Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GG (Goldcorp Inc) | NA | -21.86% | -12.35% | -12.82% | -7.33% | -0.03% | 7.96% | … | … |
Data as of 04/17/2019, Common starting date is 08/18/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GG (Goldcorp Inc) | 08/18/1995 | 04/17/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.53 | -21.86 | -12.35 | -12.82 | -7.33 | -0.03 | 7.96 | … | … | 14.18 | -23.04 | -5.54 | 18.63 | -35.90 | -12.41 | -39.68 | -15.94 | -2.94 | 17.45 | 25.43 | -6.55 | 20.10 | 28.51 | 49.82 | -3.78 | 26.93 | 111.05 | 104.97 | 3.19 | 9.30 | 34.37 | -52.94 | -26.88 | 12.05 |
| Sharpe Ratio | NA | -0.64 | -0.37 | -0.32 | -0.19 | NA | NA | … | … | 2.01 | -0.64 | -0.22 | 0.37 | -0.71 | -0.30 | -0.91 | -0.44 | -0.08 | 0.54 | 0.48 | -0.09 | 0.43 | 0.53 | 1.41 | -0.13 | 0.65 | 1.79 | 2.38 | -0.02 | 0.15 | 0.79 | -1.54 | -0.41 | 1.10 |
| Standard Deviation(%) | NA | 36.76 | 35.75 | 41.85 | 40.35 | NA | NA | … | … | 27.52 | 38.28 | 27.88 | 49.56 | 50.39 | 40.78 | 43.54 | 36.91 | 36.45 | 32.16 | 52.84 | 86.64 | 39.47 | 47.96 | 33.70 | 35.95 | 40.28 | 61.56 | 44.11 | 53.62 | 38.29 | 39.24 | 36.73 | 74.11 | 29.65 |
| Draw Down(%) | NA | 41.00 | 57.33 | 69.36 | 83.09 | NA | NA | … | … | 8.51 | 44.67 | 33.04 | 39.27 | 54.37 | 40.88 | 44.60 | 34.73 | 23.44 | 21.71 | 22.85 | 70.45 | 24.97 | 47.90 | 20.92 | 35.16 | 26.78 | 39.36 | 21.12 | 45.57 | 28.13 | 38.89 | 57.14 | 61.59 | 13.25 |
| Yield(%) | 0.00 | 0.14 | 0.36 | 0.92 | 1.17 | 2.05 | 3.92 | … | … | 0.00 | 0.30 | 0.57 | 1.01 | 2.39 | 2.65 | 1.60 | 1.19 | 0.91 | 0.52 | 0.58 | 0.49 | 0.66 | 0.74 | 1.27 | 1.77 | 1.22 | 0.99 | 3.30 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/17/2019, Common starting date is 08/18/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GG (Goldcorp Inc) |
-33.57%
Sep 2012 – Sep 2015 |
-23.05%
Nov 2011 – Nov 2016 |
-10.56%
Feb 2008 – Feb 2018 |
-3.17%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GG (Goldcorp Inc) |
82.66%
Nov 2000 – Nov 2003 |
57.01%
Jan 2001 – Jan 2006 |
36.31%
Jun 1998 – Jun 2008 |
22.43%
Dec 1997 – Dec 2012 |
Annualized Rolling Returns Comparison Chart