Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GESGX (GOTHAM ESG LARGE VALUE FUND INSTITUTIONAL CLASS) | NA | 1.15% | 13.59% | NA | NA | NA | NA | 12.79% |
Data as of 05/26/2023, AR inception is 12/31/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GESGX (GOTHAM ESG LARGE VALUE FUND INSTITUTIONAL CLASS) | 12/31/2018 | 05/26/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.08 | 1.15 | 13.59 | NA | NA | NA | NA | 12.79 | -2.98 | -7.67 | 8.72 | -1.47 | 12.15 | 0.00 |
| Sharpe Ratio | NA | -0.23 | 0.64 | NA | NA | NA | NA | 0.43 | -0.82 | -0.42 | 0.37 | -0.04 | 0.53 | NA |
| Standard Deviation(%) | NA | 18.69 | 18.13 | NA | NA | NA | NA | 23.07 | 14.74 | 21.88 | 23.34 | 37.85 | 20.16 | 0.00 |
| Draw Down(%) | NA | 14.30 | 19.92 | NA | NA | NA | NA | 39.34 | 10.15 | 19.92 | 19.22 | 39.34 | 13.82 | 0.00 |
| Yield(%) | 2.17 | 13.56 | 15.50 | 11.41 | 5.70 | 3.80 | 2.85 | 14.26 | 2.16 | 10.49 | 21.99 | 4.77 | 9.38 | 0.00 |
Data as of 05/26/2023, AR inception is 12/31/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GESGX (GOTHAM ESG LARGE VALUE FUND INSTITUTIONAL CLASS) |
5.91%
Sep 2019 - Sep 2022 |
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 |
|---|---|---|---|---|
| GESGX (GOTHAM ESG LARGE VALUE FUND INSTITUTIONAL CLASS) |
19.56%
Mar 2020 - Mar 2023 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart