Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GTTNQ (GTT Communications Inc) | NA | -75.00% | -92.23% | -83.95% | -46.89% | -29.99% | NA | -33.42% |
Data as of 12/29/2022, AR inception is 11/29/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GTTNQ (GTT Communications Inc) | 11/29/2006 | 12/29/2022 |
| 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 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -50.00 | -75.00 | -92.23 | -83.95 | -46.89 | -29.99 | NA | -33.42 | -50.00 | -99.72 | -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 | -0.08 | -0.16 | -0.18 | -0.14 | NA | NA | -0.13 | -0.06 | -0.22 | -0.77 | -0.51 | -0.90 | 1.98 | 1.68 | 0.65 | 1.31 | 3.25 | 2.07 | -0.13 | 0.11 | 1.77 | -0.57 | -0.87 | 1.29 |
| Standard Deviation(%) | NA | 914.03 | 590.91 | 461.39 | 327.80 | NA | NA | 265.08 | 915.07 | 460.79 | 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 | 99.25 | 100.00 | 100.00 | 100.00 | NA | NA | 100.00 | 99.25 | 99.82 | 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 | 0.00 | 0.00 |
Data as of 12/29/2022, AR inception is 11/29/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTTNQ (GTT Communications Inc) |
-92.69%
Jan 2019 - Jan 2022 |
-81.01%
Nov 2017 - Nov 2022 |
-43.08%
Oct 2012 - Oct 2022 |
-32.30%
Dec 2006 - Dec 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTTNQ (GTT Communications Inc) |
126.87%
Nov 2011 - Nov 2014 |
100.41%
Feb 2009 - Feb 2014 |
64.96%
Mar 2008 - Mar 2018 |
-23.63%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison Chart