Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BGC (BGC Group, Inc.) | NA | 20.29% | 10.45% | 13.48% | NA | NA | NA | … | … |
Data as of 08/23/2021, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BGC (BGC Group, Inc.) | 06/18/2012 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.13 | 20.29 | 10.45 | 13.48 | NA | NA | NA | … | … | 16.40 | 1.44 | 32.50 | -38.47 | 61.44 | 49.73 | -6.87 | -47.25 | -0.99 | 15.41 |
| Sharpe Ratio | NA | 1.78 | 0.46 | 0.37 | NA | NA | NA | … | … | 2.87 | 0.04 | 2.40 | -0.97 | 1.25 | 0.75 | -0.13 | -1.25 | -0.03 | 0.88 |
| Standard Deviation(%) | NA | 11.36 | 20.83 | 34.13 | NA | NA | NA | … | … | 9.36 | 30.52 | 12.95 | 41.31 | 48.79 | 65.73 | 52.43 | 37.83 | 34.96 | 35.23 |
| Draw Down(%) | NA | 6.20 | 36.36 | 46.13 | NA | NA | NA | … | … | 3.46 | 36.36 | 4.71 | 39.98 | 23.81 | 50.86 | 45.17 | 59.53 | 22.20 | 17.57 |
| Yield(%) | 0.00 | 0.13 | 1.38 | 2.91 | 1.78 | 1.18 | 0.89 | … | … | 0.13 | 0.74 | 3.14 | 1.72 | 3.67 | 5.53 | 3.64 | 2.50 | 2.30 | 0.00 |
Data as of 08/23/2021, Common starting date is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BGC (BGC Group, Inc.) |
-34.02%
Feb 2013 – Feb 2016 |
-6.62%
Oct 2013 – Oct 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BGC (BGC Group, Inc.) |
43.29%
Jan 2015 – Jan 2018 |
25.57%
Feb 2016 – Feb 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart