Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GEDZX (EXTENDED-DURATION BOND INVESTOR) | NA | -6.70% | 1.52% | 4.07% | 3.16% | 2.67% | NA | … | … |
Data as of 01/26/2021, Common starting date is 09/21/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GEDZX (EXTENDED-DURATION BOND INVESTOR) | 09/21/2001 | 01/26/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -13.47 | -6.70 | 1.52 | 4.07 | 3.16 | 2.67 | NA | … | … | -14.96 | 12.29 | 13.14 | -3.89 | 9.94 | 7.23 | -5.30 | 15.41 | -11.84 | 8.78 | 4.91 | 6.13 | 18.27 | -14.67 | 2.70 | -0.13 | 1.87 | 6.14 | 6.33 | 8.22 | 4.72 |
| Sharpe Ratio | NA | -0.37 | 0.05 | 0.34 | 0.30 | NA | NA | … | … | -1.62 | 1.17 | 2.31 | -1.21 | 1.44 | 0.88 | -0.53 | 2.49 | -1.37 | 1.19 | 0.50 | 0.68 | 1.67 | -1.35 | -0.05 | -0.66 | -0.05 | 0.68 | 0.58 | 0.94 | 1.80 |
| Standard Deviation(%) | NA | 17.76 | 10.99 | 9.65 | 9.10 | NA | NA | … | … | 57.13 | 10.31 | 5.07 | 4.31 | 6.50 | 7.99 | 9.97 | 6.19 | 8.67 | 7.41 | 9.81 | 8.83 | 10.86 | 11.50 | 6.47 | 5.25 | 6.08 | 7.67 | 9.68 | 7.56 | 9.41 |
| Draw Down(%) | NA | 18.12 | 18.12 | 18.12 | 18.12 | NA | NA | … | … | 14.96 | 11.00 | 3.23 | 6.08 | 3.30 | 10.02 | 10.36 | 3.60 | 13.54 | 3.70 | 6.49 | 7.50 | 11.21 | 27.73 | 6.23 | 7.41 | 5.52 | 9.56 | 10.92 | 6.08 | 5.14 |
| Yield(%) | 0.00 | 6.83 | 4.58 | 4.95 | 3.33 | 2.42 | 3.03 | … | … | 0.00 | 7.05 | 4.12 | 2.70 | 3.77 | 6.32 | 3.24 | 3.63 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.64 | 5.04 | 5.34 | 6.21 | 2.32 |
Data as of 01/26/2021, Common starting date is 09/21/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEDZX (EXTENDED-DURATION BOND INVESTOR) |
-9.27%
Oct 2005 – Oct 2008 |
-4.45%
Oct 2003 – Oct 2008 |
1.50%
Aug 2005 – Aug 2015 |
2.30%
Nov 2003 – Nov 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GEDZX (EXTENDED-DURATION BOND INVESTOR) |
16.89%
Oct 2008 – Oct 2011 |
9.18%
Oct 2008 – Oct 2013 |
6.01%
Oct 2008 – Oct 2018 |
3.76%
Dec 2005 – Dec 2020 |
Annualized Rolling Returns Comparison Chart