Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GCP (GCP Applied Technologies Inc) | NA | 43.41% | 18.78% | 0.26% | NA | NA | NA | 10.59% |
Data as of 10/06/2022, AR inception is 02/05/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GCP (GCP Applied Technologies Inc) | 02/05/2016 | 10/06/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 43.41 | 18.78 | 0.26 | NA | NA | NA | 10.59 | 1.11 | 33.87 | 4.14 | -9.82 | -23.04 | 19.25 | 52.86 |
| Sharpe Ratio | NA | 1.63 | 0.44 | -0.01 | NA | NA | NA | 0.24 | 0.09 | 0.89 | 0.06 | -0.34 | -0.81 | 0.65 | 2.04 |
| Standard Deviation(%) | NA | 26.23 | 42.31 | 38.29 | NA | NA | NA | 36.29 | 5.35 | 37.87 | 61.00 | 33.40 | 30.16 | 28.71 | 29.03 |
| Draw Down(%) | NA | 9.98 | 40.17 | 58.05 | NA | NA | NA | 58.05 | 4.43 | 24.31 | 40.17 | 45.02 | 34.22 | 18.65 | 14.92 |
| 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 |
Data as of 10/06/2022, AR inception is 02/05/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCP (GCP Applied Technologies Inc) |
-19.57%
Apr 2017 - Apr 2020 |
-4.99%
Sep 2016 - Sep 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCP (GCP Applied Technologies Inc) |
21.43%
Aug 2019 - Aug 2022 |
4.24%
Mar 2016 - Mar 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart