Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GBE (Grubb & Ellis Co) | NA | -33.33% | -42.45% | -46.86% | -31.84% | NA | NA | -18.08% |
Data as of 03/24/2015, AR inception is 10/07/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GBE (Grubb & Ellis Co) | 10/07/2003 | 03/24/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -33.33 | -42.45 | -46.86 | -31.84 | NA | NA | -18.08 | -33.33 | -24.75 | -12.38 | 1.36 | -83.22 | -0.78 | 3.23 | -79.84 | -43.43 | -4.00 | 158.06 | 434.11 | -3.46 |
| Sharpe Ratio | NA | -0.04 | -0.08 | -0.11 | -0.10 | NA | NA | -0.06 | -0.04 | -0.15 | -0.14 | 0.01 | -0.70 | -0.01 | 0.02 | -0.70 | -0.79 | -0.15 | 3.51 | 4.52 | -0.21 |
| Standard Deviation(%) | NA | 944.83 | 550.61 | 434.07 | 316.11 | NA | NA | 297.04 | 1,972.14 | 168.58 | 86.52 | 113.28 | 118.41 | 67.81 | 157.77 | 114.46 | 58.79 | 48.93 | 44.39 | 95.90 | 70.60 |
| Draw Down(%) | NA | 99.90 | 99.90 | 99.90 | 99.90 | NA | NA | 99.90 | 99.90 | 59.87 | 42.86 | 61.27 | 84.71 | 57.27 | 73.44 | 86.78 | 61.33 | 44.21 | 21.92 | 38.33 | 21.71 |
| Yield(%) | 0.00 | 610.00 | 90.86 | 6.35 | 2.19 | 7.47 | 5.60 | 10.19 | 203.33 | 442.50 | 255.57 | 104.29 | 11.37 | 0.00 | 0.00 | 3.38 | 0.89 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/24/2015, AR inception is 10/07/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBE (Grubb & Ellis Co) |
-63.16%
Mar 2006 - Mar 2009 |
-54.45%
Dec 2006 - Dec 2011 |
-29.25%
Jan 2005 - Jan 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBE (Grubb & Ellis Co) |
136.52%
Dec 2003 - Dec 2006 |
8.65%
Nov 2003 - Nov 2008 |
-13.66%
Dec 2003 - Dec 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart