Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GNW (Genworth Financial, Inc.) | 14.45% | 18.52% | 25.68% | 29.70% | 1.27% | -4.33% | -6.47% | -3.85% |
Data as of 07/25/2025, AR inception is 05/25/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GNW (Genworth Financial, Inc.) | 05/25/2004 | 07/25/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 7.53 | 18.52 | 25.68 | 29.70 | 1.27 | -4.33 | -6.47 | -3.85 | 14.45 | 4.34 | 26.28 | 30.62 | 7.14 | -14.09 | -5.58 | 49.84 | -18.37 | 2.14 | -56.12 | -45.27 | 106.79 | 14.66 | -50.15 | 15.77 | 301.06 | -88.88 | -25.61 | -1.07 | 28.07 | 38.46 |
| Sharpe Ratio | NA | 0.39 | 0.59 | 0.57 | -0.04 | NA | NA | -0.08 | 0.24 | -0.09 | 0.56 | 0.86 | 0.12 | -0.17 | -0.72 | 0.56 | -0.98 | -0.40 | -1.31 | -1.09 | 2.82 | -0.07 | -1.03 | -0.06 | 2.30 | -0.53 | -1.50 | -1.34 | 0.35 | 2.09 |
| Standard Deviation(%) | NA | 33.47 | 33.77 | 44.83 | 53.73 | NA | NA | 69.71 | 39.07 | 25.12 | 39.48 | 34.18 | 57.55 | 84.60 | 39.94 | 50.46 | 38.50 | 79.00 | 57.12 | 58.49 | 31.27 | 54.63 | 66.43 | 49.60 | 123.07 | 203.23 | 31.92 | 17.56 | 19.87 | 22.28 |
| Draw Down(%) | NA | 21.74 | 26.09 | 43.49 | 79.33 | NA | NA | 97.63 | 17.52 | 14.48 | 26.09 | 22.02 | 28.84 | 58.13 | 41.92 | 25.10 | 25.24 | 57.63 | 62.08 | 58.92 | 13.42 | 56.81 | 65.62 | 44.15 | 73.50 | 96.46 | 36.95 | 10.95 | 11.91 | 9.57 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.18 | 0.35 | 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 | 1.60 | 1.09 | 0.90 | 1.00 | 0.33 |
Data as of 07/25/2025, AR inception is 05/25/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GNW (Genworth Financial, Inc.) |
-65.77%
Feb 2006 - Feb 2009 |
-31.46%
May 2007 - May 2012 |
-23.32%
Feb 2006 - Feb 2016 |
-16.33%
Jul 2005 - Jul 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GNW (Genworth Financial, Inc.) |
95.85%
Feb 2009 - Feb 2012 |
66.62%
Feb 2009 - Feb 2014 |
12.38%
Nov 2008 - Nov 2018 |
11.45%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart