Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GSD (Global System Dynamics Inc.) | NA | -3.81% | 9.80% | NA | NA | NA | NA | … | … |
Data as of 04/09/2019, Common starting date is 11/12/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSD (Global System Dynamics Inc.) | 11/12/2015 | 04/09/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -3.81 | 9.80 | NA | NA | NA | NA | … | … | 10.23 | -14.76 | 15.66 | 23.55 | -0.23 |
| Sharpe Ratio | NA | -0.43 | 0.71 | NA | NA | NA | NA | … | … | 4.09 | -1.04 | 1.80 | 1.28 | -0.11 |
| Standard Deviation(%) | NA | 12.36 | 12.64 | NA | NA | NA | NA | … | … | 10.23 | 15.44 | 8.37 | 18.15 | 16.43 |
| Draw Down(%) | NA | 19.21 | 22.77 | NA | NA | NA | NA | … | … | 3.38 | 22.77 | 3.95 | 12.39 | 5.93 |
| Yield(%) | 0.00 | 2.64 | 3.77 | 2.37 | 1.19 | 0.79 | 0.59 | … | … | 0.00 | 2.97 | 3.35 | 3.44 | 0.48 |
Data as of 04/09/2019, Common starting date is 11/12/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSD (Global System Dynamics Inc.) |
6.79%
Dec 2015 – Dec 2018 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSD (Global System Dynamics Inc.) |
12.55%
Feb 2016 – Feb 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart