Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
GMTI (GreenMan Technologies) | NA | -28.40% | 19.49% | 11.27% | -12.48% | -15.76% | NA | -23.48% |
Data as of 08/06/2012, AR inception is 10/03/1995
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
GMTI (GreenMan Technologies) | 10/03/1995 | 08/06/2012 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -3.33 | -28.40 | 19.49 | 11.27 | -12.48 | -15.76 | NA | -23.48 | 16.00 | -9.09 | 14.58 | 92.00 | -50.00 | 38.89 | 140.00 | -89.51 | 7.52 | -36.67 | 81.03 | 205.26 | 11.76 | -27.66 | -83.27 | -51.77 | -84.00 | -13.38 |
Sharpe Ratio | NA | -0.19 | 0.17 | 0.07 | -0.08 | NA | NA | -0.19 | 0.27 | -0.08 | 0.13 | 0.63 | -0.30 | 0.29 | 0.84 | -0.76 | 0.10 | -0.64 | 1.31 | 0.98 | 0.03 | -0.16 | -0.60 | -0.84 | -0.88 | -0.70 |
Standard Deviation(%) | NA | 116.53 | 114.15 | 150.29 | 174.59 | NA | NA | 142.10 | 106.66 | 108.34 | 109.95 | 146.68 | 168.62 | 123.78 | 164.62 | 120.25 | 62.66 | 58.08 | 61.12 | 212.03 | 231.00 | 195.95 | 144.12 | 126.23 | 98.70 | 69.45 |
Draw Down(%) | NA | 44.44 | 55.38 | 77.78 | 95.00 | NA | NA | 99.71 | 31.76 | 46.07 | 42.03 | 52.00 | 70.59 | 40.00 | 59.65 | 90.32 | 36.88 | 41.86 | 32.84 | 42.31 | 71.59 | 86.52 | 90.78 | 68.23 | 84.53 | 28.32 |
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 |
Data as of 08/06/2012, AR inception is 10/03/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GMTI (GreenMan Technologies) |
-77.75%
Nov 1995 - Nov 1998 |
-59.84%
Dec 1995 - Dec 2000 |
-42.26%
Dec 1995 - Dec 2005 |
-25.23%
Nov 1995 - Nov 2010 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
GMTI (GreenMan Technologies) |
83.48%
Dec 1999 - Dec 2002 |
35.10%
Nov 1999 - Nov 2004 |
8.08%
May 2001 - May 2011 |
-11.51%
May 1997 - May 2012 |
Annualized Rolling Returns Comparison Chart