Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GTGSX (U.S. EMERGING GROWTH PORTFOLIO U.S. EMERGING GROWTH PORTFOLIO) | NA | -13.31% | 0.73% | 7.16% | 4.94% | 7.45% | NA | … | … |
Data as of 12/20/2017, Common starting date is 02/23/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GTGSX (U.S. EMERGING GROWTH PORTFOLIO U.S. EMERGING GROWTH PORTFOLIO) | 02/23/2000 | 12/20/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -18.77 | -13.31 | 0.73 | 7.16 | 4.94 | 7.45 | NA | … | … | -11.95 | 17.41 | -1.23 | 1.46 | 36.93 | 13.17 | 2.25 | 29.26 | 22.86 | -37.41 | -2.69 | 12.80 | 9.88 | 6.23 | 41.92 | -35.29 | -18.18 | -27.24 |
| Sharpe Ratio | NA | -0.59 | 0.03 | 0.38 | 0.18 | NA | NA | … | … | -0.54 | 0.97 | -0.08 | 0.09 | 2.38 | 0.77 | 0.07 | 1.21 | 0.69 | -0.86 | -0.29 | 0.50 | 0.46 | 0.27 | 2.02 | -1.17 | -0.52 | -0.70 |
| Standard Deviation(%) | NA | 23.77 | 19.61 | 18.35 | 25.99 | NA | NA | … | … | 24.05 | 17.65 | 16.71 | 16.89 | 15.48 | 17.19 | 33.39 | 24.17 | 32.92 | 44.54 | 20.23 | 18.97 | 16.67 | 19.16 | 20.43 | 31.09 | 40.08 | 50.36 |
| Draw Down(%) | NA | 19.38 | 23.31 | 23.31 | 57.63 | NA | NA | … | … | 19.38 | 14.67 | 14.96 | 13.31 | 6.32 | 15.41 | 29.43 | 18.73 | 32.73 | 51.83 | 16.87 | 18.09 | 11.22 | 22.85 | 15.01 | 46.96 | 45.78 | 44.89 |
| Yield(%) | 0.00 | 0.09 | 0.51 | 3.30 | 1.97 | 3.05 | 0.89 | … | … | 0.09 | 0.37 | 1.09 | 9.74 | 1.64 | 0.66 | 0.00 | 0.00 | 0.28 | 0.17 | 6.66 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/20/2017, Common starting date is 02/23/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTGSX (U.S. EMERGING GROWTH PORTFOLIO U.S. EMERGING GROWTH PORTFOLIO) |
-28.70%
Mar 2000 – Mar 2003 |
-11.48%
Mar 2000 – Mar 2005 |
-6.51%
Aug 2000 – Aug 2010 |
0.32%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTGSX (U.S. EMERGING GROWTH PORTFOLIO U.S. EMERGING GROWTH PORTFOLIO) |
31.23%
Feb 2009 – Feb 2012 |
25.58%
Feb 2009 – Feb 2014 |
9.43%
Mar 2003 – Mar 2013 |
9.59%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart