Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GLARX (Alternative Risk Premia Portfolio) | NA | -6.21% | NA | NA | NA | NA | NA | … | … |
Data as of 12/01/2020, Common starting date is 12/20/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GLARX (Alternative Risk Premia Portfolio) | 12/20/2018 | 12/01/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -6.21 | NA | NA | NA | NA | NA | … | … | -6.52 | 5.11 | 0.70 |
| Sharpe Ratio | NA | -1.35 | NA | NA | NA | NA | NA | … | … | -1.07 | 0.89 | 2.25 |
| Standard Deviation(%) | NA | 16.53 | NA | NA | NA | NA | NA | … | … | 17.26 | 4.13 | 14.40 |
| Draw Down(%) | NA | 20.13 | NA | NA | NA | NA | NA | … | … | 20.13 | 3.91 | 1.30 |
| Yield(%) | 0.00 | 0.05 | 0.02 | 0.01 | 0.01 | 0.00 | 0.00 | … | … | 0.00 | 0.05 | 0.00 |
Data as of 12/01/2020, Common starting date is 12/20/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLARX (Alternative Risk Premia Portfolio) |
0.00%
NA |
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 |
|---|---|---|---|---|
| GLARX (Alternative Risk Premia Portfolio) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart