Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GNCMA (GCI Liberty Inc) | NA | 93.08% | 35.91% | 32.39% | NA | NA | NA | 35.75% |
Data as of 03/14/2018, AR inception is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GNCMA (GCI Liberty Inc) | 06/18/2012 | 03/14/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.48 | 93.08 | 35.91 | 32.39 | NA | NA | NA | 35.75 | -7.02 | 100.62 | -1.67 | 43.85 | 23.32 | 16.27 | 21.86 | -22.67 | 98.43 | -21.14 | -7.54 | -44.37 | 52.27 | -6.43 | 26.90 | 29.66 | -21.34 | 21.86 | 60.00 | 7.69 | -38.68 | -18.46 | 58.54 | 32.26 |
| Sharpe Ratio | NA | 1.37 | 0.32 | 0.28 | 0.02 | NA | NA | 0.24 | -2.51 | 1.45 | -1.04 | 0.75 | 0.17 | -0.07 | 0.68 | -0.77 | 2.08 | -0.52 | -0.35 | -1.49 | 1.14 | -0.91 | 0.18 | 0.18 | -0.49 | 0.01 | 0.53 | 0.07 | -0.56 | -0.52 | 0.84 | 1.83 |
| Standard Deviation(%) | NA | 53.63 | 42.12 | 37.66 | 49.30 | NA | NA | 37.88 | 22.26 | 56.50 | 34.34 | 33.57 | 27.51 | 31.78 | 40.81 | 53.54 | 38.42 | 75.86 | 78.07 | 44.67 | 26.31 | 30.33 | 39.94 | 56.40 | 84.16 | 59.04 | 69.37 | 61.17 | 74.78 | 42.25 | 64.76 | 61.96 |
| Draw Down(%) | NA | 16.35 | 42.57 | 42.57 | 64.94 | NA | NA | 42.57 | 15.51 | 18.24 | 37.15 | 18.12 | 19.62 | 21.69 | 26.78 | 43.39 | 20.00 | 56.10 | 50.65 | 53.29 | 13.12 | 27.54 | 24.85 | 31.41 | 71.66 | 30.37 | 41.94 | 42.60 | 65.67 | 27.46 | 36.99 | 12.90 |
| 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 |
Data as of 03/14/2018, AR inception is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GNCMA (GCI Liberty Inc) |
13.04%
Sep 2013 - Sep 2016 |
32.40%
Dec 2012 - Dec 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GNCMA (GCI Liberty Inc) |
56.93%
Jul 2014 - Jul 2017 |
37.57%
Jan 2013 - Jan 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart