Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GGE (Green Giant Inc.) | NA | -100.00% | -100.00% | -100.00% | -100.00% | NA | NA | -100.00% |
Data as of 10/31/2017, AR inception is 02/19/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GGE (Green Giant Inc.) | 02/19/2004 | 03/17/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | NA | NA | -100.00 | 9.68 | 16.40 | 2.35 | 7.06 | 22.28 | 11.85 | 12.97 | -1.01 | 73.35 | -86.74 | -27.31 | 35.52 | 3.07 | -1.58 |
| Sharpe Ratio | NA | 2.68 | 0.64 | 0.80 | -0.27 | NA | NA | -0.20 | 5.06 | 1.17 | 0.14 | 0.45 | 1.55 | 0.92 | 0.59 | -0.05 | 1.68 | -1.10 | -1.58 | 2.96 | 0.08 | -0.16 |
| Standard Deviation(%) | NA | 10.83 | 15.12 | 14.82 | 35.06 | NA | NA | 30.20 | 11.08 | 13.76 | 16.00 | 15.50 | 14.33 | 12.96 | 22.08 | 21.20 | 43.70 | 79.62 | 19.21 | 10.92 | 11.55 | 17.53 |
| Draw Down(%) | NA | 5.50 | 19.98 | 19.98 | 94.92 | NA | NA | 94.92 | 2.90 | 14.33 | 14.78 | 15.38 | 9.39 | 10.13 | 22.62 | 24.13 | 55.70 | 90.11 | 34.23 | 5.07 | 8.49 | 17.11 |
| Yield(%) | 0.00 | 12.91 | 11.13 | 11.18 | 10.36 | 13.67 | 10.25 | 15.78 | 3.00 | 12.65 | 13.75 | 10.75 | 11.36 | 7.72 | 5.76 | 2.66 | 25.99 | 31.97 | 29.00 | 35.33 | 34.39 | 24.22 |
Data as of 10/31/2017, AR inception is 02/19/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GGE (Green Giant Inc.) |
-56.06%
Feb 2006 - Feb 2009 |
-35.92%
Mar 2004 - Mar 2009 |
-10.60%
Dec 2006 - Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GGE (Green Giant Inc.) |
44.70%
Feb 2009 - Feb 2012 |
32.01%
Feb 2009 - Feb 2014 |
-7.71%
May 2004 - May 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart