Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TGLTY (TGLT S.A) | NA | 0.00% | -54.10% | -37.50% | NA | NA | NA | -20.48% |
Data as of 01/21/2022, AR inception is 01/02/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGLTY (TGLT S.A) | 01/02/2013 | 01/21/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | -54.10 | -37.50 | NA | NA | NA | -20.48 | 0.00 | -0.37 | 0.00 | -90.33 | 97.16 | -50.00 | -25.33 | 109.73 | -14.86 | 0.00 |
| Sharpe Ratio | NA | -0.02 | -0.57 | -0.41 | NA | NA | NA | -0.20 | 0.00 | -0.48 | 0.00 | -0.56 | 0.80 | -1.64 | -0.11 | 2.11 | -0.92 | 0.00 |
| Standard Deviation(%) | NA | 1.06 | 95.37 | 92.17 | NA | NA | NA | 102.26 | NA | 1.23 | NA | 165.19 | 119.22 | 30.90 | 222.09 | 52.09 | 16.08 | NA |
| Draw Down(%) | NA | 0.37 | 90.51 | 94.11 | NA | NA | NA | 94.11 | 0.00 | 0.37 | 0.00 | 90.51 | 37.97 | 51.22 | 66.67 | 9.30 | 14.86 | 0.00 |
| Yield(%) | 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 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/21/2022, AR inception is 01/02/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGLTY (TGLT S.A) |
-58.81%
Mar 2016 - Mar 2019 |
-41.09%
May 2016 - May 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGLTY (TGLT S.A) |
28.58%
Jan 2015 - Jan 2018 |
9.52%
Feb 2013 - Feb 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart