Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GEDYX (EXTENDED-DURATION BOND INSTITUTIONAL) | NA | -6.34% | 1.84% | 7.82% | 0.74% | -0.90% | NA | … | … |
Data as of 01/26/2021, Common starting date is 09/21/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GEDYX (EXTENDED-DURATION BOND INSTITUTIONAL) | 09/21/2001 | 01/26/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -13.48 | -6.34 | 1.84 | 7.82 | 0.74 | -0.90 | NA | … | … | -15.02 | 12.81 | 13.53 | -3.63 | 10.20 | 26.71 | -5.01 | 10.23 | -24.84 | -1.85 | -6.49 | -1.14 | 11.09 | -20.63 | -2.21 | -3.67 | -0.72 | 4.80 | 3.72 | 7.56 | 4.47 |
| Sharpe Ratio | NA | -0.35 | 0.08 | 0.64 | 0.03 | NA | NA | … | … | -1.62 | 1.20 | 2.36 | -1.17 | 1.48 | 1.91 | -0.50 | 1.53 | -1.66 | -0.19 | -0.51 | -0.13 | 0.97 | -1.77 | -0.75 | -1.28 | -0.45 | 0.47 | 0.27 | 0.82 | 1.70 |
| Standard Deviation(%) | NA | 17.83 | 11.03 | 10.92 | 11.10 | NA | NA | … | … | 57.14 | 10.41 | 5.11 | 4.30 | 6.46 | 13.84 | 10.05 | 6.67 | 15.02 | 9.92 | 12.89 | 9.30 | 11.33 | 12.19 | 7.16 | 5.54 | 6.61 | 8.14 | 11.22 | 7.81 | 9.38 |
| Draw Down(%) | NA | 18.13 | 18.13 | 18.13 | 33.75 | NA | NA | … | … | 15.02 | 10.96 | 3.18 | 5.83 | 3.24 | 8.94 | 10.07 | 3.49 | 25.12 | 8.24 | 11.94 | 10.21 | 11.82 | 31.22 | 7.87 | 8.91 | 7.68 | 9.55 | 10.93 | 6.08 | 5.12 |
| Yield(%) | 0.00 | 7.10 | 4.85 | 26.78 | 9.35 | 5.05 | 4.95 | … | … | 0.00 | 7.34 | 4.40 | 2.96 | 4.07 | 47.56 | 13.76 | 12.76 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 4.62 | 8.35 | 8.34 | 9.26 | 3.41 |
Data as of 01/26/2021, Common starting date is 09/21/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEDYX (EXTENDED-DURATION BOND INSTITUTIONAL) |
-13.89%
Oct 2005 – Oct 2008 |
-8.15%
Oct 2003 – Oct 2008 |
-5.72%
Aug 2005 – Aug 2015 |
-1.74%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEDYX (EXTENDED-DURATION BOND INSTITUTIONAL) |
10.96%
Jan 2016 – Jan 2019 |
11.50%
Dec 2015 – Dec 2020 |
2.21%
Dec 2010 – Dec 2020 |
0.14%
Dec 2005 – Dec 2020 |
Annualized Rolling Returns Comparison Chart