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GTMEX: LARGE CAP VALUE PORTFOLIO LARGE CAP VALUE PORTFOLIO (MUTUAL FUND)
Basic Info
| Asset Class: | LARGE VALUE |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 04/06/1993 |
| Last Dividend Date: | 12/15/2020 |
| 12-Mo. Yield | 0.46% |
| Expenses | 1.00% |
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Performance Analytics (As of 11/30/2021)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 04/06/1993 |
2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | 0.0 | -87.8 | -50.3 | -32.1 | -12.1 | -8.1 | -3.9 | -0.5 | -88.1 | -8.4 | 25.5 | -11.3 | 15.8 | 18.0 | -3.7 | 12.9 | 33.1 | 14.5 | -6.7 | 22.0 | 28.4 | -34.7 | 4.1 | 14.2 | 10.7 | 17.3 | 26.3 | -13.8 | -8.7 | 1.9 | 4.9 | 17.5 | 31.5 | 26.0 | 2.7 | -3.3 | 4.5 |
| Sharpe Ratio | NA | -0.4 | -0.39 | -0.33 | -0.17 | NA | NA | -0.04 | -0.39 | -0.22 | 1.9 | -0.79 | 1.81 | 1.12 | -0.23 | 0.94 | 2.56 | 1.05 | -0.25 | 0.89 | 0.92 | -0.87 | 0.07 | 1.1 | 0.81 | 1.47 | 1.64 | -0.62 | -0.65 | -0.12 | 0.1 | 0.75 | 1.72 | 2.12 | -0.06 | -0.48 | 0.28 |
| Draw Down(%) | NA | 88.8 | 89.2 | 89.2 | 89.2 | NA | NA | 89.2 | 88.8 | 40.6 | 8.8 | 21.3 | 4.9 | 13.0 | 15.8 | 11.7 | 5.9 | 11.6 | 29.8 | 21.2 | 26.7 | 48.1 | 10.0 | 8.3 | 6.5 | 9.0 | 14.5 | 28.7 | 23.4 | 17.1 | 13.4 | 22.8 | 9.1 | 10.1 | 20.6 | 15.4 | 12.7 |
| Standard Deviation(%) | NA | 219.9 | 128.9 | 100.0 | 71.4 | NA | NA | 45.2 | 230.3 | 38.8 | 12.7 | 15.9 | 8.4 | 15.8 | 16.4 | 13.8 | 12.9 | 13.8 | 27.4 | 24.5 | 30.8 | 41.0 | 16.2 | 9.9 | 10.5 | 11.2 | 15.6 | 23.9 | 17.3 | 18.0 | 17.2 | 18.9 | 16.2 | 10.5 | 18.4 | 13.1 | 14.5 |
| Treynor Ratio | NA | -0.78 | -0.47 | -0.31 | -0.12 | NA | NA | -0.02 | -0.8 | -0.08 | 0.22 | -0.13 | 0.13 | 0.15 | -0.04 | 0.11 | 0.3 | 0.14 | -0.06 | 0.17 | 0.3 | -0.38 | 0.01 | 0.11 | 0.09 | 0.16 | 0.28 | -0.18 | -0.14 | -0.02 | 0.02 | 0.15 | 0.3 | 0.27 | -0.01 | -0.07 | 0.05 |
| Alpha | NA | -0.42 | -0.15 | -0.1 | -0.05 | NA | NA | -0.02 | -0.45 | -0.04 | -0.01 | -0.03 | -0.01 | 0.0 | -0.01 | -0.01 | -0.01 | 0.0 | -0.03 | 0.01 | 0.03 | -0.01 | 0.01 | -0.03 | 0.01 | 0.01 | -0.01 | 0.02 | 0.0 | -0.02 | -0.03 | 0.01 | 0.01 | 0.02 | -0.08 | -0.01 | -0.01 |
| Beta | NA | 1.12 | 1.08 | 1.07 | 1.08 | NA | NA | 0.98 | 1.13 | 1.08 | 1.08 | 0.99 | 1.13 | 1.16 | 1.05 | 1.19 | 1.11 | 1.05 | 1.13 | 1.31 | 0.94 | 0.92 | 0.94 | 1.03 | 0.97 | 1.01 | 0.9 | 0.85 | 0.81 | 0.88 | 0.94 | 0.95 | 0.92 | 0.83 | 0.77 | 0.89 | 0.75 |
| RSquared | NA | 0.03 | 0.19 | 0.21 | 0.28 | NA | NA | 0.52 | 0.02 | 0.98 | 0.95 | 0.97 | 0.9 | 0.96 | 0.97 | 0.88 | 0.91 | 0.94 | 0.98 | 0.96 | 0.94 | 0.96 | 0.98 | 0.96 | 0.95 | 0.94 | 0.97 | 0.95 | 0.89 | 0.86 | 0.84 | 0.93 | 0.91 | 0.79 | 0.12 | 0.47 | 0.17 |
| Yield(%) | N/A | 0.5 | 7.3 | 7.8 | 10.6 | 7.1 | 8.1 | N/A | 0.0 | 1.8 | 12.2 | 11.4 | 8.9 | 10.2 | 12.1 | 15.5 | 17.8 | 6.6 | 0.8 | 0.5 | 1.5 | 1.4 | 12.5 | 6.0 | 11.9 | 5.0 | 2.1 | 1.6 | 9.8 | 1.6 | 19.9 | 15.1 | 22.1 | 3.9 | 3.2 | 1.4 | 2.3 |
| Dividend Growth(%) | N/A | -96.3 | -29.0 | -27.1 | 124.0 | N/A | N/A | N/A | -100.0 | -83.4 | -16.9 | 36.5 | -4.2 | -29.8 | -23.6 | -3.7 | 194.2 | 651.8 | 112.5 | -61.9 | -29.5 | -89.6 | 120.0 | -49.4 | 163.2 | 184.8 | 12.5 | -86.2 | 515.1 | -93.3 | 31.3 | -25.3 | 577.8 | 23.5 | 115.8 | -38.2 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 04/06/1993
Calculate Performance
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|
View Historical Data in an advanced chart |
Use MyPlanIQ Comparison to compare with multiple funds or portfolios |
See LARGE VALUE Asset Class Trend Rankings |
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