Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GWSV (Glacier Water Services Inc) | NA | 101.76% | 4.74% | -0.02% | -1.44% | 8.50% | 0.91% | 3.66% |
Data as of 12/12/2016, AR inception is 03/16/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GWSV (Glacier Water Services Inc) | 03/16/1992 | 12/12/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.36 | 101.76 | 4.74 | -0.02 | -1.44 | 8.50 | 0.91 | 3.66 | 82.67 | -10.08 | -30.91 | 1.25 | -11.11 | -8.16 | -34.67 | -3.57 | -22.76 | 70.99 | 60.84 | -22.19 | 35.22 | 37.66 | 81.25 | 1.59 | -51.54 | -37.50 | -16.13 | 35.52 | 22.82 | -3.25 | 49.51 | 11.96 | 3.37 |
| Sharpe Ratio | NA | 0.79 | -0.31 | -0.40 | -0.41 | NA | NA | -0.26 | 0.62 | -0.56 | -1.28 | -0.58 | -0.69 | -0.42 | -1.63 | -0.28 | -0.92 | 0.91 | 0.50 | -1.70 | 0.53 | 0.90 | 1.73 | -0.83 | -3.58 | -2.35 | -1.30 | 1.23 | 1.04 | -0.40 | 2.06 | 0.38 | 0.04 |
| Standard Deviation(%) | NA | 85.18 | 60.74 | 53.26 | 55.01 | NA | NA | 42.81 | 84.89 | 51.32 | 38.73 | 29.59 | 43.36 | 64.23 | 32.67 | 78.16 | 46.02 | 54.30 | 77.25 | 25.46 | 29.28 | 20.41 | 35.51 | 23.93 | 20.87 | 17.31 | 14.97 | 25.91 | 18.37 | 17.89 | 22.62 | 25.76 | 52.00 |
| Draw Down(%) | NA | 37.50 | 59.09 | 67.86 | 84.42 | NA | NA | 84.42 | 37.50 | 38.53 | 36.41 | 20.79 | 30.36 | 45.83 | 37.50 | 35.00 | 32.67 | 17.50 | 36.00 | 33.86 | 21.29 | 18.16 | 21.02 | 19.15 | 55.71 | 43.46 | 22.83 | 16.74 | 14.13 | 18.13 | 13.77 | 15.00 | 33.87 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 1.70 | 4.73 | 1.25 | 2.06 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.50 | 4.04 | 6.36 | 1.84 | 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 12/12/2016, AR inception is 03/16/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GWSV (Glacier Water Services Inc) |
-36.67%
Dec 1997 - Dec 2000 |
-21.84%
Jun 2011 - Jun 2016 |
-7.33%
Sep 2006 - Sep 2016 |
-2.32%
Jan 1998 - Jan 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GWSV (Glacier Water Services Inc) |
49.98%
Dec 2001 - Dec 2004 |
33.64%
Oct 2002 - Oct 2007 |
17.46%
May 2001 - May 2011 |
11.69%
Sep 1993 - Sep 2008 |
Annualized Rolling Returns Comparison Chart