Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GVP (GSE Systems Inc) | NA | 57.19% | 48.21% | 29.30% | 12.21% | -1.54% | 3.52% | -4.24% |
Data as of 11/01/2024, AR inception is 07/27/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GVP (GSE Systems Inc) | 07/27/1995 | 11/01/2024 |
| 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 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.22 | 57.19 | 48.21 | 29.30 | 12.21 | -1.54 | 3.52 | -4.24 | 128.36 | 179.17 | -57.89 | 29.55 | -20.00 | -21.43 | -35.38 | -7.14 | 45.83 | 50.94 | -0.63 | -25.93 | 10.77 | -46.13 | -33.94 | -7.12 | -42.38 | 53.98 | 436.29 | -54.07 | 50.00 | 71.43 | -66.13 | 125.45 | -58.49 | 32.50 | -16.67 | -67.57 | -33.93 | -13.18 |
| Sharpe Ratio | NA | 0.43 | 0.27 | 0.20 | 0.10 | NA | NA | -0.07 | 1.53 | 0.68 | -0.79 | 0.36 | -0.30 | -0.77 | -1.29 | -0.47 | 0.24 | 0.62 | -0.45 | -0.96 | -0.15 | -1.11 | -1.38 | -0.47 | -1.14 | 0.56 | 5.20 | -1.13 | 0.41 | 0.76 | -1.17 | 0.96 | -1.22 | 0.77 | 0.13 | -0.94 | -0.44 | -4.53 |
| Standard Deviation(%) | NA | 118.04 | 165.73 | 137.10 | 103.55 | NA | NA | 86.66 | 104.14 | 259.99 | 74.88 | 82.89 | 67.28 | 58.34 | 44.24 | 55.97 | 48.10 | 52.41 | 42.41 | 46.10 | 52.59 | 58.12 | 37.99 | 54.80 | 54.08 | 57.70 | 80.31 | 66.48 | 73.78 | 68.59 | 73.18 | 111.03 | 104.31 | 74.43 | 132.64 | 120.79 | 71.55 | 21.53 |
| Draw Down(%) | NA | 69.64 | 91.83 | 93.66 | 95.58 | NA | NA | 99.02 | 41.40 | 84.11 | 72.60 | 57.46 | 52.17 | 65.71 | 47.37 | 38.96 | 29.11 | 24.57 | 36.84 | 45.10 | 38.89 | 59.84 | 46.32 | 46.23 | 56.19 | 30.88 | 30.92 | 61.59 | 46.30 | 35.19 | 78.23 | 41.34 | 83.59 | 55.56 | 55.00 | 72.73 | 62.59 | 13.18 |
| 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 | 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 11/01/2024, AR inception is 07/27/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GVP (GSE Systems Inc) |
-44.34%
Oct 1995 - Oct 1998 |
-43.90%
Sep 2018 - Sep 2023 |
-21.92%
Nov 1995 - Nov 2005 |
-21.10%
Sep 2008 - Sep 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GVP (GSE Systems Inc) |
77.11%
Nov 2004 - Nov 2007 |
59.57%
Nov 2002 - Nov 2007 |
15.80%
Feb 1998 - Feb 2008 |
7.82%
Dec 2002 - Dec 2017 |
Annualized Rolling Returns Comparison Chart