Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GJO (Strats SM Trust for Wal Mart Stores Inc Securities Series 2005-4 GIC) | 0.74% | 3.43% | 5.47% | 5.10% | 5.40% | 4.51% | 3.09% | … | … |
Data as of 06/04/2026, Common starting date is 11/07/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GJO (Strats SM Trust for Wal Mart Stores Inc Securities Series 2005-4 GIC) | 11/07/2005 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.06 | 3.43 | 5.47 | 5.10 | 5.40 | 4.51 | 3.09 | … | … | 0.74 | 5.56 | 3.64 | 11.95 | 1.89 | 1.56 | 2.02 | 10.59 | 4.45 | 13.26 | 0.61 | 3.67 | 10.10 | -0.43 | 2.34 | 3.01 | 0.65 | 8.25 | -9.39 | -12.17 | 5.70 | -2.57 |
| Sharpe Ratio | NA | -0.06 | 0.16 | 0.17 | 0.32 | NA | NA | … | … | -0.74 | 0.38 | 0.00 | 0.75 | 0.05 | 0.17 | 0.09 | 0.85 | 0.27 | 1.33 | 0.04 | 0.38 | 1.21 | -0.03 | 0.16 | 0.15 | 0.03 | 0.27 | -0.38 | -1.65 | 0.19 | -1.19 |
| Standard Deviation(%) | NA | 7.62 | 9.54 | 9.30 | 11.23 | NA | NA | … | … | 7.66 | 7.12 | 10.55 | 11.20 | 8.90 | 9.18 | 20.26 | 10.73 | 11.58 | 9.50 | 9.15 | 9.60 | 8.30 | 14.09 | 14.45 | 20.52 | 16.83 | 30.32 | 26.94 | 9.35 | 12.18 | 16.07 |
| Draw Down(%) | NA | 2.97 | 3.19 | 4.57 | 13.93 | NA | NA | … | … | 2.84 | 2.97 | 3.10 | 3.19 | 3.60 | 3.42 | 13.93 | 3.34 | 3.37 | 2.69 | 5.34 | 3.67 | 3.43 | 15.54 | 7.10 | 13.68 | 12.02 | 14.61 | 24.90 | 19.01 | 5.16 | 5.32 |
| Yield(%) | 0.00 | 4.70 | 5.04 | 4.19 | 3.86 | 3.19 | 2.70 | … | … | 1.85 | 4.99 | 4.41 | 6.10 | 2.52 | 0.51 | 1.06 | 6.12 | 3.04 | 1.96 | 1.37 | 1.70 | 0.97 | 1.04 | 1.31 | 1.17 | 1.15 | 1.99 | 4.65 | 6.14 | 5.83 | 0.04 |
Data as of 06/04/2026, Common starting date is 11/07/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GJO (Strats SM Trust for Wal Mart Stores Inc Securities Series 2005-4 GIC) |
-7.55%
May 2006 – May 2009 |
-2.95%
Aug 2006 – Aug 2011 |
0.44%
Dec 2006 – Dec 2016 |
1.88%
Apr 2007 – Apr 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GJO (Strats SM Trust for Wal Mart Stores Inc Securities Series 2005-4 GIC) |
9.37%
Dec 2016 – Dec 2019 |
6.71%
Mar 2020 – Mar 2025 |
5.91%
Dec 2013 – Dec 2023 |
5.27%
May 2009 – May 2024 |
Annualized Rolling Returns Comparison Chart