Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GPS (Gap Inc) | NA | 84.48% | 3.93% | 8.95% | -1.41% | 2.78% | 3.38% | … | … |
Data as of 10/15/2024, Common starting date is 07/22/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GPS (Gap Inc) | 07/22/1987 | 10/15/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.36 | 84.48 | 3.93 | 8.95 | -1.41 | 2.78 | 3.38 | … | … | 6.31 | 96.66 | -32.64 | -11.11 | 20.15 | -28.11 | -21.95 | 52.93 | -4.62 | -39.87 | 10.03 | 27.50 | 70.19 | -13.80 | 7.69 | 59.78 | -35.87 | 10.54 | 12.45 | -15.59 | -8.61 | 50.32 | 12.05 | -45.06 | -44.41 | 23.21 | 138.35 | 77.78 | 44.81 | 39.54 | -21.68 | 20.69 | -37.79 | 225.75 | 30.88 | 24.88 | 109.76 | -72.07 |
| Sharpe Ratio | NA | 1.56 | 0.00 | 0.10 | -0.06 | NA | NA | … | … | 0.02 | 1.71 | -0.57 | -0.21 | 0.21 | -0.73 | -0.61 | 1.65 | -0.10 | -1.60 | 0.40 | 1.15 | 2.24 | -0.36 | 0.26 | 1.40 | -0.65 | 0.25 | 0.40 | -0.78 | -0.30 | 1.39 | 0.20 | -0.76 | -0.70 | 0.41 | 2.80 | 2.29 | 1.04 | 1.09 | -0.64 | 0.50 | -0.94 | 5.21 | 0.65 | 0.62 | 2.52 | -1.20 |
| Standard Deviation(%) | NA | 56.77 | 57.53 | 64.34 | 52.37 | NA | NA | … | … | 53.08 | 54.77 | 59.83 | 53.90 | 93.20 | 40.35 | 38.06 | 31.89 | 47.30 | 24.95 | 25.31 | 23.94 | 31.63 | 38.15 | 29.30 | 42.51 | 56.68 | 30.67 | 23.30 | 22.67 | 32.14 | 35.79 | 56.07 | 62.78 | 69.58 | 48.90 | 48.16 | 32.21 | 39.33 | 32.80 | 38.41 | 37.37 | 42.45 | 42.32 | 39.33 | 31.14 | 41.52 | 81.86 |
| Draw Down(%) | NA | 32.67 | 68.46 | 77.67 | 85.09 | NA | NA | … | … | 32.67 | 50.65 | 55.35 | 55.63 | 70.56 | 46.77 | 28.93 | 21.46 | 43.32 | 42.22 | 22.88 | 20.73 | 18.43 | 32.94 | 35.35 | 30.83 | 54.83 | 22.98 | 14.49 | 28.65 | 27.23 | 20.85 | 47.49 | 67.25 | 64.47 | 39.06 | 28.09 | 16.43 | 25.79 | 18.48 | 40.04 | 29.86 | 51.17 | 13.72 | 40.38 | 26.41 | 25.00 | 78.83 |
| Yield(%) | 0.73 | 4.98 | 2.66 | 3.16 | 2.06 | 2.99 | 3.04 | … | … | 2.87 | 5.30 | 3.10 | 2.51 | 2.81 | 3.77 | 2.83 | 2.94 | 4.51 | 2.16 | 2.22 | 1.59 | 2.70 | 2.48 | 1.87 | 2.42 | 1.65 | 1.24 | 1.81 | 0.96 | 0.41 | 0.56 | 0.62 | 0.35 | 0.20 | 0.19 | 0.49 | 1.00 | 0.84 | 1.59 | 1.18 | 1.15 | 0.57 | 1.28 | 1.44 | 1.62 | 2.45 | 0.34 |
Data as of 10/15/2024, Common starting date is 07/22/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GPS (Gap Inc) |
-35.92%
Jul 1999 – Jul 2002 |
-28.11%
Mar 2015 – Mar 2020 |
-12.14%
Feb 1999 – Feb 2009 |
-5.08%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GPS (Gap Inc) |
84.24%
Jan 1996 – Jan 1999 |
60.19%
Dec 1994 – Dec 1999 |
43.74%
Jun 1989 – Jun 1999 |
24.43%
Nov 1987 – Nov 2002 |
Annualized Rolling Returns Comparison Chart