Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GYB (CABCO Series 2004-101 Trust (Goldman Sachs Capital I) CTF CALL 6.345) | NA | 34.53% | 10.90% | 6.23% | 6.90% | 4.45% | NA | 4.56% |
Data as of 12/06/2019, AR inception is 06/07/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GYB (CABCO Series 2004-101 Trust (Goldman Sachs Capital I) CTF CALL 6.345) | 06/07/2004 | 12/06/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.28 | 34.53 | 10.90 | 6.23 | 6.90 | 4.45 | NA | 4.56 | 30.66 | -11.56 | 14.16 | -0.48 | 1.44 | 23.12 | 0.96 | 14.23 | -7.20 | 2.99 | 101.87 | -41.45 | -16.35 | 9.60 | -3.90 | 1.73 |
| Sharpe Ratio | NA | 2.18 | 0.83 | 0.43 | 0.43 | NA | NA | 0.13 | 2.18 | -1.28 | 1.51 | -0.04 | 0.14 | 1.09 | 0.05 | 0.97 | -0.31 | 0.14 | 2.28 | -0.59 | -1.46 | 0.73 | -0.74 | 0.33 |
| Standard Deviation(%) | NA | 14.62 | 11.35 | 12.24 | 16.95 | NA | NA | 25.71 | 14.50 | 10.07 | 8.98 | 15.81 | 9.93 | 21.11 | 19.91 | 14.69 | 23.48 | 20.78 | 44.66 | 71.49 | 13.35 | 8.68 | 8.23 | 5.78 |
| Draw Down(%) | NA | 3.57 | 14.31 | 14.31 | 22.11 | NA | NA | 68.30 | 3.57 | 15.12 | 2.44 | 12.49 | 7.07 | 10.96 | 21.51 | 10.38 | 22.11 | 21.15 | 36.67 | 63.19 | 21.77 | 5.00 | 8.08 | 2.01 |
| Yield(%) | 0.00 | 4.44 | 3.78 | 2.41 | 3.69 | 3.39 | 2.62 | 3.49 | 4.31 | 3.60 | 2.91 | 0.00 | 0.95 | 4.70 | 4.53 | 4.93 | 4.35 | 4.26 | 7.94 | 5.82 | 6.74 | 6.22 | 4.01 | 1.60 |
Data as of 12/06/2019, AR inception is 06/07/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GYB (CABCO Series 2004-101 Trust (Goldman Sachs Capital I) CTF CALL 6.345) |
-22.78%
Nov 2005 - Nov 2008 |
-4.28%
Jul 2004 - Jul 2009 |
2.87%
Feb 2006 - Feb 2016 |
3.32%
Aug 2004 - Aug 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GYB (CABCO Series 2004-101 Trust (Goldman Sachs Capital I) CTF CALL 6.345) |
28.74%
Feb 2009 - Feb 2012 |
20.51%
Nov 2008 - Nov 2013 |
12.55%
Nov 2008 - Nov 2018 |
4.43%
Nov 2004 - Nov 2019 |
Annualized Rolling Returns Comparison Chart