Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GUORF (GL Limited) | NA | 27.50% | -4.74% | -3.83% | -1.11% | NA | NA | -4.90% |
Data as of 06/18/2021, AR inception is 04/25/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GUORF (GL Limited) | 04/25/2007 | 06/18/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 27.50 | -4.74 | -3.83 | -1.11 | NA | NA | -4.90 | 41.67 | -35.71 | 7.69 | -17.46 | 31.25 | -15.79 | -13.64 | 0.00 | 29.41 | 27.50 | -25.93 | 20.00 | 164.71 | -75.36 | -33.01 |
| Sharpe Ratio | NA | 0.69 | -0.16 | -0.14 | -0.04 | NA | NA | -0.10 | 2.18 | -0.87 | 0.34 | -1.24 | 0.74 | -0.78 | -0.58 | 0.00 | 0.70 | 0.56 | -0.65 | 0.30 | 1.44 | -0.82 | -1.01 |
| Standard Deviation(%) | NA | 39.86 | 33.81 | 33.46 | 34.91 | NA | NA | 53.41 | 51.79 | 41.41 | 18.46 | 15.10 | 41.85 | 20.36 | 23.72 | 26.85 | 41.74 | 49.56 | 39.96 | 65.44 | 114.35 | 93.25 | 46.68 |
| Draw Down(%) | NA | 12.50 | 40.68 | 46.15 | 62.37 | NA | NA | 88.57 | 0.00 | 37.50 | 12.28 | 21.88 | 20.63 | 26.15 | 26.39 | 29.03 | 31.65 | 23.64 | 32.20 | 36.00 | 31.82 | 76.81 | 35.24 |
| 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 06/18/2021, AR inception is 04/25/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GUORF (GL Limited) |
-29.16%
Aug 2007 - Aug 2010 |
-16.99%
May 2007 - May 2012 |
-6.97%
Jul 2007 - Jul 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GUORF (GL Limited) |
46.20%
Jan 2009 - Jan 2012 |
35.69%
Mar 2009 - Mar 2014 |
13.67%
Mar 2009 - Mar 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart