Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GCTAF (Siemens Gamesa Renewable Energy S.A) | NA | -14.19% | -0.67% | -2.75% | 15.24% | -7.69% | NA | … | … |
Data as of 04/20/2023, Common starting date is 06/16/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GCTAF (Siemens Gamesa Renewable Energy S.A) | 06/16/2005 | 04/20/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 17.79 | -14.19 | -0.67 | -2.75 | 15.24 | -7.69 | NA | … | … | -24.46 | -17.16 | -42.00 | 131.56 | 46.97 | -12.88 | -33.07 | 20.06 | 87.02 | -12.09 | 345.69 | -43.55 | -44.16 | -55.39 | -8.59 | -61.10 | 67.51 | 93.03 | 5.51 |
| Sharpe Ratio | NA | -0.19 | -0.02 | -0.06 | 0.29 | NA | NA | … | … | -0.44 | -0.34 | -0.78 | 2.56 | 1.09 | -0.37 | -0.79 | 0.48 | 2.02 | -0.30 | 7.09 | -0.63 | -0.74 | -0.87 | -0.13 | -0.78 | 1.79 | 2.66 | 0.23 |
| Standard Deviation(%) | NA | 88.33 | 67.79 | 60.01 | 51.71 | NA | NA | … | … | 150.61 | 54.38 | 53.76 | 51.06 | 41.86 | 38.69 | 42.58 | 41.28 | 43.15 | 39.87 | 48.76 | 69.26 | 59.76 | 63.85 | 66.00 | 78.98 | 36.16 | 33.99 | 35.23 |
| Draw Down(%) | NA | 49.77 | 79.33 | 79.33 | 79.33 | NA | NA | … | … | 49.77 | 43.81 | 55.15 | 30.67 | 30.58 | 36.05 | 54.74 | 22.18 | 34.50 | 32.62 | 20.29 | 71.23 | 63.90 | 66.38 | 51.22 | 78.21 | 20.41 | 27.94 | 22.32 |
| Yield(%) | 0.00 | 0.00 | 0.13 | 0.11 | 12.09 | 0.68 | 1.97 | … | … | 0.00 | 0.00 | 0.00 | 0.34 | 0.23 | 0.00 | 19.57 | 0.97 | 0.96 | 0.00 | 0.00 | 1.29 | 0.85 | 0.73 | 1.03 | 0.50 | 0.73 | 1.10 | 0.00 |
Data as of 04/20/2023, Common starting date is 06/16/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCTAF (Siemens Gamesa Renewable Energy S.A) |
-58.55%
Jul 2009 – Jul 2012 |
-48.31%
Jul 2007 – Jul 2012 |
-12.32%
Jun 2008 – Jun 2018 |
-8.51%
Mar 2008 – Mar 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GCTAF (Siemens Gamesa Renewable Energy S.A) |
119.84%
Jul 2012 – Jul 2015 |
64.11%
May 2012 – May 2017 |
27.93%
Jul 2012 – Jul 2022 |
7.16%
Dec 2005 – Dec 2020 |
Annualized Rolling Returns Comparison Chart