Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GFMGX (GERSTEIN FISHER MULTI-FACTOR GROWTH EQUITY FUND GERSTEIN FISHER MULTI-FACTOR GROWTH EQUITY FUND) | NA | -76.78% | -33.62% | -19.74% | -3.28% | NA | NA | … | … |
Data as of 01/30/2020, Common starting date is 01/05/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GFMGX (GERSTEIN FISHER MULTI-FACTOR GROWTH EQUITY FUND GERSTEIN FISHER MULTI-FACTOR GROWTH EQUITY FUND) | 01/05/2010 | 01/30/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -80.44 | -76.78 | -33.62 | -19.74 | -3.28 | NA | NA | … | … | -79.92 | 9.15 | -11.28 | 19.52 | 6.31 | -1.57 | 3.42 | 29.85 | 11.37 | 0.44 | 14.70 |
| Sharpe Ratio | NA | -0.63 | -0.63 | -0.63 | -0.53 | NA | NA | … | … | -0.17 | -0.66 | -1.52 | 0.03 | -1.88 | -1.22 | -1.03 | 0.87 | -0.51 | -0.73 | -0.21 |
| Standard Deviation(%) | NA | 164.76 | 96.10 | 75.05 | 54.51 | NA | NA | … | … | 594.78 | 21.27 | 21.57 | 9.48 | 14.76 | 16.45 | 14.71 | 12.95 | 14.28 | 24.77 | 19.00 |
| Draw Down(%) | NA | 82.63 | 83.46 | 83.46 | 83.46 | NA | NA | … | … | 80.48 | 13.60 | 25.38 | 3.58 | 13.50 | 11.52 | 11.00 | 5.69 | 10.84 | 20.14 | 18.39 |
| Yield(%) | 0.00 | 15.18 | 9.75 | 7.27 | 9.69 | 6.14 | 4.60 | … | … | 0.00 | 16.49 | 7.38 | 3.42 | 1.95 | 2.43 | 8.99 | 7.19 | 3.95 | 1.24 | 0.46 |
Data as of 01/30/2020, Common starting date is 01/05/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFMGX (GERSTEIN FISHER MULTI-FACTOR GROWTH EQUITY FUND GERSTEIN FISHER MULTI-FACTOR GROWTH EQUITY FUND) |
6.98%
Oct 2013 – Oct 2016 |
7.77%
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 |
|---|---|---|---|---|
| GFMGX (GERSTEIN FISHER MULTI-FACTOR GROWTH EQUITY FUND GERSTEIN FISHER MULTI-FACTOR GROWTH EQUITY FUND) |
23.24%
Sep 2011 – Sep 2014 |
19.11%
Jun 2010 – Jun 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart