Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMM (Global Mofy AI Limited) | NA | 12.87% | 7.32% | -5.77% | -2.42% | NA | NA | … | … |
Data as of 08/23/2021, Common starting date is 03/23/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMM (Global Mofy AI Limited) | 03/23/2007 | 08/23/2021 |
| 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 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.59 | 12.87 | 7.32 | -5.77 | -2.42 | NA | NA | … | … | -0.17 | 12.16 | 17.41 | -13.26 | -32.28 | 11.71 | -15.28 | -0.65 | -1.78 | 17.96 | -18.95 | 18.76 | 72.38 | -49.24 | 36.19 |
| Sharpe Ratio | NA | 0.79 | 0.28 | -0.13 | -0.08 | NA | NA | … | … | -0.02 | 0.37 | 1.15 | -0.73 | -0.34 | 0.56 | -0.74 | -0.04 | -0.11 | 1.00 | -0.68 | 0.80 | 1.94 | -0.89 | 1.53 |
| Standard Deviation(%) | NA | 17.92 | 23.16 | 48.29 | 36.88 | NA | NA | … | … | 18.32 | 32.10 | 13.94 | 20.01 | 98.44 | 20.47 | 20.64 | 15.41 | 16.71 | 18.00 | 27.80 | 23.45 | 37.32 | 55.94 | 30.21 |
| Draw Down(%) | NA | 12.52 | 33.35 | 59.82 | 60.71 | NA | NA | … | … | 12.52 | 33.35 | 10.31 | 25.64 | 50.96 | 12.50 | 27.34 | 16.84 | 16.69 | 18.37 | 29.31 | 16.80 | 24.24 | 62.65 | 17.89 |
| Yield(%) | 0.00 | 0.00 | 0.78 | 0.74 | 1.46 | 1.73 | 1.30 | … | … | 0.00 | 0.00 | 1.18 | 1.94 | 1.00 | 1.71 | 2.00 | 2.26 | 1.80 | 2.24 | 2.82 | 2.61 | 1.16 | 1.82 | 2.44 |
Data as of 08/23/2021, Common starting date is 03/23/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMM (Global Mofy AI Limited) |
-22.46%
Mar 2017 – Mar 2020 |
-13.52%
Mar 2015 – Mar 2020 |
-6.06%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMM (Global Mofy AI Limited) |
32.18%
Feb 2009 – Feb 2012 |
16.53%
Feb 2009 – Feb 2014 |
3.19%
Apr 2007 – Apr 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart