P GS FundX Funds More Bond Fundss Yearly Portfolio Statistics
From 12/31/1998 To 11/09/20231 Yr | 3 Yr | 5 Yr | 10 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -0.8 | 0.8 | 2.6 | 3.3 | 7.5 | -1.2 | -14.6 | 18.3 | 12.3 | 7.2 | -7.0 | 12.3 | 0.8 | -4.9 | 11.9 | 10.9 | 4.4 | 1.6 | 19.0 | 9.6 | 5.7 | 8.2 | 27.3 | 6.3 | 15.0 | 18.8 | 13.8 | 5.8 | 3.6 | 9.2 | 0.0 |
Sharpe Ratio (%) | -63.0 | -9.3 | 11.1 | 25.1 | 60.5 | -62.6 | -170.4 | 175.2 | 83.8 | 65.8 | -84.4 | 170.6 | 7.0 | -49.8 | 158.4 | 105.7 | 56.4 | 11.7 | 132.8 | 72.8 | 47.5 | 35.9 | 182.2 | 46.3 | 139.8 | 251.2 | 179.5 | 51.0 | -5.9 | 63.6 | NA |
Alpha(%) | -0.03 | -0.01 | 0.0 | 0.01 | 0.02 | -0.04 | -0.05 | 0.0 | 0.05 | 0.03 | -0.03 | 0.05 | 0.0 | -0.02 | 0.05 | 0.05 | 0.02 | 0.01 | 0.07 | 0.04 | 0.03 | 0.02 | 0.08 | 0.02 | 0.05 | 0.06 | 0.05 | 0.01 | 0.0 | 0.02 | NA |
Beta | 0.29 | 0.32 | 0.13 | 0.1 | 0.05 | 0.36 | 0.19 | 0.7 | 0.0 | -0.1 | 0.1 | -0.09 | 0.04 | 0.0 | 0.0 | -0.06 | 0.02 | 0.01 | -0.04 | 0.01 | 0.04 | -0.13 | 0.26 | -0.03 | 0.03 | 0.03 | 0.02 | 0.01 | 0.08 | 0.09 | NA |
RSquare | 0.31 | 0.37 | 0.07 | 0.03 | 0.01 | 0.38 | 0.24 | 0.77 | 0.0 | 0.02 | 0.03 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.02 | 0.02 | 0.04 | 0.0 | 0.0 | 0.01 | 0.01 | 0.0 | 0.04 | 0.03 | NA |
Standard Deviation(%) | 7.9 | 9.3 | 10.6 | 9.6 | 10.3 | 7.9 | 9.4 | 10.4 | 14.4 | 8.8 | 9.8 | 6.8 | 8.6 | 9.9 | 7.5 | 10.3 | 7.7 | 13.8 | 14.3 | 13.0 | 10.1 | 14.5 | 13.2 | 9.0 | 10.0 | 7.2 | 7.1 | 6.9 | 8.6 | 9.3 | NA |
Treynor Ratio(%) | -17.2 | -2.7 | 9.0 | 24.6 | 130.7 | -13.6 | -84.0 | 26.1 | -7671.7 | -59.7 | -82.2 | -134.8 | 15.8 | 1416.5 | 2657.8 | -181.3 | 255.3 | 141.3 | -485.5 | 990.6 | 131.4 | -38.9 | 93.6 | -127.8 | 430.9 | 549.4 | 512.5 | 614.8 | -6.7 | 64.1 | NA |
Draw Down(%) | 8.9 | 17.1 | 17.1 | 17.1 | 17.1 | 8.9 | 15.4 | 5.8 | 15.5 | 6.9 | 13.8 | 4.1 | 7.4 | 13.9 | 3.8 | 10.7 | 6.6 | 8.6 | 9.6 | 8.1 | 10.7 | 9.4 | 13.4 | 6.1 | 10.9 | 7.1 | 5.4 | 5.9 | 7.3 | 5.9 | 0.0 |
Sortino Ratio(%) | -86.0 | -12.5 | 14.9 | 33.7 | 84.0 | -85.9 | -209.2 | 250.5 | 112.5 | 91.5 | -106.6 | 221.9 | 9.6 | -65.6 | 222.0 | 141.4 | 76.3 | 16.4 | 189.5 | 106.7 | 66.0 | 48.1 | 271.6 | 66.2 | 198.7 | 365.5 | 289.2 | 72.0 | -8.1 | 91.4 | NA |