Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSMI | NA | NA | NA | NA | NA | -100.00% | NA | -100.00% |
Data as of 02/25/2014, AR inception is 04/12/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSMI | 04/12/1995 | 02/25/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | NA | NA | NA | NA | -100.00 | NA | -100.00 | 0.00 | 0.00 | -97.06 | -83.73 | -88.39 | -25.00 | -57.89 |
| Sharpe Ratio | NA | 1.00 | 1.00 | 1.00 | 1.00 | NA | NA | NA | 1.00 | -0.01 | -0.34 | -0.29 | -0.89 | -0.22 | -0.84 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | NA | NA | 468.83 | 299.16 | 298.72 | 161.34 | 127.58 | 87.55 |
| Draw Down(%) | NA | NA | NA | NA | NA | NA | NA | 100.00 | NA | 92.31 | 97.37 | 98.93 | 93.73 | 80.25 | 66.32 |
| 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 |
Data as of 02/25/2014, AR inception is 04/12/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSMI (GSMI) |
-100.00%
Jun 1998 - Jun 2001 |
-100.00%
Jun 1996 - Jun 2001 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSMI (GSMI) |
-75.34%
Sep 1997 - Sep 2000 |
-76.63%
Jun 1995 - Jun 2000 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart