Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GFIGX (GERSTEIN FISHER MULTI-FACTOR INTERNATIONAL GROWTH EQUITY FUND GERSTEIN FISHER MULTI-FACTOR INTERNATIONAL GROWTH EQUITY FUND) | NA | -38.21% | -11.12% | -6.52% | NA | NA | NA | 0.21% |
Data as of 01/30/2020, AR inception is 01/30/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GFIGX (GERSTEIN FISHER MULTI-FACTOR INTERNATIONAL GROWTH EQUITY FUND GERSTEIN FISHER MULTI-FACTOR INTERNATIONAL GROWTH EQUITY FUND) | 01/30/2012 | 01/30/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -44.34 | -38.21 | -11.12 | -6.52 | NA | NA | NA | 0.21 | -44.19 | 18.60 | -16.65 | 32.13 | -4.84 | 4.26 | -4.61 | 31.34 | 12.26 |
| Sharpe Ratio | NA | -0.67 | -0.34 | -0.25 | NA | NA | NA | -0.01 | -0.49 | 1.59 | -1.27 | 4.09 | -0.29 | 0.27 | -0.36 | 2.42 | 0.82 |
| Standard Deviation(%) | NA | 59.34 | 35.61 | 29.52 | NA | NA | NA | 24.86 | 207.64 | 10.80 | 14.16 | 7.74 | 17.54 | 15.94 | 12.67 | 12.92 | 16.26 |
| Draw Down(%) | NA | 44.57 | 48.57 | 48.57 | NA | NA | NA | 48.57 | 44.57 | 7.62 | 24.66 | 2.05 | 12.66 | 16.25 | 14.94 | 9.44 | 15.62 |
| Yield(%) | 0.00 | 7.42 | 3.98 | 2.82 | 3.06 | 2.04 | 1.53 | 3.83 | 0.00 | 8.00 | 1.49 | 1.96 | 1.01 | 1.24 | 5.80 | 2.26 | 1.64 |
Data as of 01/30/2020, AR inception is 01/30/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFIGX (GERSTEIN FISHER MULTI-FACTOR INTERNATIONAL GROWTH EQUITY FUND GERSTEIN FISHER MULTI-FACTOR INTERNATIONAL GROWTH EQUITY FUND) |
-1.82%
Dec 2013 - Dec 2016 |
0.83%
Dec 2013 - Dec 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFIGX (GERSTEIN FISHER MULTI-FACTOR INTERNATIONAL GROWTH EQUITY FUND GERSTEIN FISHER MULTI-FACTOR INTERNATIONAL GROWTH EQUITY FUND) |
18.44%
May 2012 - May 2015 |
11.72%
May 2012 - May 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart