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SGL: Strategic Global Income (CEF)
Basic Info
Asset Class: | WORLD BOND |
MyPlanIQ Rating: | Not Rated |
Start Date: | 01/24/1992 |
Last Dividend Date: | 04/19/2016 |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 08/23/2021)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 01/24/1992 |
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 | 1992 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -5.0 | -15.6 | -14.6 | 16.0 | 9.6 | 8.6 | 9.2 | 12.3 | -15.6 | -16.7 | -3.6 | 47.4 | 109.9 | 6.5 | 13.2 | 4.3 | -12.0 | 13.8 | 0.0 | 2.6 | 55.7 | -16.3 | -6.8 | 20.3 | -26.0 | 20.5 | 25.1 | 32.1 | 18.9 | 20.5 | 3.8 | 18.1 | 32.3 | 34.8 | 30.9 | -5.4 | 44.4 | -6.2 |
Sharpe Ratio | NA | -0.3 | -0.03 | 0.03 | 0.03 | NA | NA | 0.08 | -0.44 | -0.02 | -0.07 | 0.24 | 0.2 | 2.79 | 0.98 | 0.53 | -1.16 | 1.16 | 0.0 | 0.11 | 2.28 | -0.36 | -0.57 | 1.07 | -1.36 | 0.96 | 1.43 | 2.05 | 1.06 | 1.03 | 0.04 | 0.96 | -1.47 | 2.08 | 1.47 | -0.39 | 2.73 | -0.45 |
Draw Down(%) | NA | 40.7 | 99.6 | 99.6 | 99.6 | NA | NA | 99.6 | 33.3 | 99.5 | 19.5 | 18.0 | 9.8 | 3.8 | 6.3 | 7.1 | 18.3 | 10.0 | 13.4 | 14.7 | 25.5 | 44.3 | 22.1 | 8.2 | 30.5 | 24.0 | 16.1 | 11.9 | 7.0 | 7.9 | 8.8 | 12.8 | 7.2 | 7.1 | 8.1 | 18.8 | 4.7 | 13.5 |
Standard Deviation(%) | NA | 51.3 | 518.6 | 507.8 | 274.9 | NA | NA | 139.9 | 53.2 | 758.9 | 70.3 | 141.6 | 377.8 | 6.5 | 13.4 | 8.1 | 10.3 | 12.0 | 19.5 | 22.4 | 24.3 | 48.2 | 17.5 | 16.0 | 20.7 | 20.4 | 17.1 | 15.2 | 16.0 | 15.9 | 14.4 | 15.5 | 15.5 | 14.9 | 18.4 | 21.6 | 15.4 | 20.0 |
Treynor Ratio | NA | -1.03 | 0.05 | -0.12 | 0.23 | NA | NA | 2.65 | 0.91 | 0.02 | 0.05 | 0.24 | 0.01 | 1.3 | 0.57 | -0.99 | -0.67 | 0.55 | 0.0 | 0.06 | 1.37 | -0.76 | 0.26 | 0.84 | -0.89 | 0.91 | 1.72 | 3.0 | 1.23 | -5.23 | 0.07 | -2.21 | 0.93 | 1.37 | -1.28 | -0.45 | 5.34 | 16.18 |
Alpha | NA | -0.02 | 29.99 | 28.63 | 8.4 | NA | NA | 2.18 | -0.06 | 64.8 | 0.12 | 1.97 | -11.67 | 0.06 | 0.06 | 0.02 | -0.05 | 0.05 | 0.0 | 0.02 | 0.18 | -0.03 | -0.02 | 0.06 | -0.11 | 0.07 | 0.08 | 0.1 | 0.07 | 0.06 | 0.01 | 0.06 | -0.16 | 0.11 | 0.11 | -0.02 | 0.14 | -0.03 |
Beta | NA | 0.15 | -3.31 | -1.32 | 0.4 | NA | NA | 0.04 | -0.26 | -8.22 | -1.08 | 1.42 | 62.97 | 0.14 | 0.23 | -0.04 | 0.18 | 0.25 | 0.41 | 0.42 | 0.4 | 0.23 | -0.38 | 0.2 | 0.32 | 0.21 | 0.14 | 0.1 | 0.14 | -0.03 | 0.09 | -0.07 | -0.25 | 0.23 | -0.21 | 0.18 | 0.08 | -0.01 |
RSquared | NA | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | 0.0 | 0.0 | 0.02 | 0.01 | 0.85 | 0.03 | 0.02 | 0.0 | 0.02 | 0.01 | 0.03 | 0.03 | 0.04 | 0.0 | 0.02 | 0.01 | 0.02 | 0.01 | 0.01 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.02 | 0.01 | 0.02 | 0.01 | 0.0 | 0.0 |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/24/1992
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