Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GLUX (Great Lakes Aviation Ltd) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% |
Data as of 07/21/2021, AR inception is 01/20/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GLUX (Great Lakes Aviation Ltd) | 01/20/1994 | 07/21/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -85.71 | 40.00 | -61.54 | 44.44 | -64.00 | -39.02 | -66.12 | -39.50 | 166.67 | -55.88 | 21.43 | -6.67 | -34.78 | 1.32 | 127.00 | 0.00 | 127.27 | 266.67 | -71.43 | -44.00 | -62.50 | -30.43 | 64.29 | -30.00 | -33.33 | -25.00 | -59.18 |
| Sharpe Ratio | NA | -0.12 | -0.10 | -0.07 | -0.08 | NA | NA | -0.08 | 0.40 | -0.19 | 0.06 | -0.34 | 0.04 | -0.20 | -0.14 | -0.58 | -0.61 | 1.27 | -0.35 | 0.03 | -0.19 | -0.50 | -0.32 | 0.83 | -0.16 | 0.47 | 0.66 | -0.28 | -0.36 | -1.09 | -0.07 | 1.03 | -0.50 | -0.28 | -0.97 | -0.70 |
| Standard Deviation(%) | NA | 613.28 | 432.99 | 459.27 | 380.66 | NA | NA | 267.85 | 668.90 | 456.36 | 299.71 | 244.21 | 636.91 | 484.80 | 403.94 | 145.17 | 95.01 | 117.91 | 212.42 | 97.33 | 134.17 | 108.36 | 65.00 | 126.96 | 129.17 | 227.20 | 373.42 | 327.95 | 183.88 | 120.74 | 80.24 | 94.45 | 151.94 | 112.75 | 89.99 | 82.84 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | 100.00 | 100.00 | 92.86 | 82.35 | 78.26 | 95.56 | 85.71 | 94.32 | 72.36 | 60.47 | 33.13 | 79.41 | 36.36 | 48.42 | 59.60 | 39.39 | 49.17 | 48.00 | 67.82 | 73.33 | 86.21 | 90.00 | 72.73 | 44.00 | 40.00 | 79.31 | 70.75 | 51.79 | 72.73 |
| 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 | 0.00 | 0.00 |
Data as of 07/21/2021, AR inception is 01/20/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLUX (Great Lakes Aviation Ltd) |
-63.16%
May 2018 - May 2021 |
-52.30%
Oct 2012 - Oct 2017 |
-40.17%
Dec 2010 - Dec 2020 |
-27.60%
May 2006 - May 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLUX (Great Lakes Aviation Ltd) |
102.74%
Dec 2002 - Dec 2005 |
80.51%
Dec 2002 - Dec 2007 |
32.49%
Dec 2002 - Dec 2012 |
6.66%
Nov 1997 - Nov 2012 |
Annualized Rolling Returns Comparison Chart