Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GWR (Genesee & Wyoming Inc) | NA | 52.07% | 16.58% | 4.34% | 12.70% | 12.95% | 20.74% | … | … |
Data as of 12/27/2019, Common starting date is 06/25/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GWR (Genesee & Wyoming Inc) | 06/25/1996 | 12/27/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.62 | 52.07 | 16.58 | 4.34 | 12.70 | 12.95 | 20.74 | … | … | 51.15 | -5.98 | 13.43 | 29.28 | -40.29 | -6.38 | 26.25 | 25.59 | 14.41 | 62.22 | 7.02 | 26.19 | -7.89 | 4.82 | 33.49 | 33.95 | 54.79 | -6.51 | 78.90 | 112.62 | 0.98 | -45.45 | -32.73 | 82.89 |
| Sharpe Ratio | NA | 2.49 | 0.69 | 0.13 | 0.42 | NA | NA | … | … | 2.46 | -0.28 | 0.62 | 0.77 | -1.20 | -0.30 | 1.12 | 0.89 | 0.37 | 1.76 | 0.13 | 0.36 | -0.34 | 0.04 | 0.88 | 1.10 | 1.22 | -0.15 | 1.50 | 1.86 | -0.04 | -0.83 | -1.61 | 4.06 |
| Standard Deviation(%) | NA | 20.31 | 22.49 | 28.58 | 29.41 | NA | NA | … | … | 20.39 | 26.11 | 20.57 | 37.83 | 33.62 | 21.50 | 23.37 | 29.08 | 38.36 | 35.26 | 52.19 | 69.42 | 31.91 | 38.49 | 35.67 | 30.01 | 44.21 | 49.89 | 52.18 | 58.26 | 53.89 | 58.73 | 54.46 | 53.25 |
| Draw Down(%) | NA | 6.59 | 26.15 | 57.63 | 57.78 | NA | NA | … | … | 6.59 | 26.15 | 20.05 | 19.90 | 52.18 | 21.02 | 15.19 | 27.25 | 27.09 | 20.27 | 47.69 | 46.51 | 27.42 | 38.94 | 17.88 | 17.80 | 39.81 | 38.20 | 25.94 | 23.74 | 44.83 | 57.95 | 38.85 | 13.29 |
| 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 |
Data as of 12/27/2019, Common starting date is 06/25/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GWR (Genesee & Wyoming Inc) |
-30.87%
Nov 1996 – Nov 1999 |
-5.33%
Mar 2013 – Mar 2018 |
5.21%
Jun 2006 – Jun 2016 |
11.47%
Feb 2004 – Feb 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GWR (Genesee & Wyoming Inc) |
71.89%
May 1999 – May 2002 |
51.11%
Apr 1999 – Apr 2004 |
32.00%
Aug 1998 – Aug 2008 |
30.06%
Jun 1999 – Jun 2014 |
Annualized Rolling Returns Comparison Chart