Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GONFX (GOTHAM NEUTRAL 500 FUND INSTITUTIONAL CLASS) | NA | 3.24% | -2.01% | 0.91% | NA | NA | NA | … | … |
Data as of 01/07/2022, Common starting date is 10/03/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GONFX (GOTHAM NEUTRAL 500 FUND INSTITUTIONAL CLASS) | 10/03/2016 | 01/07/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.24 | -2.01 | 0.91 | NA | NA | NA | … | … | 0.00 | 6.27 | -11.72 | 0.12 | 2.79 | 8.68 | 4.40 |
| Sharpe Ratio | NA | 0.56 | -0.28 | 0.03 | NA | NA | NA | … | … | NA | 1.29 | -0.86 | -0.29 | 0.27 | 1.93 | 2.77 |
| Standard Deviation(%) | NA | 5.75 | 9.13 | 7.72 | NA | NA | NA | … | … | NA | 7.55 | 13.91 | 4.42 | 5.48 | 4.18 | 6.68 |
| Draw Down(%) | NA | 5.54 | 15.45 | 16.08 | NA | NA | NA | … | … | NA | 5.54 | 13.48 | 4.94 | 4.15 | 4.29 | 1.23 |
| Yield(%) | 0.00 | 0.00 | 0.59 | 0.89 | 0.47 | 0.31 | 0.23 | … | … | 0.00 | 0.00 | 0.60 | 1.18 | 1.84 | 0.53 | 0.00 |
Data as of 01/07/2022, Common starting date is 10/03/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GONFX (GOTHAM NEUTRAL 500 FUND INSTITUTIONAL CLASS) |
-3.85%
Feb 2018 – Feb 2021 |
0.85%
Nov 2016 – Nov 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GONFX (GOTHAM NEUTRAL 500 FUND INSTITUTIONAL CLASS) |
4.02%
Nov 2016 – Nov 2019 |
0.97%
Dec 2016 – Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart