Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GBOX (Greenbox Pos) | NA | -87.53% | 7.72% | 20.11% | 17.46% | NA | NA | -7.35% |
Data as of 12/09/2022, AR inception is 04/06/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GBOX (Greenbox Pos) | 04/06/2010 | 12/09/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -15.49 | -87.53 | 7.72 | 20.11 | 17.46 | NA | NA | -7.35 | -85.71 | -35.78 | 990.00 | -70.59 | 1,033.33 | 50.00 | -33.33 | -25.00 | 0.00 | 100.00 | 0.00 | -50.00 | -84.00 |
| Sharpe Ratio | NA | -0.70 | 0.04 | 0.08 | 0.07 | NA | NA | -0.03 | -0.69 | -0.31 | 3.50 | -0.35 | 2.95 | 0.23 | -0.22 | -0.11 | 0.00 | 0.23 | 0.00 | -0.22 | -0.33 |
| Standard Deviation(%) | NA | 126.45 | 189.99 | 233.50 | 257.26 | NA | NA | 248.63 | 128.38 | 115.18 | 279.59 | 204.00 | 349.82 | 213.50 | 154.47 | 232.74 | 286.12 | 432.62 | 114.25 | 224.54 | 281.11 |
| Draw Down(%) | NA | 88.05 | 96.98 | 98.75 | 98.75 | NA | NA | 98.75 | 88.05 | 78.89 | 82.61 | 80.56 | 81.25 | 70.00 | 50.00 | 66.67 | 83.33 | 80.00 | 66.67 | 85.71 | 88.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/09/2022, AR inception is 04/06/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBOX (Greenbox Pos) |
-39.43%
Jan 2014 - Jan 2017 |
-16.74%
Aug 2010 - Aug 2015 |
-1.33%
Jun 2010 - Jun 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBOX (Greenbox Pos) |
326.86%
Mar 2018 - Mar 2021 |
138.88%
Mar 2016 - Mar 2021 |
66.37%
Aug 2011 - Aug 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart