Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GECCM (Great Elm Capital Corp. - 6.75%) | NA | 7.94% | 6.99% | NA | NA | NA | NA | 10.60% |
Data as of 10/11/2024, AR inception is 12/16/2020
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GECCM (Great Elm Capital Corp. - 6.75%) | 12/16/2020 | 10/11/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.04 | 7.94 | 6.99 | NA | NA | NA | NA | 10.60 | 4.86 | 8.73 | 5.60 | 11.42 | 0.84 |
| Sharpe Ratio | NA | 0.26 | 0.48 | NA | NA | NA | NA | 0.60 | -0.21 | 0.58 | 0.53 | 0.93 | 1.28 |
| Standard Deviation(%) | NA | 5.52 | 6.83 | NA | NA | NA | NA | 8.86 | 4.20 | 7.82 | 8.01 | 12.21 | 18.24 |
| Draw Down(%) | NA | 2.46 | 3.70 | NA | NA | NA | NA | 8.48 | 0.84 | 2.46 | 3.70 | 8.48 | 2.13 |
| Yield(%) | 0.00 | 6.80 | 6.74 | 5.30 | 2.65 | 1.77 | 1.33 | 8.84 | 5.02 | 6.89 | 6.71 | 7.04 | 0.00 |
Data as of 10/11/2024, AR inception is 12/16/2020
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GECCM (Great Elm Capital Corp. - 6.75%) |
4.42%
Apr 2021 - Apr 2024 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GECCM (Great Elm Capital Corp. - 6.75%) |
7.89%
Jan 2021 - Jan 2024 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart