Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GTMEX (LARGE CAP VALUE PORTFOLIO LARGE CAP VALUE PORTFOLIO) | NA | -87.77% | -50.30% | -32.14% | -12.06% | -8.14% | -3.88% | … | … |
Data as of 11/30/2021, Common starting date is 04/06/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GTMEX (LARGE CAP VALUE PORTFOLIO LARGE CAP VALUE PORTFOLIO) | 04/06/1993 | 11/30/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -87.77 | -50.30 | -32.14 | -12.06 | -8.14 | -3.88 | … | … | -88.08 | -8.43 | 25.54 | -11.29 | 15.80 | 18.00 | -3.68 | 12.88 | 33.08 | 14.46 | -6.70 | 21.95 | 28.44 | -34.66 | 4.11 | 14.15 | 10.66 | 17.33 | 26.28 | -13.77 | -8.73 | 1.86 | 4.94 | 17.51 | 31.49 | 25.96 | 2.72 | -3.32 | 4.49 |
| Sharpe Ratio | NA | -0.40 | -0.39 | -0.33 | -0.17 | NA | NA | … | … | -0.39 | -0.22 | 1.90 | -0.79 | 1.81 | 1.12 | -0.23 | 0.94 | 2.56 | 1.05 | -0.25 | 0.89 | 0.92 | -0.87 | 0.07 | 1.10 | 0.81 | 1.47 | 1.64 | -0.62 | -0.65 | -0.12 | 0.10 | 0.75 | 1.72 | 2.12 | -0.06 | -0.48 | 0.28 |
| Standard Deviation(%) | NA | 219.92 | 128.87 | 99.97 | 71.42 | NA | NA | … | … | 230.29 | 38.82 | 12.71 | 15.89 | 8.42 | 15.79 | 16.44 | 13.76 | 12.93 | 13.80 | 27.45 | 24.46 | 30.75 | 40.97 | 16.16 | 9.94 | 10.53 | 11.18 | 15.59 | 23.90 | 17.34 | 18.00 | 17.18 | 18.93 | 16.17 | 10.49 | 18.36 | 13.10 | 14.55 |
| Draw Down(%) | NA | 88.76 | 89.18 | 89.18 | 89.18 | NA | NA | … | … | 88.76 | 40.57 | 8.76 | 21.25 | 4.92 | 12.98 | 15.78 | 11.72 | 5.89 | 11.58 | 29.78 | 21.17 | 26.68 | 48.11 | 9.97 | 8.33 | 6.51 | 8.98 | 14.55 | 28.68 | 23.43 | 17.14 | 13.41 | 22.83 | 9.12 | 10.13 | 20.64 | 15.40 | 12.72 |
| Yield(%) | 0.00 | 0.46 | 7.29 | 7.80 | 10.61 | 7.10 | 8.14 | … | … | 0.00 | 1.79 | 12.24 | 11.39 | 8.88 | 10.23 | 12.08 | 15.53 | 17.77 | 6.56 | 0.81 | 0.46 | 1.51 | 1.43 | 12.50 | 6.01 | 11.95 | 5.04 | 2.12 | 1.65 | 9.82 | 1.61 | 19.87 | 15.10 | 22.08 | 3.90 | 3.22 | 1.43 | 2.32 |
Data as of 11/30/2021, Common starting date is 04/06/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTMEX (LARGE CAP VALUE PORTFOLIO LARGE CAP VALUE PORTFOLIO) |
-50.86%
Sep 2018 – Sep 2021 |
-31.42%
Sep 2016 – Sep 2021 |
-13.32%
May 2011 – May 2021 |
-8.02%
Oct 2006 – Oct 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTMEX (LARGE CAP VALUE PORTFOLIO LARGE CAP VALUE PORTFOLIO) |
25.01%
Jan 1996 – Jan 1999 |
22.06%
Feb 2009 – Feb 2014 |
14.72%
Feb 2009 – Feb 2019 |
10.48%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart