Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GCAP (GAIN Capital Holdings Inc) | NA | -99.79% | -89.80% | -73.76% | -50.68% | NA | NA | -50.08% |
Data as of 01/22/2021, AR inception is 12/15/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GCAP (GAIN Capital Holdings Inc) | 12/15/2010 | 01/22/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -99.79 | -89.80 | -73.76 | -50.68 | NA | NA | -50.08 | 0.00 | -99.78 | -35.88 | -38.40 | 51.98 | -18.87 | -10.09 | 20.11 | 83.62 | -38.96 | -27.17 | 3.95 |
| Sharpe Ratio | NA | -0.07 | -0.11 | -0.11 | -0.11 | NA | NA | -0.11 | 0.00 | -0.07 | -1.20 | -1.52 | 0.65 | -1.41 | -0.76 | 0.03 | 1.05 | -1.44 | -1.03 | 5.12 |
| Standard Deviation(%) | NA | 1,462.59 | 844.79 | 654.95 | 464.31 | NA | NA | 462.03 | NA | 1,462.62 | 49.46 | 39.38 | 50.62 | 37.51 | 37.56 | 52.71 | 62.11 | 40.21 | 44.28 | 27.92 |
| Draw Down(%) | NA | 99.86 | 99.90 | 99.92 | 99.94 | NA | NA | 99.94 | 0.00 | 99.86 | 47.55 | 38.60 | 35.14 | 43.65 | 32.76 | 49.11 | 50.03 | 42.65 | 48.80 | 4.52 |
| 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 |
Data as of 01/22/2021, AR inception is 12/15/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCAP (GAIN Capital Holdings Inc) |
-90.53%
Dec 2017 - Dec 2020 |
-75.63%
Apr 2015 - Apr 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCAP (GAIN Capital Holdings Inc) |
25.63%
Dec 2012 - Dec 2015 |
19.58%
Dec 2012 - Dec 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart