Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GMTA (GATX Corporation SR NT 2066) | NA | 2.84% | 4.96% | 5.62% | NA | NA | NA | 5.53% |
Data as of 05/28/2021, AR inception is 05/18/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMTA (GATX Corporation SR NT 2066) | 05/18/2016 | 05/28/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.12 | 2.84 | 4.96 | 5.62 | NA | NA | NA | 5.53 | -2.98 | 1.19 | 16.29 | -21.00 | 6.91 | -9.17 |
| Sharpe Ratio | NA | 0.23 | 0.13 | 0.18 | NA | NA | NA | 0.18 | -0.83 | 0.02 | 1.24 | -2.02 | 0.54 | -0.97 |
| Standard Deviation(%) | NA | 12.41 | 33.09 | 26.74 | NA | NA | NA | 26.67 | 8.72 | 55.05 | 11.95 | 11.08 | 11.71 | 14.89 |
| Draw Down(%) | NA | 7.39 | 45.73 | 45.73 | NA | NA | NA | 45.73 | 3.74 | 45.73 | 9.03 | 24.17 | 7.08 | 18.96 |
| Yield(%) | 0.00 | 5.44 | 5.13 | 5.45 | 2.71 | 1.81 | 1.36 | 5.42 | 2.68 | 3.86 | 6.28 | 5.43 | 5.90 | 3.05 |
Data as of 05/28/2021, AR inception is 05/18/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMTA (GATX Corporation SR NT 2066) |
3.43%
Mar 2017 - Mar 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 |
|---|---|---|---|---|
| GMTA (GATX Corporation SR NT 2066) |
10.90%
Dec 2016 - Dec 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart