Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GIDIX (S&P 500 INDEX FUND INVESTMENT CLASS) | NA | 8.08% | 9.01% | 15.32% | 6.83% | 6.50% | NA | … | … |
Data as of 11/29/2016, Common starting date is 12/26/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GIDIX (S&P 500 INDEX FUND INVESTMENT CLASS) | 12/26/1997 | 11/29/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.14 | 8.08 | 9.01 | 15.32 | 6.83 | 6.50 | NA | … | … | 9.89 | 1.35 | 13.51 | 32.12 | 15.83 | 2.04 | 14.79 | 27.03 | -37.13 | 5.43 | 15.62 | 4.74 | 10.69 | 28.37 | -22.21 | -12.23 | -8.57 | 21.15 | 29.23 | 1.92 |
| Sharpe Ratio | NA | 0.53 | 0.66 | 1.16 | 0.30 | NA | NA | … | … | 0.79 | 0.09 | 1.19 | 2.90 | 1.25 | 0.09 | 0.81 | 0.98 | -0.93 | 0.14 | 1.22 | 0.24 | 0.87 | 1.62 | -0.90 | -0.69 | -0.58 | 0.99 | 1.26 | 24.67 |
| Standard Deviation(%) | NA | 13.99 | 13.46 | 13.15 | 20.97 | NA | NA | … | … | 13.52 | 15.51 | 11.39 | 11.07 | 12.70 | 23.48 | 18.06 | 27.35 | 40.99 | 16.01 | 10.06 | 10.30 | 11.13 | 17.06 | 26.01 | 21.68 | 22.21 | 18.04 | 20.41 | 15.80 |
| Draw Down(%) | NA | 12.71 | 12.96 | 12.96 | 55.23 | NA | NA | … | … | 10.31 | 11.97 | 7.29 | 5.58 | 9.58 | 18.71 | 15.60 | 27.21 | 47.78 | 9.83 | 7.52 | 6.95 | 7.44 | 13.87 | 33.09 | 29.29 | 16.60 | 11.87 | 19.13 | 0.00 |
| Yield(%) | 0.00 | 2.04 | 1.57 | 2.99 | 2.12 | 2.28 | 2.88 | … | … | 0.00 | 2.10 | 2.27 | 1.84 | 2.25 | 3.37 | 1.91 | 2.35 | 1.85 | 1.92 | 1.64 | 1.90 | 1.88 | 2.05 | 0.88 | 1.88 | 9.00 | 3.51 | 1.68 | 0.12 |
Data as of 11/29/2016, Common starting date is 12/26/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GIDIX (S&P 500 INDEX FUND INVESTMENT CLASS) |
-16.26%
Mar 2000 – Mar 2003 |
-6.73%
Feb 2004 – Feb 2009 |
-3.50%
Feb 1999 – Feb 2009 |
3.62%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GIDIX (S&P 500 INDEX FUND INVESTMENT CLASS) |
25.52%
Feb 2009 – Feb 2012 |
22.90%
Feb 2009 – Feb 2014 |
8.42%
Mar 2003 – Mar 2013 |
7.02%
Sep 2001 – Sep 2016 |
Annualized Rolling Returns Comparison Chart