Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GRI (GRI Bio, Inc.) | NA | 14.78% | 6.50% | 4.08% | 7.76% | NA | NA | 3.92% |
Data as of 01/10/2020, AR inception is 05/23/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GRI (GRI Bio, Inc.) | 05/23/2008 | 01/10/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.35 | 14.78 | 6.50 | 4.08 | 7.76 | NA | NA | 3.92 | -1.66 | 21.52 | -5.70 | 9.47 | 1.47 | 1.14 | 14.39 | 0.79 | 29.54 | -5.72 | 20.75 | 33.91 | -47.03 |
| Sharpe Ratio | NA | 1.33 | 0.52 | 0.27 | 0.48 | NA | NA | 0.14 | -1.96 | 2.01 | -0.59 | 1.01 | 0.08 | 0.07 | 1.45 | 0.05 | 2.14 | -0.22 | 0.91 | 0.85 | -1.11 |
| Standard Deviation(%) | NA | 10.03 | 10.40 | 12.64 | 15.83 | NA | NA | 23.11 | 23.65 | 10.00 | 11.87 | 8.80 | 15.79 | 15.03 | 9.91 | 14.62 | 13.88 | 26.16 | 22.82 | 39.75 | 58.84 |
| Draw Down(%) | NA | 4.65 | 10.00 | 16.10 | 23.71 | NA | NA | 68.86 | 2.43 | 4.65 | 9.17 | 4.45 | 13.15 | 14.42 | 8.49 | 16.24 | 9.57 | 23.71 | 13.52 | 43.16 | 63.47 |
| Yield(%) | 0.00 | 3.50 | 2.72 | 2.86 | 4.43 | 2.28 | 1.71 | 3.11 | 0.00 | 3.69 | 2.87 | 1.62 | 3.64 | 3.33 | 3.24 | 1.01 | 8.70 | 3.50 | 6.09 | 6.61 | 1.02 |
Data as of 01/10/2020, AR inception is 05/23/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GRI (GRI Bio, Inc.) |
-2.06%
Sep 2008 - Sep 2011 |
2.27%
Apr 2013 - Apr 2018 |
4.24%
Jun 2008 - Jun 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GRI (GRI Bio, Inc.) |
33.09%
Feb 2009 - Feb 2012 |
23.27%
Feb 2009 - Feb 2014 |
14.14%
Mar 2009 - Mar 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart