Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| Gibson Equal 5 Original | NA | 6.39% | 2.19% | 5.30% | 2.48% | NA | NA | 6.54% |
Data as of 12/30/2016, AR inception is 01/01/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Gibson Equal 5 Original | 01/01/2002 | 12/30/2016 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.33 | 6.39 | 2.19 | 5.30 | 2.48 | NA | NA | 6.54 | 6.64 | -4.53 | 4.87 | 8.84 | 11.42 | -0.14 | 13.47 | 20.59 | -33.49 | 7.91 | 13.94 | 11.82 | 17.93 | 26.53 | 0.60 |
| Sharpe Ratio | NA | 0.94 | 0.32 | 0.67 | 0.12 | NA | NA | 0.37 | 0.97 | -0.62 | 0.89 | 1.04 | 1.11 | -0.01 | 0.83 | 0.78 | -1.16 | 0.42 | 1.25 | 1.15 | 2.02 | 3.26 | -0.05 |
| Standard Deviation(%) | NA | 6.61 | 6.53 | 7.79 | 16.10 | NA | NA | 14.12 | 6.61 | 7.38 | 5.46 | 8.47 | 10.23 | 18.16 | 16.04 | 26.22 | 29.58 | 11.52 | 8.51 | 8.39 | 8.40 | 7.92 | 11.01 |
| Draw Down(%) | NA | 5.60 | 11.46 | 11.46 | 52.57 | NA | NA | 52.57 | 5.39 | 8.54 | 3.92 | 8.41 | 9.54 | 17.78 | 12.01 | 24.38 | 47.68 | 7.39 | 7.08 | 5.35 | 5.88 | 3.99 | 11.87 |
| Yield(%) | NA | 4.90 | 3.03 | 2.89 | 3.39 | NA | NA | 3.97 | 4.93 | 2.29 | 1.91 | 2.48 | 2.77 | 3.72 | 2.99 | 2.77 | 3.76 | 6.08 | 3.62 | 5.74 | 9.56 | 3.28 | 3.67 |
Data as of 12/30/2016, AR inception is 01/01/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Gibson Equal 5 Original |
-13.51%
Feb 2006 - Feb 2009 |
-3.44%
Feb 2004 - Feb 2009 |
2.19%
Nov 2006 - Nov 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Gibson Equal 5 Original |
21.61%
Feb 2009 - Feb 2012 |
17.35%
Oct 2002 - Oct 2007 |
8.10%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart