Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GLOI (Globaloptions Group, Inc.) | NA | 89.13% | 23.13% | 16.81% | NA | NA | NA | -16.63% |
Data as of 11/26/2013, AR inception is 06/27/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GLOI (Globaloptions Group, Inc.) | 06/27/2005 | 11/26/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 10.13 | 89.13 | 23.13 | 16.81 | NA | NA | NA | -16.63 | 77.55 | -5.77 | 4.00 | 51.52 | -17.09 | -55.78 | -62.50 | -48.28 | 24.46 |
| Sharpe Ratio | NA | 1.26 | 0.50 | 0.23 | NA | NA | NA | -0.20 | 0.97 | -0.17 | 0.16 | 0.89 | -0.17 | -0.49 | -0.72 | -0.43 | 0.75 |
| Standard Deviation(%) | NA | 70.82 | 46.58 | 71.35 | NA | NA | NA | 84.93 | 91.22 | 34.20 | 25.33 | 58.00 | 99.89 | 114.55 | 90.89 | 119.66 | 66.96 |
| Draw Down(%) | NA | 28.71 | 29.28 | 46.94 | NA | NA | NA | 95.49 | 28.71 | 27.63 | 18.38 | 27.92 | 39.53 | 68.44 | 77.30 | 55.86 | 36.11 |
| 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 |
Data as of 11/26/2013, AR inception is 06/27/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLOI (Globaloptions Group, Inc.) |
-58.90%
Aug 2005 - Aug 2008 |
-40.94%
Aug 2005 - Aug 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLOI (Globaloptions Group, Inc.) |
27.15%
Mar 2009 - Mar 2012 |
12.27%
Sep 2008 - Sep 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart