Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GFCJ (Guaranty Financial Corporation) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | NA | -100.00% |
Data as of 01/18/2023, AR inception is 04/01/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GFCJ (Guaranty Financial Corporation) | 04/01/2004 | 01/18/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | NA | -100.00 | -100.00 | 0.00 | 0.00 | -66.67 | 50.00 | -60.00 | -98.11 | 43.24 | -38.33 | 25.00 | 458.14 | -84.91 | -40.63 | -32.87 | -64.25 | -79.38 | -31.64 | -2.14 | -17.14 | 3.55 |
| Sharpe Ratio | NA | 0.00 | 0.07 | -0.05 | -0.08 | NA | NA | -0.17 | 0.00 | 0.00 | 0.00 | -0.14 | 0.18 | -0.16 | -0.28 | 0.46 | -0.68 | 0.33 | 2.90 | -0.45 | -0.35 | -0.22 | -0.28 | -1.12 | -1.95 | -0.37 | -0.75 | 0.09 |
| Standard Deviation(%) | NA | 18.92 | 349.27 | 339.66 | 272.50 | NA | NA | 216.96 | NA | NA | 419.45 | 473.73 | 271.11 | 388.20 | 347.77 | 93.97 | 56.37 | 75.76 | 157.93 | 188.50 | 115.22 | 150.21 | 226.10 | 71.85 | 17.80 | 14.82 | 25.65 | 41.35 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | 100.00 | 100.00 | 0.00 | 94.44 | 90.00 | 87.50 | 90.48 | 99.14 | 50.00 | 53.75 | 38.78 | 62.42 | 94.39 | 77.08 | 85.53 | 94.75 | 79.38 | 35.17 | 16.47 | 22.86 | 21.30 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.68 | 0.76 | 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 | 1.06 | 1.38 | 5.32 | 6.06 |
Data as of 01/18/2023, AR inception is 04/01/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFCJ (Guaranty Financial Corporation) |
-84.80%
Oct 2016 - Oct 2019 |
-69.83%
Aug 2016 - Aug 2021 |
-56.26%
Oct 2007 - Oct 2017 |
-47.70%
Nov 2004 - Nov 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFCJ (Guaranty Financial Corporation) |
62.64%
Dec 2012 - Dec 2015 |
25.35%
Jul 2009 - Jul 2014 |
-21.14%
Dec 2012 - Dec 2022 |
-38.15%
Oct 2005 - Oct 2020 |
Annualized Rolling Returns Comparison Chart