Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GUORY (GL Limited) | NA | 15.38% | -5.90% | -5.44% | -1.66% | NA | NA | -4.95% |
Data as of 06/28/2021, AR inception is 11/14/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GUORY (GL Limited) | 11/14/2007 | 06/28/2021 |
| 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 (%) | -13.08 | 15.38 | -5.90 | -5.44 | -1.66 | NA | NA | -4.95 | 52.46 | -44.75 | 5.95 | -13.60 | 17.54 | -10.63 | -18.81 | 3.21 | 35.64 | 23.17 | -21.90 | 8.25 | 223.33 | -76.92 | -27.78 |
| Sharpe Ratio | NA | -0.12 | -0.19 | -0.19 | -0.04 | NA | NA | -0.09 | 2.03 | -1.47 | 0.22 | -0.50 | 0.81 | -0.30 | -0.62 | 0.03 | 1.19 | 0.75 | -0.53 | 0.17 | 2.71 | -0.70 | -1.77 |
| Standard Deviation(%) | NA | 54.91 | 35.25 | 33.03 | 51.10 | NA | NA | 60.02 | 68.40 | 30.46 | 20.34 | 29.87 | 21.06 | 36.57 | 30.46 | 127.32 | 30.02 | 31.28 | 41.21 | 48.58 | 82.40 | 111.58 | 53.48 |
| Draw Down(%) | NA | 38.63 | 48.22 | 51.43 | 66.44 | NA | NA | 86.11 | 13.08 | 46.30 | 12.22 | 20.38 | 15.17 | 18.63 | 28.55 | 66.44 | 21.23 | 16.98 | 30.26 | 30.00 | 27.42 | 80.77 | 27.78 |
| Yield(%) | 0.00 | 0.00 | 1.92 | 2.07 | 2.75 | 1.41 | 1.06 | 1.63 | 0.00 | 0.00 | 3.09 | 2.65 | 3.16 | 2.67 | 2.20 | 2.25 | 3.11 | 4.00 | 4.72 | 2.44 | 7.00 | 2.53 | 0.00 |
Data as of 06/28/2021, AR inception is 11/14/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GUORY (GL Limited) |
-21.06%
Oct 2017 - Oct 2020 |
-13.83%
Oct 2015 - Oct 2020 |
-5.55%
Jan 2011 - Jan 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GUORY (GL Limited) |
53.26%
Oct 2008 - Oct 2011 |
39.36%
Oct 2008 - Oct 2013 |
15.43%
Oct 2008 - Oct 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart