Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GTT (GTT Communications Inc) | NA | -93.06% | -79.72% | -56.06% | -11.52% | NA | NA | … | … |
Data as of 09/02/2021, Common starting date is 11/29/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GTT (GTT Communications Inc) | 11/29/2006 | 09/02/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -14.63 | -93.06 | -79.72 | -56.06 | -11.52 | NA | NA | … | … | -90.20 | -68.55 | -52.03 | -49.61 | 63.30 | 68.52 | 28.95 | 81.23 | 160.71 | 137.29 | -9.23 | 8.33 | 242.86 | -66.67 | -69.83 | 3.88 |
| Sharpe Ratio | NA | -0.64 | -0.71 | -0.62 | -0.16 | NA | NA | … | … | -0.58 | -0.77 | -0.72 | -1.25 | 1.39 | 0.84 | 0.24 | 1.02 | 2.88 | 1.79 | -0.39 | -0.14 | 1.63 | -0.72 | -1.10 | -0.33 |
| Standard Deviation(%) | NA | 146.47 | 114.05 | 92.26 | 76.21 | NA | NA | … | … | 167.03 | 88.95 | 105.23 | 56.89 | 31.81 | 40.58 | 44.18 | 61.77 | 49.43 | 67.07 | 71.46 | 73.54 | 137.51 | 119.12 | 83.43 | 42.14 |
| Draw Down(%) | NA | 95.92 | 99.44 | 99.58 | 99.58 | NA | NA | … | … | 95.40 | 76.88 | 87.22 | 62.86 | 21.45 | 25.56 | 38.12 | 40.78 | 18.36 | 17.39 | 22.86 | 37.88 | 46.67 | 74.55 | 69.83 | 10.45 |
| 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 |
Data as of 09/02/2021, Common starting date is 11/29/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTT (GTT Communications Inc) |
-81.79%
Aug 2018 – Aug 2021 |
-58.54%
Aug 2016 – Aug 2021 |
-14.11%
Aug 2011 – Aug 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTT (GTT Communications Inc) |
126.87%
Nov 2011 – Nov 2014 |
100.41%
Feb 2009 – Feb 2014 |
64.96%
Mar 2008 – Mar 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart