Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GRSIX (Chn & Strs Insti Glbl Rlty Shrs) | NA | 2.34% | 1.26% | 4.75% | 4.00% | NA | NA | … | … |
Data as of 03/23/2018, Common starting date is 08/23/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GRSIX (Chn & Strs Insti Glbl Rlty Shrs) | 08/23/2006 | 03/23/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.90 | 2.34 | 1.26 | 4.75 | 4.00 | NA | NA | … | … | -7.43 | 12.93 | 3.82 | 2.50 | 14.11 | 4.07 | 25.91 | -9.15 | 17.56 | 38.68 | -42.05 | -13.01 | 16.65 |
| Sharpe Ratio | NA | 0.17 | 0.07 | 0.37 | 0.16 | NA | NA | … | … | -2.05 | 1.71 | 0.24 | 0.18 | 1.54 | 0.30 | 1.96 | -0.36 | 0.80 | 0.91 | -0.84 | -0.73 | 6.32 |
| Standard Deviation(%) | NA | 9.25 | 12.49 | 12.27 | 25.15 | NA | NA | … | … | 14.61 | 7.23 | 14.91 | 13.68 | 9.16 | 13.32 | 13.28 | 25.75 | 21.82 | 42.54 | 51.32 | 21.97 | 8.11 |
| Draw Down(%) | NA | 9.07 | 13.84 | 15.39 | 65.48 | NA | NA | … | … | 9.07 | 4.59 | 12.48 | 13.05 | 8.02 | 15.39 | 10.38 | 25.16 | 15.53 | 39.20 | 59.75 | 23.96 | 1.63 |
| Yield(%) | 0.00 | 2.81 | 3.41 | 3.44 | 3.23 | 2.22 | 1.67 | … | … | 0.00 | 2.87 | 6.05 | 2.76 | 2.31 | 2.61 | 5.24 | 1.58 | 5.12 | 7.86 | 1.62 | 2.11 | 0.00 |
Data as of 03/23/2018, Common starting date is 08/23/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GRSIX (Chn & Strs Insti Glbl Rlty Shrs) |
-14.56%
Jan 2007 – Jan 2010 |
-5.77%
May 2007 – May 2012 |
1.40%
Jan 2007 – Jan 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GRSIX (Chn & Strs Insti Glbl Rlty Shrs) |
32.18%
Feb 2009 – Feb 2012 |
23.26%
Feb 2009 – Feb 2014 |
4.58%
Jan 2008 – Jan 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart