Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ALLY-PA (GMAC Capital Trust I GTD TR PFD-2) | NA | 0.00% | 2.66% | 0.25% | 0.13% | NA | NA | 1.17% |
Data as of 09/01/2023, AR inception is 06/19/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ALLY-PA (GMAC Capital Trust I GTD TR PFD-2) | 06/19/2012 | 09/01/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | 2.66 | 0.25 | 0.13 | NA | NA | 1.17 | 0.00 | 0.00 | -1.12 | 3.84 | 2.76 | -2.31 | 2.17 | 0.16 | -3.87 | -1.35 | 0.34 | 13.26 |
| Sharpe Ratio | NA | 0.00 | 0.21 | -0.06 | -0.05 | NA | NA | 0.03 | 0.00 | 0.00 | -0.12 | 0.08 | 0.25 | -0.60 | 0.28 | -0.01 | -0.89 | -0.24 | 0.04 | 3.31 |
| Standard Deviation(%) | NA | 2.91 | 5.87 | 21.00 | 15.40 | NA | NA | 14.80 | NA | NA | 9.25 | 45.52 | 5.33 | 5.99 | 5.57 | 7.33 | 4.35 | 5.60 | 7.74 | 8.03 |
| Draw Down(%) | NA | 0.00 | 6.21 | 41.60 | 43.22 | NA | NA | 43.22 | 0.00 | 0.00 | 6.21 | 41.60 | 3.37 | 6.42 | 3.33 | 8.75 | 4.42 | 6.12 | 8.88 | 4.32 |
| Yield(%) | 0.00 | 0.00 | 2.54 | 4.44 | 5.83 | 5.08 | 3.81 | 6.93 | 0.00 | 0.00 | 5.65 | 6.67 | 8.22 | 7.59 | 6.88 | 6.85 | 7.71 | 7.62 | 7.61 | 4.33 |
Data as of 09/01/2023, AR inception is 06/19/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALLY-PA (GMAC Capital Trust I GTD TR PFD-2) |
-6.92%
Mar 2017 - Mar 2020 |
-4.82%
Mar 2015 - Mar 2020 |
-0.24%
Apr 2013 - Apr 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ALLY-PA (GMAC Capital Trust I GTD TR PFD-2) |
9.26%
Mar 2020 - Mar 2023 |
1.72%
Jul 2012 - Jul 2017 |
0.93%
Jul 2012 - Jul 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart