Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GBL (Gamco Investors Inc) | NA | -34.54% | 1.54% | -8.49% | -2.99% | -2.08% | 2.02% | … | … |
Data as of 12/08/2022, Common starting date is 02/11/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GBL (Gamco Investors Inc) | 02/11/1999 | 12/08/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.24 | -34.54 | 1.54 | -8.49 | -2.99 | -2.08 | 2.02 | … | … | -35.20 | 52.81 | -2.96 | 15.39 | -43.04 | -4.01 | -0.48 | -35.19 | 2.27 | 63.88 | 22.03 | -9.41 | -0.58 | 76.76 | -60.52 | 79.93 | -11.65 | -10.28 | 21.91 | 32.49 | -30.46 | 30.17 | 104.23 | -8.77 |
| Sharpe Ratio | NA | -0.95 | 0.02 | -0.20 | -0.09 | NA | NA | … | … | -1.02 | 1.35 | -0.04 | -0.24 | -2.43 | -1.36 | -1.20 | -1.59 | -0.45 | 1.23 | 0.11 | -0.46 | -0.49 | 1.10 | -0.95 | 1.18 | -1.13 | -1.40 | 0.12 | 0.49 | -1.37 | 0.23 | 0.92 | 0.54 |
| Standard Deviation(%) | NA | 37.46 | 55.20 | 46.69 | 39.82 | NA | NA | … | … | 37.60 | 39.06 | 79.19 | 32.18 | 26.56 | 17.18 | 28.69 | 33.77 | 36.31 | 37.02 | 30.98 | 60.67 | 39.31 | 52.75 | 83.64 | 49.25 | 30.29 | 22.41 | 20.10 | 26.77 | 36.56 | 39.28 | 38.48 | 34.08 |
| Draw Down(%) | NA | 43.29 | 52.41 | 68.70 | 80.45 | NA | NA | … | … | 42.04 | 17.52 | 52.16 | 32.98 | 43.74 | 13.14 | 31.77 | 39.17 | 22.15 | 20.54 | 23.61 | 29.82 | 30.87 | 26.79 | 69.13 | 28.61 | 30.69 | 19.72 | 16.89 | 23.12 | 42.77 | 35.07 | 24.48 | 24.91 |
| Yield(%) | 0.00 | 0.64 | 5.99 | 2.30 | 1.67 | 1.89 | 3.21 | … | … | 0.49 | 11.61 | 5.21 | 0.46 | 0.27 | 0.32 | 0.27 | 0.39 | 0.60 | 1.26 | 6.43 | 2.32 | 2.09 | 7.30 | 3.02 | 2.87 | 0.28 | 0.19 | 4.33 | 0.06 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/08/2022, Common starting date is 02/11/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBL (Gamco Investors Inc) |
-27.85%
Mar 2017 – Mar 2020 |
-23.33%
Mar 2015 – Mar 2020 |
-6.33%
Mar 2010 – Mar 2020 |
-3.33%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GBL (Gamco Investors Inc) |
37.32%
Apr 1999 – Apr 2002 |
30.37%
Dec 2008 – Dec 2013 |
14.14%
Apr 1999 – Apr 2009 |
14.26%
Oct 1999 – Oct 2014 |
Annualized Rolling Returns Comparison Chart