Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| Global US Centric Stock Benchmark Portfolio | NA | 13.42% | 13.64% | 13.82% | 10.55% | 11.87% | 8.86% | … | … |
Data as of 06/04/2025, Common starting date is 11/01/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| Global US Centric Stock Benchmark Portfolio | 11/01/1990 | 06/04/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 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 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.79 | 13.42 | 13.64 | 13.82 | 10.55 | 11.87 | 8.86 | … | … | 5.29 | 19.19 | 24.34 | -17.90 | 22.95 | 15.57 | 28.04 | -8.21 | 21.54 | 9.03 | 0.85 | 6.88 | 28.24 | 16.71 | -3.14 | 13.35 | 26.60 | -37.73 | 6.76 | 17.97 | 8.54 | 13.84 | 32.37 | -19.16 | -15.99 | -11.83 | 26.24 | 24.57 | 21.24 | 16.96 | 29.42 | 3.20 | 17.09 | 1.95 | 23.97 | 4.80 |
| Sharpe Ratio | NA | 0.56 | 0.63 | 0.71 | 0.53 | NA | NA | … | … | 0.17 | 1.29 | 1.67 | -0.85 | 1.84 | 0.47 | 2.29 | -0.62 | 3.29 | 0.64 | 0.05 | 0.64 | 2.50 | 1.25 | -0.13 | 0.72 | 0.99 | -0.96 | 0.22 | 1.35 | 0.67 | 1.22 | 2.14 | -0.91 | -0.96 | -0.93 | 1.71 | 1.20 | 1.23 | 1.53 | 3.91 | 0.02 | 1.98 | -0.06 | 1.55 | 0.31 |
| Standard Deviation(%) | NA | 18.18 | 16.72 | 16.70 | 17.43 | NA | NA | … | … | 23.54 | 12.07 | 12.40 | 22.80 | 12.44 | 32.61 | 11.59 | 15.44 | 6.34 | 13.79 | 14.92 | 10.79 | 11.27 | 13.35 | 23.88 | 18.39 | 26.66 | 40.41 | 16.06 | 10.74 | 9.39 | 10.56 | 14.77 | 22.34 | 19.32 | 17.24 | 13.39 | 17.60 | 14.27 | 8.69 | 6.51 | 7.93 | 7.52 | 8.98 | 12.92 | 12.86 |
| Draw Down(%) | NA | 17.04 | 17.04 | 25.72 | 33.55 | NA | NA | … | … | 17.04 | 8.31 | 10.42 | 25.72 | 5.35 | 33.55 | 6.20 | 19.05 | 2.15 | 11.09 | 12.90 | 8.19 | 7.31 | 11.53 | 20.31 | 15.62 | 27.61 | 49.12 | 9.81 | 10.65 | 6.70 | 7.62 | 13.23 | 30.12 | 29.78 | 16.73 | 7.44 | 18.92 | 9.95 | 6.42 | 2.31 | 7.74 | 4.06 | 9.02 | 6.08 | 2.81 |
| Yield(%) | NA | 2.78 | 2.04 | 1.98 | 1.93 | NA | NA | … | … | NA | 0.71 | 2.51 | 1.26 | 1.96 | 1.32 | 2.67 | 1.76 | 0.43 | 2.87 | 2.21 | 2.41 | 2.46 | 2.67 | 2.43 | 2.49 | 2.89 | 2.19 | 2.22 | 2.12 | 1.91 | 2.02 | 2.13 | 1.69 | 1.08 | 1.11 | 2.07 | 2.00 | 2.46 | 2.38 | 2.81 | 2.82 | 2.46 | 2.84 | 3.38 | 1.84 |
Data as of 06/04/2025, Common starting date is 11/01/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Global US Centric Stock Benchmark Portfolio |
-17.38%
Mar 2000 – Mar 2003 |
-5.43%
Feb 2004 – Feb 2009 |
-2.41%
Feb 1999 – Feb 2009 |
3.49%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| Global US Centric Stock Benchmark Portfolio |
24.83%
Mar 1995 – Mar 1998 |
23.61%
Dec 1994 – Dec 1999 |
14.54%
Dec 1990 – Dec 2000 |
13.46%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart