average time in days below previous high water mark in of 212 days in the period of the last 3 years, we see it is relatively higher, thus worse in comparison to SPY (82 days).