Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GLOH (Glow Holdings Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% |
Data as of 03/23/2023, AR inception is 09/15/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GLOH (Glow Holdings Inc) | 09/15/1998 | 03/23/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -79.24 | 114.29 | 76.84 | -40.63 | -20.00 | -75.00 | 100.00 | 5.26 | -24.00 | -16.67 | 59,900.00 | -99.62 | -48.00 | -98.33 | 45.91 | -2.10 | 40.00 | 275.00 | 300.00 | -66.67 | -40.00 | -90.00 | -98.71 | -3.12 | -11.11 |
| Sharpe Ratio | NA | -0.49 | 0.06 | -0.06 | -0.05 | NA | NA | -0.09 | 0.00 | -0.47 | 0.42 | 0.44 | -0.21 | -0.08 | -0.22 | 0.56 | 0.04 | -0.08 | -0.06 | 85.83 | -0.08 | -0.08 | -0.09 | 0.02 | 0.00 | 0.02 | 0.17 | 0.88 | -0.34 | -0.09 | -0.39 | -0.39 | -0.04 | -0.09 |
| Standard Deviation(%) | NA | 168.11 | 248.03 | 237.47 | 245.38 | NA | NA | 426.92 | NA | 171.08 | 379.48 | 172.30 | 196.50 | 263.00 | 348.21 | 176.81 | 124.49 | 285.64 | 271.62 | 734.61 | 1,194.48 | 567.66 | 1,138.71 | 2,153.47 | 1,475.98 | 1,417.48 | 1,843.58 | 339.41 | 196.21 | 478.94 | 238.70 | 260.88 | 162.84 | 400.91 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | 100.00 | 100.00 | 85.71 | 89.47 | 60.42 | 71.71 | 72.90 | 95.95 | 85.00 | 60.00 | 96.54 | 88.33 | 97.33 | 99.92 | 48.00 | 98.33 | 85.41 | 84.76 | 86.53 | 99.33 | 50.00 | 66.67 | 93.33 | 96.43 | 99.32 | 50.91 | 61.11 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/23/2023, AR inception is 09/15/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLOH (Glow Holdings Inc) |
-94.15%
Nov 2008 - Nov 2011 |
-87.17%
May 2000 - May 2005 |
-67.25%
May 2003 - May 2013 |
-50.51%
Oct 2003 - Oct 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLOH (Glow Holdings Inc) |
787.90%
Nov 2011 - Nov 2014 |
280.73%
Dec 2011 - Dec 2016 |
76.23%
Dec 2011 - Dec 2021 |
-6.25%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison Chart