Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GOGL (Golden Ocean Group Limited) | -5.83% | -31.96% | 0.41% | 30.85% | -2.85% | -8.21% | -8.15% | -0.25% |
Data as of 07/18/2025, AR inception is 02/07/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GOGL (Golden Ocean Group Limited) | 02/07/1997 | 07/18/2025 |
| 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 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.14 | -31.96 | 0.41 | 30.85 | -2.85 | -8.21 | -8.15 | -0.25 | -5.83 | 1.86 | 18.86 | 15.44 | 135.46 | -19.32 | -0.05 | -20.18 | 73.04 | -11.96 | -76.38 | -47.81 | 92.09 | -56.54 | -32.40 | 84.07 | -8.14 | -32.12 | 12.28 | 11.48 | -18.62 | 224.45 | 5.21 | 0.05 | -17.92 | 86.45 | -29.29 | -23.32 | 33.16 |
| Sharpe Ratio | NA | -0.71 | -0.07 | 0.55 | -0.08 | NA | NA | -0.04 | -0.23 | -0.05 | 0.43 | 0.24 | 2.28 | -0.29 | -0.03 | -0.55 | 1.31 | -0.15 | -0.98 | -0.73 | 1.71 | -1.52 | -0.71 | 2.19 | -0.14 | -0.43 | 0.27 | 0.27 | -0.51 | 4.19 | 0.10 | -0.04 | -0.57 | 2.13 | -0.90 | -0.75 | 1.25 |
| Standard Deviation(%) | NA | 49.71 | 43.62 | 49.93 | 56.50 | NA | NA | 50.50 | 59.52 | 35.40 | 35.60 | 58.51 | 59.38 | 67.30 | 46.36 | 39.64 | 55.56 | 81.01 | 77.81 | 65.23 | 53.82 | 37.43 | 45.72 | 38.42 | 60.28 | 77.10 | 33.97 | 29.92 | 40.96 | 53.31 | 45.57 | 25.99 | 36.32 | 38.57 | 36.10 | 35.93 | 27.22 |
| Draw Down(%) | NA | 49.07 | 54.60 | 54.60 | 87.87 | NA | NA | 97.35 | 34.39 | 40.71 | 33.24 | 51.12 | 33.22 | 55.57 | 37.19 | 40.37 | 37.23 | 49.53 | 82.72 | 76.13 | 28.80 | 64.55 | 42.28 | 20.74 | 34.11 | 64.76 | 27.27 | 24.58 | 44.56 | 23.78 | 42.35 | 36.55 | 37.26 | 15.68 | 39.43 | 37.06 | 13.10 |
| Yield(%) | 0.00 | 6.08 | 8.75 | 31.28 | 3.08 | 2.56 | 2.15 | 6.22 | 2.14 | 12.51 | 5.99 | 23.98 | 33.47 | 0.89 | 5.30 | 5.33 | 0.00 | 0.00 | 0.00 | 6.97 | 11.77 | 8.84 | 8.81 | 12.49 | 1.62 | 11.32 | 10.54 | 14.49 | 15.40 | 34.03 | 18.07 | 6.75 | 11.38 | 19.52 | 7.19 | 3.68 | 4.45 |
Data as of 07/18/2025, AR inception is 02/07/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GOGL (Golden Ocean Group Limited) |
-55.80%
Sep 2013 - Sep 2016 |
-49.22%
Feb 2011 - Feb 2016 |
-26.02%
Jul 2006 - Jul 2016 |
-19.10%
May 2005 - May 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GOGL (Golden Ocean Group Limited) |
80.20%
Jul 2002 - Jul 2005 |
47.26%
Jul 2003 - Jul 2008 |
17.48%
Aug 1998 - Aug 2008 |
10.52%
Jun 1999 - Jun 2014 |
Annualized Rolling Returns Comparison Chart