Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/02/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSG (iShares S&P GSCI Commodity Indexed Trust) | -3.67% | -4.07% | -4.48% | 19.40% | -0.29% | -2.84% | NA | -4.63% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSG (iShares S&P GSCI Commodity Indexed Trust) | 07/21/2006 | 05/02/2025 |
The return data shown below all have the same latest date: 05/02/2025.
AR inception is since 07/21/2006.
AR inception is since 07/21/2006.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.92 | -4.07 | -4.48 | 19.40 | -0.29 | -2.84 | NA | -4.63 | -3.67 | 6.78 | -5.51 | 24.08 | 38.77 | -23.94 | 15.62 | -13.88 | 3.89 | 10.12 | -34.06 | -32.96 | -1.83 | -0.58 | -3.28 | 7.17 | 11.22 | -45.75 | 31.62 | -18.64 |
| Sharpe Ratio | NA | -0.64 | -0.32 | 0.81 | -0.07 | NA | NA | -0.23 | -0.27 | 0.01 | -0.50 | 0.71 | 1.87 | -0.73 | 0.81 | -0.87 | 0.23 | 0.43 | -1.44 | -2.37 | -0.15 | -0.04 | -0.14 | 0.32 | 0.32 | -1.11 | 1.41 | -2.06 |
| Standard Deviation(%) | NA | 17.56 | 20.65 | 22.54 | 22.30 | NA | NA | 23.63 | 19.92 | 15.48 | 19.71 | 31.96 | 20.69 | 32.82 | 17.56 | 17.48 | 14.51 | 22.85 | 23.74 | 13.94 | 12.58 | 17.34 | 24.01 | 21.85 | 34.93 | 41.80 | 20.44 | 19.73 |
| Draw Down(%) | NA | 13.38 | 29.12 | 29.12 | 63.79 | NA | NA | 89.62 | 13.38 | 13.13 | 14.94 | 24.56 | 13.08 | 51.97 | 13.28 | 25.96 | 15.83 | 16.00 | 36.53 | 37.13 | 12.59 | 21.85 | 24.38 | 20.26 | 29.20 | 65.84 | 10.43 | 23.14 |
| Yield(%) | 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 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSG (iShares S&P GSCI Commodity Indexed Trust) |
-26.74%
Jan 2013 - Jan 2016 |
-18.22%
Feb 2011 - Feb 2016 |
-13.33%
Jun 2008 - Jun 2018 |
-8.58%
Jun 2008 - Jun 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSG (iShares S&P GSCI Commodity Indexed Trust) |
32.91%
Apr 2020 - Apr 2023 |
19.61%
Mar 2020 - Mar 2025 |
1.56%
Mar 2015 - Mar 2025 |
-0.71%
Apr 2009 - Apr 2024 |
Annualized Rolling Returns Comparison Chart