Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GLOG (GasLog Ltd) | NA | 90.64% | -30.56% | -14.91% | NA | NA | NA | … | … |
Data as of 10/20/2021, Common starting date is 03/30/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GLOG (GasLog Ltd) | 03/30/2012 | 10/20/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.41 | 90.64 | -30.56 | -14.91 | NA | NA | NA | … | … | 48.67 | -59.85 | -43.34 | -28.57 | 33.10 | 85.29 | -60.71 | 16.41 | 32.80 | -0.77 |
| Sharpe Ratio | NA | 1.48 | -0.44 | -0.26 | NA | NA | NA | … | … | 1.09 | -0.60 | -1.09 | -0.76 | 0.99 | 1.49 | -1.10 | 0.29 | 1.39 | -0.03 |
| Standard Deviation(%) | NA | 61.14 | 70.86 | 59.12 | NA | NA | NA | … | … | 58.89 | 100.50 | 41.11 | 39.58 | 32.91 | 56.89 | 55.22 | 55.93 | 23.63 | 32.35 |
| Draw Down(%) | NA | 35.93 | 87.43 | 87.43 | NA | NA | NA | … | … | 35.93 | 75.61 | 54.76 | 30.44 | 27.49 | 34.10 | 69.05 | 50.58 | 12.35 | 28.35 |
| Yield(%) | 0.00 | 23.73 | 4.15 | 4.50 | 4.83 | 3.22 | 2.42 | … | … | 16.71 | 3.07 | 5.98 | 4.73 | 3.51 | 6.77 | 2.96 | 3.15 | 3.77 | 0.94 |
Data as of 10/20/2021, Common starting date is 03/30/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLOG (GasLog Ltd) |
-43.59%
Oct 2017 – Oct 2020 |
-27.58%
Jun 2015 – Jun 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLOG (GasLog Ltd) |
41.14%
Jan 2016 – Jan 2019 |
16.91%
Jul 2012 – Jul 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart