Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMIDX (GOTHAM MASTER INDEX PLUS FUND INSTITUTIONAL CLASS SHARES) | NA | -13.76% | -0.55% | NA | NA | NA | NA | 7.01% |
Data as of 01/20/2021, AR inception is 05/01/2017
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMIDX (GOTHAM MASTER INDEX PLUS FUND INSTITUTIONAL CLASS SHARES) | 05/01/2017 | 01/20/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -13.76 | -0.55 | NA | NA | NA | NA | 7.01 | 0.00 | -12.53 | 26.43 | -4.92 | 16.53 |
| Sharpe Ratio | NA | -0.46 | -0.06 | NA | NA | NA | NA | 0.24 | 0.00 | -0.41 | 1.96 | -0.36 | 3.37 |
| Standard Deviation(%) | NA | 31.03 | 21.84 | NA | NA | NA | NA | 19.90 | NA | 31.09 | 12.80 | 17.40 | 7.40 |
| Draw Down(%) | NA | 34.26 | 34.26 | NA | NA | NA | NA | 34.26 | 0.00 | 34.26 | 7.27 | 18.96 | 2.40 |
| Yield(%) | 0.00 | 0.00 | 6.07 | 4.79 | 2.39 | 1.60 | 1.20 | 7.98 | 0.00 | 0.00 | 8.88 | 11.90 | 1.59 |
Data as of 01/20/2021, AR inception is 05/01/2017
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMIDX (GOTHAM MASTER INDEX PLUS FUND INSTITUTIONAL CLASS SHARES) |
1.69%
Dec 2017 - Dec 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMIDX (GOTHAM MASTER INDEX PLUS FUND INSTITUTIONAL CLASS SHARES) |
7.15%
Jun 2017 - Jun 2020 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart