Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GTS (Triple-S Management Corporation) | NA | 52.89% | 21.31% | 13.50% | 5.37% | NA | NA | 6.38% |
Data as of 01/31/2022, AR inception is 12/07/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GTS (Triple-S Management Corporation) | 12/07/2007 | 01/31/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.93 | 52.89 | 21.31 | 13.50 | 5.37 | NA | NA | 6.38 | 0.87 | 67.12 | 15.47 | 8.86 | -30.02 | 20.05 | -13.43 | 0.00 | 22.99 | 5.25 | -7.74 | 4.93 | 8.41 | 53.04 | -43.10 | 33.40 |
| Sharpe Ratio | NA | 1.21 | 0.38 | 0.25 | 0.11 | NA | NA | 0.13 | 1.89 | 1.45 | 0.23 | 0.15 | -0.62 | 0.50 | -0.32 | 0.00 | 0.86 | 0.20 | -0.24 | 0.13 | 0.24 | 1.11 | -0.67 | 225.28 |
| Standard Deviation(%) | NA | 44.26 | 55.08 | 51.28 | 44.42 | NA | NA | 45.49 | 6.04 | 46.29 | 66.67 | 51.26 | 50.29 | 38.86 | 42.12 | 47.51 | 26.64 | 26.58 | 33.01 | 39.08 | 34.11 | 47.85 | 65.70 | 55.76 |
| Draw Down(%) | NA | 22.54 | 63.21 | 76.71 | 76.71 | NA | NA | 76.71 | 1.20 | 22.54 | 47.88 | 53.03 | 64.00 | 29.39 | 30.91 | 32.99 | 25.10 | 23.61 | 34.15 | 36.18 | 25.88 | 26.38 | 64.35 | 3.17 |
| 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 |
Data as of 01/31/2022, AR inception is 12/07/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTS (Triple-S Management Corporation) |
-17.08%
Jun 2018 - Jun 2021 |
-7.60%
Sep 2014 - Sep 2019 |
-2.28%
Mar 2010 - Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTS (Triple-S Management Corporation) |
27.17%
Feb 2009 - Feb 2012 |
13.20%
Nov 2008 - Nov 2013 |
9.10%
Jun 2008 - Jun 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart