Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GPX (GP Strategies Corporation) | NA | 2.41% | -0.80% | -16.40% | -0.84% | 2.90% | 8.27% | -1.38% |
Data as of 12/17/2021, AR inception is 03/17/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GPX (GP Strategies Corporation) | 03/17/1992 | 12/17/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.71 | 2.41 | -0.80 | -16.40 | -0.84 | 2.90 | 8.27 | -1.38 | 0.34 | -10.36 | 4.92 | -45.65 | -18.88 | 13.90 | -25.99 | 13.90 | 44.26 | 53.19 | 31.64 | 35.99 | 66.96 | -57.65 | 28.31 | 1.72 | 12.36 | 5.59 | 58.51 | 32.82 | -11.75 | -28.82 | -59.17 | 8.11 | 80.49 | -10.22 | 18.10 | -56.06 | 53.49 | -40.28 |
| Sharpe Ratio | NA | 0.03 | -0.02 | -0.27 | -0.03 | NA | NA | -0.04 | 0.00 | -0.12 | 0.08 | -1.20 | -0.74 | 0.39 | -0.81 | 0.43 | 1.45 | 1.71 | 0.63 | 0.83 | 1.08 | -0.82 | 1.00 | -0.09 | 0.38 | 0.14 | 2.03 | 0.70 | -0.18 | -0.37 | -0.72 | 0.10 | 0.58 | -0.32 | 0.22 | -1.04 | 0.76 | -0.84 |
| Standard Deviation(%) | NA | 88.18 | 76.94 | 63.18 | 50.16 | NA | NA | 53.73 | 88.75 | 90.25 | 44.75 | 39.03 | 26.32 | 34.89 | 31.99 | 32.33 | 30.40 | 31.32 | 50.54 | 43.48 | 61.93 | 70.92 | 25.45 | 18.29 | 26.97 | 33.17 | 28.47 | 45.21 | 77.36 | 89.44 | 86.07 | 46.28 | 43.15 | 42.93 | 64.18 | 56.95 | 67.03 | 59.35 |
| Draw Down(%) | NA | 52.90 | 67.96 | 82.51 | 85.40 | NA | NA | 89.33 | 52.90 | 63.56 | 34.75 | 54.29 | 27.05 | 28.56 | 40.21 | 24.62 | 14.94 | 17.83 | 34.81 | 21.91 | 46.14 | 66.94 | 21.19 | 17.89 | 23.74 | 21.91 | 12.67 | 31.57 | 52.75 | 52.74 | 69.08 | 47.67 | 33.10 | 35.48 | 27.03 | 68.42 | 28.79 | 50.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.21 | 0.08 | 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 | 1.43 | 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 12/17/2021, AR inception is 03/17/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GPX (GP Strategies Corporation) |
-45.79%
Nov 1998 - Nov 2001 |
-29.36%
Mar 2015 - Mar 2020 |
-14.74%
Mar 1999 - Mar 2009 |
-10.46%
Feb 1994 - Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GPX (GP Strategies Corporation) |
70.03%
Mar 2009 - Mar 2012 |
53.74%
Feb 2009 - Feb 2014 |
19.15%
Nov 2001 - Nov 2011 |
17.75%
Nov 2001 - Nov 2016 |
Annualized Rolling Returns Comparison Chart