Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GFSZF (G4S plc) | NA | 197.17% | -3.08% | 3.75% | -3.50% | NA | NA | -3.49% |
Data as of 05/25/2021, AR inception is 12/31/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GFSZF (G4S plc) | 12/31/2007 | 05/25/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 197.17 | -3.08 | 3.75 | -3.50 | NA | NA | -3.49 | -13.22 | 34.44 | 2.27 | -24.36 | 28.31 | -19.53 | -19.52 | -1.18 | 3.66 | 3.54 | 1.54 | -3.70 | 47.27 | -45.00 | 0.00 |
| Sharpe Ratio | NA | 3.71 | -0.05 | 0.05 | -0.08 | NA | NA | -0.08 | -0.80 | 0.32 | 0.02 | -0.56 | 0.89 | -0.41 | -0.56 | -0.04 | 0.14 | 0.14 | 0.06 | -0.15 | 1.06 | -0.81 | NA |
| Standard Deviation(%) | NA | 53.10 | 73.10 | 61.83 | 48.63 | NA | NA | 47.09 | 37.85 | 105.89 | 52.94 | 45.48 | 31.22 | 48.39 | 34.76 | 28.41 | 26.34 | 25.03 | 23.62 | 26.04 | 44.59 | 56.48 | 0.00 |
| Draw Down(%) | NA | 16.67 | 76.84 | 81.11 | 81.91 | NA | NA | 83.00 | 16.67 | 69.53 | 36.07 | 47.94 | 26.67 | 35.00 | 32.55 | 13.08 | 27.00 | 18.26 | 22.13 | 14.98 | 25.40 | 50.00 | 0.00 |
| Yield(%) | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/25/2021, AR inception is 12/31/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFSZF (G4S plc) |
-35.67%
May 2017 - May 2020 |
-24.98%
May 2015 - May 2020 |
-12.12%
May 2010 - May 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFSZF (G4S plc) |
21.38%
Feb 2009 - Feb 2012 |
9.26%
Mar 2009 - Mar 2014 |
1.01%
Feb 2009 - Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart