Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSB (GlobalSCAPE Inc) | NA | 11.72% | 54.73% | 34.42% | 19.14% | 19.60% | NA | 33.87% |
Data as of 08/28/2020, AR inception is 09/09/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSB (GlobalSCAPE Inc) | 09/09/2003 | 08/28/2020 |
| 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 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.63 | 11.72 | 54.73 | 34.42 | 19.14 | 19.60 | NA | 33.87 | -3.56 | 119.42 | 26.20 | -12.78 | 1.50 | 80.63 | -4.72 | 62.94 | -10.06 | -19.70 | 31.13 | 79.76 | -84.73 | 89.00 | 162.16 | 593.75 | 0.00 | 6.67 |
| Sharpe Ratio | NA | -0.59 | 0.26 | 0.00 | -0.16 | NA | NA | 0.07 | -0.31 | 1.49 | 0.15 | -0.81 | -0.82 | 1.30 | -0.39 | 0.75 | -0.57 | -0.67 | 0.20 | 0.74 | -1.28 | 0.81 | 1.69 | 3.23 | -0.09 | -0.03 |
| Standard Deviation(%) | NA | 68.86 | 53.86 | 49.02 | 51.95 | NA | NA | 95.39 | 69.51 | 64.33 | 31.44 | 39.46 | 39.49 | 47.88 | 59.17 | 59.31 | 50.42 | 56.80 | 63.48 | 83.17 | 81.18 | 82.74 | 83.39 | 177.17 | 207.82 | 266.82 |
| Draw Down(%) | NA | 60.82 | 61.72 | 61.72 | 61.72 | NA | NA | 93.15 | 55.46 | 34.34 | 22.73 | 37.50 | 21.57 | 15.80 | 47.44 | 24.32 | 41.42 | 48.42 | 39.53 | 43.33 | 86.48 | 47.31 | 40.27 | 70.79 | 56.00 | 43.48 |
| Yield(%) | 0.00 | 32.27 | 38.18 | 27.03 | 16.87 | 28.58 | 155.77 | 194.71 | 0.00 | 94.35 | 1.29 | 1.47 | 1.53 | 1.92 | 2.13 | 3.36 | 4.12 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/28/2020, AR inception is 09/09/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSB (GlobalSCAPE Inc) |
-40.57%
Feb 2006 - Feb 2009 |
-22.97%
Dec 2007 - Dec 2012 |
-4.12%
Oct 2007 - Oct 2017 |
24.31%
Feb 2004 - Feb 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSB (GlobalSCAPE Inc) |
252.36%
Oct 2004 - Oct 2007 |
68.47%
Jul 2004 - Jul 2009 |
37.61%
Jan 2004 - Jan 2014 |
37.75%
Jul 2004 - Jul 2019 |
Annualized Rolling Returns Comparison Chart