Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GHDIX (Good Harbor Tactical Core Dev Mkts I) | NA | -5.91% | -8.77% | NA | NA | NA | NA | -7.69% |
Data as of 12/30/2016, AR inception is 10/15/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GHDIX (Good Harbor Tactical Core Dev Mkts I) | 10/15/2013 | 12/30/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.18 | -5.91 | -8.77 | NA | NA | NA | NA | -7.69 | -1.25 | -5.20 | -16.22 | 3.57 |
| Sharpe Ratio | NA | -0.17 | -0.51 | NA | NA | NA | NA | -0.42 | -0.08 | -0.32 | -1.46 | 1.58 |
| Standard Deviation(%) | NA | 17.59 | 15.44 | NA | NA | NA | NA | 15.01 | 17.09 | 16.47 | 11.15 | 11.51 |
| Draw Down(%) | NA | 12.64 | 29.56 | NA | NA | NA | NA | 30.36 | 11.57 | 18.99 | 19.16 | 5.30 |
| Yield(%) | 0.00 | 0.00 | 0.88 | 0.55 | 0.27 | 0.18 | 0.14 | 0.91 | 0.00 | 0.00 | 2.69 | 0.00 |
Data as of 12/30/2016, AR inception is 10/15/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GHDIX (Good Harbor Tactical Core Dev Mkts I) |
-7.75%
Nov 2013 - Nov 2016 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GHDIX (Good Harbor Tactical Core Dev Mkts I) |
-7.75%
Nov 2013 - Nov 2016 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart