Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BGCP (BGC Partners Inc) | NA | 22.48% | 26.33% | 2.82% | 13.36% | 11.22% | 1.68% | … | … |
Data as of 08/30/2023, Common starting date is 12/10/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BGCP (BGC Partners Inc) | 12/10/1999 | 08/30/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.26 | 22.48 | 26.33 | 2.82 | 13.36 | 11.22 | 1.68 | … | … | 30.00 | -17.21 | 17.45 | -30.13 | 14.89 | -46.79 | 47.70 | 4.28 | 7.21 | 51.24 | 74.86 | -41.75 | -28.52 | 79.87 | 67.39 | -75.58 | 29.44 | 13.23 | -37.67 | -47.32 | 38.61 | 104.59 | -47.22 | -55.89 | -19.06 |
| Sharpe Ratio | NA | 0.38 | 0.53 | 0.03 | 0.30 | NA | NA | … | … | 0.94 | -0.44 | 0.45 | -0.39 | -0.27 | -2.43 | 1.36 | -1.35 | -0.34 | 1.17 | 1.12 | -1.53 | -1.03 | 1.31 | 0.56 | -1.17 | 0.21 | -0.26 | -1.59 | -1.34 | 0.33 | 1.31 | -0.73 | -0.62 | -0.57 |
| Standard Deviation(%) | NA | 48.41 | 43.88 | 52.26 | 41.31 | NA | NA | … | … | 47.62 | 42.63 | 38.90 | 76.93 | 30.62 | 28.18 | 21.08 | 21.98 | 33.16 | 28.09 | 50.36 | 39.58 | 45.89 | 46.80 | 86.89 | 81.04 | 34.68 | 35.61 | 36.80 | 49.77 | 59.17 | 64.95 | 95.21 | 127.56 | 177.91 |
| Draw Down(%) | NA | 25.77 | 50.96 | 62.94 | 62.94 | NA | NA | … | … | 25.77 | 33.74 | 30.24 | 62.88 | 26.81 | 47.17 | 9.79 | 15.49 | 21.39 | 12.40 | 20.71 | 60.10 | 45.26 | 31.18 | 56.79 | 80.51 | 30.75 | 22.44 | 44.70 | 62.99 | 50.16 | 46.60 | 85.05 | 83.56 | 37.61 |
| Yield(%) | 0.00 | 0.99 | 1.59 | 2.38 | 8.03 | 7.29 | 1.55 | … | … | 0.76 | 0.88 | 1.04 | 2.88 | 10.51 | 4.76 | 6.71 | 6.56 | 5.91 | 7.96 | 13.30 | 10.38 | 7.57 | 9.91 | 10.67 | 1.93 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/30/2023, Common starting date is 12/10/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BGCP (BGC Partners Inc) |
-44.97%
Feb 2000 – Feb 2003 |
-38.29%
Feb 2004 – Feb 2009 |
-23.50%
Jan 2000 – Jan 2010 |
-10.06%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BGCP (BGC Partners Inc) |
74.33%
Feb 2009 – Feb 2012 |
45.09%
Feb 2009 – Feb 2014 |
34.02%
Feb 2009 – Feb 2019 |
11.11%
May 2006 – May 2021 |
Annualized Rolling Returns Comparison Chart