Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GLAXD (GSK plc) | NA | 24.14% | 3.92% | 3.22% | 0.37% | -0.67% | 0.75% | -0.59% |
Data as of 10/13/2022, AR inception is 01/05/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GLAXD (GSK plc) | 01/05/2001 | 10/13/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.49 | 24.14 | 3.92 | 3.22 | 0.37 | -0.67 | 0.75 | -0.59 | 7.30 | 23.10 | -24.70 | 26.00 | 6.53 | -9.09 | -7.37 | -1.65 | -19.66 | 22.97 | -4.61 | 15.35 | -6.90 | 13.51 | -27.28 | -2.15 | 2.77 | 8.12 | 2.63 | 23.24 | -24.87 | -7.51 |
| Sharpe Ratio | NA | 0.42 | 0.07 | 0.06 | 0.00 | NA | NA | -0.04 | 0.14 | 0.62 | -0.51 | 0.99 | 0.16 | -0.36 | -0.24 | -0.06 | -0.78 | 1.25 | -0.28 | 0.61 | -0.24 | 0.52 | -0.64 | -0.22 | -0.03 | 0.26 | 0.08 | 0.72 | -0.28 | -0.38 |
| Standard Deviation(%) | NA | 55.53 | 46.87 | 40.85 | 34.47 | NA | NA | 35.90 | 58.88 | 37.32 | 49.14 | 24.88 | 32.29 | 27.18 | 31.89 | 29.90 | 25.36 | 18.35 | 16.85 | 25.26 | 28.61 | 25.86 | 44.09 | 23.50 | 18.30 | 22.83 | 20.49 | 31.20 | 91.89 | 26.67 |
| Draw Down(%) | NA | 36.23 | 37.14 | 37.14 | 47.62 | NA | NA | 54.88 | 36.23 | 16.22 | 37.14 | 8.92 | 14.43 | 23.94 | 20.89 | 25.05 | 26.79 | 9.21 | 12.15 | 13.11 | 23.93 | 26.47 | 41.82 | 20.03 | 9.91 | 11.41 | 16.34 | 18.48 | 49.93 | 15.71 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/13/2022, AR inception is 01/05/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLAXD (GSK plc) |
-16.21%
Mar 2006 - Mar 2009 |
-7.69%
May 2005 - May 2010 |
-3.84%
Nov 2007 - Nov 2017 |
-2.82%
Oct 2005 - Oct 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLAXD (GSK plc) |
16.24%
May 2010 - May 2013 |
12.94%
Feb 2009 - Feb 2014 |
3.46%
Jul 2012 - Jul 2022 |
1.62%
Jul 2007 - Jul 2022 |
Annualized Rolling Returns Comparison Chart