Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GJV | NA | 7.95% | 5.83% | 3.15% | 7.32% | NA | NA | 7.06% |
Data as of 12/04/2019, AR inception is 08/02/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GJV | 08/02/2007 | 12/04/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.58 | 7.95 | 5.83 | 3.15 | 7.32 | NA | NA | 7.06 | 2.23 | -47.40 | 2.86 | -0.55 | -1.09 | 4.15 | -3.00 | 1.08 | 0.24 | 13.85 | 29.12 | -22.66 | -7.26 |
| Sharpe Ratio | NA | 0.13 | -0.45 | -0.36 | -0.01 | NA | NA | 0.01 | 0.09 | 0.49 | 0.23 | -0.08 | -0.10 | 0.40 | -0.33 | 0.09 | 0.02 | 0.74 | 0.50 | -0.31 | -0.58 |
| Standard Deviation(%) | NA | 10.61 | 38.92 | 30.85 | 23.50 | NA | NA | 34.82 | 10.66 | 7.99 | 9.88 | 10.08 | 10.83 | 10.43 | 9.12 | 11.15 | 13.45 | 18.60 | 57.62 | 74.78 | 33.23 |
| Draw Down(%) | NA | 7.11 | 49.15 | 49.15 | 49.15 | NA | NA | 50.17 | 7.11 | 3.06 | 4.32 | 5.45 | 5.51 | 5.47 | 8.10 | 4.15 | 10.33 | 8.24 | 32.26 | 54.56 | 15.14 |
| Yield(%) | 0.00 | 5.03 | 5.12 | 3.03 | 6.04 | 4.79 | 3.59 | 5.98 | 8.38 | 6.81 | 3.44 | 0.00 | 0.00 | 7.09 | 6.92 | 7.05 | 7.03 | 8.17 | 10.61 | 7.96 | 3.69 |
Data as of 12/04/2019, AR inception is 08/02/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GJV (GJV) |
0.09%
Apr 2015 - Apr 2018 |
3.22%
Apr 2013 - Apr 2018 |
6.93%
Jan 2008 - Jan 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GJV (GJV) |
36.53%
Nov 2008 - Nov 2011 |
24.16%
Nov 2008 - Nov 2013 |
13.69%
Nov 2008 - Nov 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart