Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GHL (Greenhill & Co Inc) | NA | 65.51% | 7.48% | -6.72% | -8.84% | -5.84% | NA | … | … |
Data as of 11/30/2023, Common starting date is 05/06/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GHL (Greenhill & Co Inc) | 05/06/2004 | 11/30/2023 |
| 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 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.15 | 65.51 | 7.48 | -6.72 | -8.84 | -5.84 | NA | … | … | 49.60 | -40.69 | 49.53 | -27.71 | -29.15 | 26.17 | -24.45 | 4.66 | -30.81 | -21.92 | 15.26 | 49.31 | -53.65 | 4.40 | 17.91 | 7.97 | -8.09 | 32.85 | 97.89 | 40.98 |
| Sharpe Ratio | NA | 0.70 | 0.09 | -0.12 | -0.18 | NA | NA | … | … | 0.56 | -0.79 | 0.94 | -0.32 | -0.58 | 0.66 | -0.71 | 0.11 | -1.00 | -0.74 | 0.48 | 1.43 | -1.18 | 0.14 | 0.41 | 0.10 | -0.30 | 0.81 | 2.83 | 2.23 |
| Standard Deviation(%) | NA | 87.32 | 66.62 | 69.11 | 54.63 | NA | NA | … | … | 90.83 | 53.75 | 52.90 | 87.76 | 52.58 | 37.52 | 35.38 | 40.70 | 30.93 | 29.58 | 31.40 | 34.69 | 45.68 | 30.42 | 43.62 | 69.10 | 37.61 | 36.61 | 33.81 | 30.36 |
| Draw Down(%) | NA | 55.26 | 69.33 | 79.44 | 86.52 | NA | NA | … | … | 55.26 | 69.33 | 30.20 | 62.68 | 58.12 | 35.87 | 53.32 | 41.94 | 41.10 | 31.38 | 28.20 | 34.79 | 66.50 | 30.76 | 21.30 | 41.41 | 32.01 | 32.20 | 20.19 | 10.88 |
| Yield(%) | 0.00 | 4.27 | 2.43 | 1.15 | 1.63 | 1.91 | 5.28 | … | … | 2.72 | 2.13 | 1.61 | 1.18 | 0.80 | 1.01 | 4.89 | 6.45 | 4.11 | 3.13 | 3.33 | 4.76 | 2.20 | 2.28 | 2.60 | 2.93 | 1.69 | 1.24 | 1.59 | 0.78 |
Data as of 11/30/2023, Common starting date is 05/06/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GHL (Greenhill & Co Inc) |
-28.62%
Mar 2017 – Mar 2020 |
-21.53%
Jun 2015 – Jun 2020 |
-16.53%
Sep 2012 – Sep 2022 |
-11.48%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GHL (Greenhill & Co Inc) |
50.69%
Oct 2004 – Oct 2007 |
33.56%
Aug 2004 – Aug 2009 |
12.10%
Aug 2004 – Aug 2014 |
1.94%
Jul 2004 – Jul 2019 |
Annualized Rolling Returns Comparison Chart