Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GWGH (GWG Holdings Inc) | NA | -40.39% | -17.72% | -7.99% | NA | NA | NA | -5.26% |
Data as of 06/30/2022, AR inception is 09/25/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GWGH (GWG Holdings Inc) | 09/25/2014 | 06/30/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -11.09 | -40.39 | -17.72 | -7.99 | NA | NA | NA | -5.26 | -57.46 | 42.92 | -28.82 | 11.21 | 6.13 | 4.79 | 23.29 | -4.73 | -48.59 |
| Sharpe Ratio | NA | -0.30 | -0.18 | -0.20 | NA | NA | NA | -0.18 | -0.45 | 0.92 | -0.40 | -0.16 | -0.19 | -0.40 | -0.17 | -0.34 | -1.70 |
| Standard Deviation(%) | NA | 133.96 | 92.37 | 85.65 | NA | NA | NA | 77.93 | 183.70 | 46.82 | 72.57 | 76.09 | 79.64 | 35.93 | 63.32 | 67.96 | 64.07 |
| Draw Down(%) | NA | 83.92 | 84.71 | 89.88 | NA | NA | NA | 89.88 | 83.08 | 35.78 | 36.67 | 61.14 | 54.58 | 26.69 | 30.94 | 51.17 | 48.59 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 8.13 | 5.17 | 3.45 | 2.59 | 7.39 | 0.00 | 0.00 | 0.00 | 0.00 | 50.79 | 31.65 | 0.00 | 0.00 | 0.00 |
Data as of 06/30/2022, AR inception is 09/25/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GWGH (GWG Holdings Inc) |
-31.64%
Jan 2019 - Jan 2022 |
-11.45%
May 2017 - May 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GWGH (GWG Holdings Inc) |
60.20%
Mar 2016 - Mar 2019 |
25.22%
Dec 2014 - Dec 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart