Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GULRF (Guoco Group Limited) | NA | 22.52% | -5.27% | -6.63% | 2.02% | 2.89% | NA | 3.01% |
Data as of 12/20/2024, AR inception is 05/15/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GULRF (Guoco Group Limited) | 05/15/2008 | 12/20/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 22.52 | -5.27 | -6.63 | 2.02 | 2.89 | NA | 3.01 | 23.71 | -8.14 | -25.19 | -19.41 | 3.57 | 32.77 | 4.71 | 13.67 | 11.41 | -2.21 | 1.63 | 1.28 | 34.52 | -27.96 | 27.05 | 90.73 | -45.61 |
| Sharpe Ratio | NA | 0.29 | -0.25 | -0.28 | 0.02 | NA | NA | 0.07 | 0.32 | -0.75 | -0.93 | -0.50 | 1.59 | 1.69 | 0.18 | 0.38 | 0.68 | -0.16 | 0.27 | 0.11 | 0.88 | -1.12 | 1.07 | 2.33 | -1.22 |
| Standard Deviation(%) | NA | 55.26 | 36.57 | 33.01 | 27.81 | NA | NA | 28.96 | 55.98 | 16.76 | 28.65 | 39.13 | 2.09 | 18.60 | 19.07 | 34.87 | 16.39 | 13.57 | 6.08 | 11.21 | 39.54 | 24.89 | 25.25 | 38.91 | 51.36 |
| Draw Down(%) | NA | 22.03 | 34.10 | 46.80 | 46.80 | NA | NA | 54.74 | 22.03 | 15.43 | 26.57 | 32.51 | 0.00 | 0.00 | 13.26 | 19.73 | 10.66 | 10.48 | 4.66 | 8.56 | 34.43 | 36.48 | 11.45 | 17.34 | 54.74 |
| Yield(%) | 0.00 | 0.88 | 2.07 | 3.46 | 4.64 | 4.37 | 3.43 | 4.29 | 0.89 | 4.70 | 2.22 | 10.88 | 1.92 | 4.00 | 4.02 | 4.72 | 4.78 | 4.46 | 4.34 | 1.58 | 2.94 | 2.94 | 3.16 | 4.15 | 3.20 |
Data as of 12/20/2024, AR inception is 05/15/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GULRF (Guoco Group Limited) |
-18.56%
Aug 2020 - Aug 2023 |
-8.07%
Aug 2018 - Aug 2023 |
-0.44%
Jan 2014 - Jan 2024 |
1.85%
Oct 2008 - Oct 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GULRF (Guoco Group Limited) |
25.76%
Oct 2008 - Oct 2011 |
22.51%
Oct 2008 - Oct 2013 |
14.68%
Oct 2008 - Oct 2018 |
9.42%
Mar 2009 - Mar 2024 |
Annualized Rolling Returns Comparison Chart