Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GLJ (iShares 10+ Year Government/Credit Bond) | NA | 48.36% | 26.37% | 20.57% | NA | NA | NA | … | … |
Data as of 03/24/2015, Common starting date is 12/09/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GLJ (iShares 10+ Year Government/Credit Bond) | 12/09/2009 | 03/24/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.17 | 48.36 | 26.37 | 20.57 | NA | NA | NA | … | … | 31.28 | 25.59 | 39.19 | 8.68 | 21.09 | 9.13 | -0.85 |
| Sharpe Ratio | NA | 2.05 | 1.08 | 0.95 | NA | NA | NA | … | … | 8.66 | 1.12 | 1.78 | 1.02 | 1.44 | 0.78 | -1.25 |
| Standard Deviation(%) | NA | 23.55 | 24.50 | 21.62 | NA | NA | NA | … | … | 27.74 | 22.81 | 22.06 | 10.77 | 14.60 | 11.56 | 10.80 |
| Draw Down(%) | NA | 11.15 | 23.75 | 23.75 | NA | NA | NA | … | … | 7.27 | 11.15 | 10.65 | 5.64 | 6.96 | 10.19 | 2.38 |
| Yield(%) | 0.00 | 0.39 | 1.31 | 2.83 | 1.53 | 1.02 | 0.76 | … | … | 0.00 | 0.43 | 1.57 | 2.69 | 4.80 | 4.84 | 0.27 |
Data as of 03/24/2015, Common starting date is 12/09/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLJ (iShares 10+ Year Government/Credit Bond) |
5.95%
Jan 2010 – Jan 2013 |
16.09%
Jan 2010 – Jan 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GLJ (iShares 10+ Year Government/Credit Bond) |
21.36%
Feb 2012 – Feb 2015 |
18.91%
Feb 2010 – Feb 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart