Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GTXI (GTx Inc) | NA | -92.35% | -40.86% | -38.64% | -35.25% | -25.95% | NA | -26.79% |
Data as of 06/28/2019, AR inception is 02/03/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GTXI (GTx Inc) | 02/03/2004 | 06/28/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -92.35 | -40.86 | -38.64 | -35.25 | -25.95 | NA | -26.79 | 53.85 | -93.86 | 140.72 | -24.57 | -4.11 | -55.76 | -60.71 | 25.00 | 26.79 | -36.90 | -75.06 | 17.35 | -19.56 | 135.98 | -43.96 | 4.57 |
| Sharpe Ratio | NA | -0.31 | -0.27 | -0.33 | -0.39 | NA | NA | -0.39 | 0.31 | -0.43 | 1.18 | -0.75 | -0.24 | -0.96 | -0.62 | 0.08 | 0.11 | -0.83 | -0.93 | -0.03 | -0.85 | 2.25 | -1.28 | -0.33 |
| Standard Deviation(%) | NA | 375.53 | 225.92 | 183.16 | 144.66 | NA | NA | 121.49 | 380.57 | 268.96 | 103.61 | 78.12 | 92.88 | 77.23 | 127.89 | 86.09 | 74.90 | 66.89 | 100.78 | 66.20 | 49.02 | 50.87 | 50.89 | 49.88 |
| Draw Down(%) | NA | 97.03 | 97.03 | 97.03 | 99.43 | NA | NA | 99.68 | 82.93 | 97.03 | 50.76 | 44.42 | 56.05 | 80.28 | 81.09 | 56.50 | 64.08 | 53.67 | 81.58 | 35.10 | 41.53 | 36.18 | 45.61 | 39.82 |
| 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 06/28/2019, AR inception is 02/03/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTXI (GTx Inc) |
-56.32%
Jun 2013 - Jun 2016 |
-45.68%
Dec 2013 - Dec 2018 |
-41.58%
Dec 2008 - Dec 2018 |
-27.48%
Apr 2004 - Apr 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GTXI (GTx Inc) |
42.79%
May 2010 - May 2013 |
9.07%
Aug 2013 - Aug 2018 |
-17.40%
Jun 2005 - Jun 2015 |
-25.73%
Mar 2004 - Mar 2019 |
Annualized Rolling Returns Comparison Chart