Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GFSZY (G4S plc) | NA | 107.71% | -2.61% | 6.80% | -2.73% | NA | NA | … | … |
Data as of 07/13/2021, Common starting date is 01/06/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GFSZY (G4S plc) | 01/06/2010 | 07/13/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.85 | 107.71 | -2.61 | 6.80 | -2.73 | NA | NA | … | … | -3.36 | 17.39 | 14.37 | -28.78 | 24.79 | -14.07 | -21.48 | -0.92 | 2.95 | -0.28 | 6.94 | -8.40 |
| Sharpe Ratio | NA | 2.92 | -0.07 | 0.14 | -0.08 | NA | NA | … | … | -0.23 | 0.23 | 0.40 | -0.87 | 1.02 | -0.32 | -0.83 | -0.04 | 0.10 | -0.01 | 0.22 | -0.33 |
| Standard Deviation(%) | NA | 36.86 | 51.31 | 43.45 | 37.43 | NA | NA | … | … | 27.40 | 74.68 | 32.46 | 34.55 | 23.74 | 43.84 | 25.89 | 22.15 | 28.03 | 24.56 | 32.09 | 26.03 |
| Draw Down(%) | NA | 14.76 | 76.32 | 80.68 | 82.29 | NA | NA | … | … | 14.76 | 70.52 | 33.20 | 46.53 | 25.60 | 35.23 | 31.83 | 14.44 | 35.94 | 19.63 | 25.71 | 15.56 |
| Yield(%) | 101.67 | 209.40 | 32.60 | 31.47 | 10.15 | 7.19 | 5.40 | … | … | 97.60 | 0.00 | 4.86 | 3.52 | 4.33 | 3.76 | 3.45 | 3.27 | 3.09 | 3.16 | 3.00 | 2.58 |
Data as of 07/13/2021, Common starting date is 01/06/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFSZY (G4S plc) |
-35.78%
May 2017 – May 2020 |
-24.86%
May 2015 – May 2020 |
-11.67%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GFSZY (G4S plc) |
6.48%
Apr 2010 – Apr 2013 |
6.33%
Jun 2016 – Jun 2021 |
-1.32%
Dec 2010 – Dec 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart