Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GTSO (Green Technology Solutions Inc) | NA | 53.85% | -6.16% | -12.94% | -77.85% | -63.99% | NA | -57.55% |
Data as of 07/15/2021, AR inception is 06/01/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GTSO (Green Technology Solutions Inc) | 06/01/2005 | 07/15/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 53.85 | -6.16 | -12.94 | -77.85 | -63.99 | NA | -57.55 | 100.00 | -64.29 | 16.67 | -32.58 | -9.00 | 6.30 | -99.09 | -23.19 | -72.83 | -99.14 | -99.50 | 62,400.00 | -90.00 | -93.04 | 21.05 | 35.71 | 250.00 |
| Sharpe Ratio | NA | 0.05 | -0.01 | -0.03 | -0.20 | NA | NA | -0.15 | 0.40 | -0.07 | 0.05 | -0.12 | -0.04 | 0.02 | -0.55 | -0.12 | -0.46 | -0.47 | -0.44 | 41.51 | -0.12 | -0.48 | 0.16 | 0.29 | 2.10 |
| Standard Deviation(%) | NA | 1,015.79 | 625.32 | 509.18 | 385.70 | NA | NA | 398.89 | 671.86 | 896.85 | 316.43 | 275.83 | 226.99 | 262.73 | 179.81 | 194.90 | 158.62 | 212.37 | 223.58 | 1,667.82 | 776.35 | 200.51 | 115.36 | 110.78 | 353.72 |
| Draw Down(%) | NA | 99.70 | 99.89 | 99.92 | 100.00 | NA | NA | 100.00 | 83.33 | 99.80 | 80.65 | 75.00 | 84.72 | 70.00 | 99.22 | 71.54 | 82.22 | 99.29 | 99.50 | 90.00 | 94.29 | 93.04 | 57.56 | 42.31 | 66.98 |
| 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 |
Data as of 07/15/2021, AR inception is 06/01/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTSO (Green Technology Solutions Inc) |
-97.86%
Feb 2011 - Feb 2014 |
-96.18%
Dec 2010 - Dec 2015 |
-82.83%
Dec 2010 - Dec 2020 |
-65.52%
May 2006 - May 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTSO (Green Technology Solutions Inc) |
25.16%
Dec 2007 - Dec 2010 |
18.99%
May 2006 - May 2011 |
-62.72%
Feb 2010 - Feb 2020 |
-63.12%
Jun 2006 - Jun 2021 |
Annualized Rolling Returns Comparison Chart