Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSIC (Gsi Commerce Inc) | NA | -5.02% | 24.30% | 17.45% | 17.70% | NA | NA | 12.51% |
Data as of 06/17/2011, AR inception is 06/05/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSIC (Gsi Commerce Inc) | 06/05/1998 | 06/17/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.89 | -5.02 | 24.30 | 17.45 | 17.70 | NA | NA | 12.51 | 27.16 | -8.51 | 141.35 | -46.05 | 4.00 | 24.25 | -15.13 | 82.36 | 167.12 | -81.70 | 260.76 | -55.97 | 59.39 | 23.51 |
| Sharpe Ratio | NA | -0.10 | 0.40 | 0.29 | 0.23 | NA | NA | 0.14 | 1.03 | -0.21 | 2.79 | -0.56 | 0.02 | 0.51 | -0.38 | 1.46 | 1.72 | -0.93 | 2.65 | -0.55 | 0.53 | 0.48 |
| Standard Deviation(%) | NA | 49.31 | 59.74 | 56.23 | 69.19 | NA | NA | 77.90 | 66.34 | 41.68 | 50.70 | 83.05 | 44.25 | 41.57 | 45.03 | 55.76 | 96.57 | 88.94 | 100.36 | 109.98 | 105.10 | 85.61 |
| Draw Down(%) | NA | 40.84 | 67.01 | 79.61 | 92.73 | NA | NA | 95.08 | 24.62 | 31.83 | 28.36 | 70.05 | 32.96 | 36.47 | 30.42 | 37.01 | 57.88 | 85.32 | 53.33 | 82.89 | 62.09 | 46.88 |
| 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 |
Data as of 06/17/2011, AR inception is 06/05/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSIC (Gsi Commerce Inc) |
-55.06%
Mar 2000 - Mar 2003 |
-17.00%
Sep 1999 - Sep 2004 |
-4.71%
Jan 1999 - Jan 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSIC (Gsi Commerce Inc) |
115.87%
Mar 2003 - Mar 2006 |
50.73%
Mar 2003 - Mar 2008 |
25.09%
Mar 2001 - Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart