Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GFIVX (GOTHAM ABSOLUTE 500 FUND INSTITUTIONAL CLASS SHARES) | NA | -10.72% | -2.97% | 5.09% | NA | NA | NA | 3.88% |
Data as of 01/20/2021, AR inception is 08/01/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GFIVX (GOTHAM ABSOLUTE 500 FUND INSTITUTIONAL CLASS SHARES) | 08/01/2014 | 01/20/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -10.72 | -2.97 | 5.09 | NA | NA | NA | 3.88 | 0.00 | -11.33 | 8.33 | -0.93 | 16.53 | 8.20 | -3.12 | 8.12 |
| Sharpe Ratio | NA | -0.55 | -0.27 | 0.36 | NA | NA | NA | 0.25 | 0.00 | -0.55 | 0.91 | -0.23 | 2.93 | 0.69 | -0.28 | 2.09 |
| Standard Deviation(%) | NA | 20.93 | 14.03 | 12.18 | NA | NA | NA | 11.93 | NA | 20.96 | 7.58 | 9.79 | 5.44 | 11.46 | 11.18 | 9.86 |
| Draw Down(%) | NA | 26.40 | 27.10 | 27.10 | NA | NA | NA | 27.10 | 0.00 | 26.52 | 5.59 | 9.68 | 3.92 | 8.72 | 10.63 | 6.76 |
| Yield(%) | 0.00 | 0.00 | 3.21 | 3.17 | 2.05 | 1.37 | 1.03 | 3.42 | 0.00 | 0.00 | 0.78 | 9.26 | 2.27 | 0.00 | 3.31 | 2.30 |
Data as of 01/20/2021, AR inception is 08/01/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFIVX (GOTHAM ABSOLUTE 500 FUND INSTITUTIONAL CLASS SHARES) |
-1.64%
Dec 2017 - Dec 2020 |
1.90%
Mar 2015 - Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFIVX (GOTHAM ABSOLUTE 500 FUND INSTITUTIONAL CLASS SHARES) |
11.44%
Sep 2015 - Sep 2018 |
6.24%
Jan 2015 - Jan 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart