Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSP (iPath S&P GSCI Total Return ETN) | NA | -13.12% | 28.30% | 3.78% | -5.14% | -8.11% | NA | -5.26% |
Data as of 07/21/2023, AR inception is 06/07/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSP (iPath S&P GSCI Total Return ETN) | 06/07/2006 | 07/21/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -13.12 | 28.30 | 3.78 | -5.14 | -8.11 | NA | -5.26 | -9.32 | 29.59 | 51.95 | -29.29 | 20.05 | -16.54 | 6.00 | 12.68 | -38.34 | -35.22 | -2.13 | -1.39 | -1.40 | 8.36 | 15.25 | -48.45 | 31.61 | -18.04 |
| Sharpe Ratio | NA | -0.67 | 0.91 | 0.08 | -0.22 | NA | NA | -0.22 | -0.96 | 0.74 | 2.06 | -0.64 | 0.88 | -0.85 | 0.30 | 0.45 | -1.43 | -2.24 | -0.17 | -0.08 | -0.06 | 0.36 | 0.44 | -1.21 | 1.45 | -1.67 |
| Standard Deviation(%) | NA | 24.81 | 29.58 | 32.27 | 27.42 | NA | NA | 27.07 | 21.72 | 38.43 | 25.21 | 46.20 | 21.25 | 20.90 | 17.69 | 27.57 | 26.92 | 15.70 | 12.95 | 18.03 | 24.64 | 22.76 | 34.49 | 40.77 | 19.85 | 19.75 |
| Draw Down(%) | NA | 23.03 | 32.45 | 67.83 | 83.14 | NA | NA | 92.37 | 15.57 | 27.42 | 15.40 | 62.84 | 15.70 | 30.20 | 18.81 | 18.71 | 41.15 | 39.59 | 13.19 | 23.21 | 25.26 | 19.89 | 29.11 | 67.40 | 10.62 | 23.33 |
| 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 |
Data as of 07/21/2023, AR inception is 06/07/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSP (iPath S&P GSCI Total Return ETN) |
-29.50%
Jan 2013 - Jan 2016 |
-20.62%
Apr 2015 - Apr 2020 |
-14.49%
Apr 2010 - Apr 2020 |
-8.57%
Jun 2008 - Jun 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSP (iPath S&P GSCI Total Return ETN) |
44.49%
Apr 2020 - Apr 2023 |
14.76%
May 2017 - May 2022 |
-1.49%
May 2012 - May 2022 |
-3.04%
May 2007 - May 2022 |
Annualized Rolling Returns Comparison Chart