Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GARS (Garrison Capital Inc) | NA | -34.17% | -11.52% | -11.75% | NA | NA | NA | -6.49% |
Data as of 10/30/2020, AR inception is 03/27/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GARS (Garrison Capital Inc) | 03/27/2013 | 10/30/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.24 | -34.17 | -11.52 | -11.75 | NA | NA | NA | -6.49 | -25.24 | -19.90 | -30.30 | -23.61 | -32.44 | -23.38 | -5.37 | -13.83 |
| Sharpe Ratio | NA | -0.34 | -0.21 | -0.26 | NA | NA | NA | -0.16 | -0.27 | -0.93 | -1.77 | -1.31 | -1.22 | -1.20 | -0.35 | -1.01 |
| Standard Deviation(%) | NA | 102.81 | 60.54 | 48.77 | NA | NA | NA | 40.51 | 111.07 | 22.91 | 17.82 | 18.58 | 26.63 | 19.50 | 15.23 | 17.56 |
| Draw Down(%) | NA | 81.78 | 83.52 | 85.51 | NA | NA | NA | 86.36 | 80.94 | 36.34 | 37.02 | 29.56 | 36.28 | 28.83 | 12.91 | 18.49 |
| Yield(%) | 0.00 | 6.64 | 9.94 | 7.24 | 5.67 | 3.78 | 2.84 | 8.10 | 5.20 | 12.77 | 13.13 | 11.89 | 10.69 | 9.66 | 10.13 | 7.00 |
Data as of 10/30/2020, AR inception is 03/27/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GARS (Garrison Capital Inc) |
-35.76%
Mar 2017 - Mar 2020 |
-26.20%
Mar 2015 - Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GARS (Garrison Capital Inc) |
0.59%
Oct 2016 - Oct 2019 |
0.37%
Aug 2013 - Aug 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart