Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SGL (Strategic Global Income) | NA | -15.56% | -12.13% | NA | 9.61% | 8.60% | 9.23% | 12.53% |
Data as of 08/23/2021, AR inception is 01/24/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SGL (Strategic Global Income) | 01/24/1992 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -5.00 | -15.56 | -12.13 | NA | 9.61 | 8.60 | 9.23 | 12.53 | -15.56 | -16.67 | -3.57 | 47.37 | 109.94 | 6.55 | 13.18 | 4.30 | -12.00 | 13.83 | 0.02 | 2.62 | 55.67 | -16.33 | -6.82 | 20.32 | -26.00 | 20.53 | 25.08 | 32.14 | 18.87 | 20.45 | 3.83 | 18.12 | 32.26 | 34.78 | 30.89 | -5.38 | 44.44 | -6.25 |
| Sharpe Ratio | NA | -0.30 | -0.03 | 0.03 | 0.03 | NA | NA | 0.08 | -0.44 | -0.02 | -0.07 | 0.24 | 0.20 | 2.79 | 0.98 | 0.53 | -1.16 | 1.16 | 0.00 | 0.11 | 2.28 | -0.36 | -0.57 | 1.07 | -1.36 | 0.96 | 1.43 | 2.05 | 1.06 | 1.03 | 0.04 | 0.96 | -1.47 | 2.08 | 1.47 | -0.39 | 2.73 | -0.45 |
| Standard Deviation(%) | NA | 51.31 | 518.63 | 507.83 | 274.95 | NA | NA | 139.91 | 53.23 | 758.86 | 70.32 | 141.57 | 377.79 | 6.51 | 13.43 | 8.13 | 10.35 | 11.98 | 19.50 | 22.37 | 24.34 | 48.18 | 17.47 | 16.02 | 20.65 | 20.37 | 17.10 | 15.16 | 15.96 | 15.88 | 14.43 | 15.45 | 15.54 | 14.89 | 18.38 | 21.62 | 15.45 | 20.01 |
| Draw Down(%) | NA | 40.71 | 99.61 | 99.61 | 99.61 | NA | NA | 99.61 | 33.33 | 99.53 | 19.50 | 18.05 | 9.82 | 3.77 | 6.27 | 7.14 | 18.27 | 10.04 | 13.44 | 14.67 | 25.47 | 44.26 | 22.08 | 8.22 | 30.48 | 24.04 | 16.14 | 11.88 | 7.05 | 7.91 | 8.82 | 12.78 | 7.17 | 7.14 | 8.13 | 18.80 | 4.67 | 13.46 |
| Yield(%) | 0.00 | 0.00 | 0.00 | NA | 3.46 | 5.29 | 6.95 | 12.30 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 3.09 | 8.32 | 10.70 | 5.91 | 7.20 | 9.23 | 16.74 | 10.62 | 8.60 | 8.42 | 8.70 | 6.80 | 14.15 | 9.73 | 10.73 | 11.23 | 12.28 | 10.00 | 10.87 | 16.81 | 15.10 | 14.05 | 10.92 | 17.33 | 9.55 |
Data as of 08/23/2021, AR inception is 01/24/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGL (Strategic Global Income) |
-13.99%
Jul 2018 - Jul 2021 |
-4.92%
Feb 2004 - Feb 2009 |
1.49%
Dec 2004 - Dec 2014 |
6.89%
Sep 2000 - Sep 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SGL (Strategic Global Income) |
62.94%
Oct 2015 - Oct 2018 |
33.52%
Oct 2013 - Oct 2018 |
23.51%
Jan 1995 - Jan 2005 |
16.74%
May 1992 - May 2007 |
Annualized Rolling Returns Comparison Chart