Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GRA (W. R. Grace & Co) | NA | 73.98% | 0.36% | 0.58% | 8.50% | 12.47% | 21.65% | … | … |
Data as of 09/22/2021, Common starting date is 01/04/1982
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GRA (W. R. Grace & Co) | 01/04/1982 | 09/22/2021 |
| 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 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.06 | 73.98 | 0.36 | 0.58 | 8.50 | 12.47 | 21.65 | … | … | 28.37 | -19.67 | 7.61 | -7.44 | 3.68 | -32.08 | 4.40 | -3.52 | 47.06 | 46.41 | 30.71 | 38.58 | 324.62 | -77.20 | 32.22 | 110.64 | -30.93 | 429.57 | 31.12 | 26.45 | -51.37 | -77.43 | -9.96 | -80.50 | 55.43 | -12.47 | 53.07 | -4.92 | 0.93 | 1.90 | 65.45 | -27.10 | 25.96 | 8.33 | -0.78 | 1.04 | 20.44 | -12.15 | 17.92 | -16.35 |
| Sharpe Ratio | NA | 2.05 | -0.02 | 0.00 | 0.27 | NA | NA | … | … | 2.17 | -0.32 | -0.84 | -1.22 | -1.01 | -2.07 | -0.63 | -1.10 | 1.32 | 1.02 | 0.24 | 0.51 | 3.95 | -0.86 | 0.25 | 1.60 | -0.80 | 6.00 | 0.13 | 0.07 | -0.74 | -1.44 | 0.30 | -0.32 | 0.39 | -0.22 | -0.31 | -0.15 | 0.05 | 0.07 | 2.11 | -0.79 | 0.85 | 0.26 | -0.02 | 0.04 | 1.14 | -0.65 | 0.86 | -0.56 |
| Standard Deviation(%) | NA | 36.14 | 39.39 | 32.69 | 30.27 | NA | NA | … | … | 19.03 | 61.81 | 18.60 | 23.82 | 15.45 | 31.82 | 22.47 | 20.05 | 21.54 | 27.46 | 49.80 | 39.51 | 77.49 | 112.42 | 40.71 | 55.59 | 65.17 | 68.27 | 91.32 | 94.75 | 99.01 | 101.73 | 49.44 | 149.45 | 22.12 | 45.86 | 29.30 | 21.22 | 18.38 | 25.46 | 30.89 | 34.26 | 30.63 | 31.79 | 43.92 | 29.30 | 17.96 | 18.77 | 20.69 | 29.35 |
| Draw Down(%) | NA | 13.09 | 64.36 | 64.36 | 71.74 | NA | NA | … | … | 8.28 | 60.76 | 20.73 | 20.59 | 8.88 | 35.83 | 12.64 | 21.71 | 13.74 | 20.62 | 39.70 | 34.45 | 42.51 | 89.17 | 36.97 | 53.57 | 51.05 | 32.16 | 57.61 | 73.60 | 70.06 | 91.21 | 38.21 | 88.17 | 20.88 | 44.11 | 23.16 | 22.58 | 16.06 | 26.97 | 12.58 | 47.94 | 26.14 | 16.30 | 46.71 | 22.08 | 17.98 | 21.39 | 13.97 | 37.33 |
| Yield(%) | 0.00 | 1.55 | 1.31 | 1.25 | 1.47 | 2.53 | 16.40 | … | … | 0.61 | 1.72 | 1.64 | 1.35 | 1.22 | 0.52 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/22/2021, Common starting date is 01/04/1982
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GRA (W. R. Grace & Co) |
-71.13%
Feb 1998 – Feb 2001 |
-55.38%
Mar 1998 – Mar 2003 |
-27.81%
Mar 1993 – Mar 2003 |
-18.36%
Sep 1987 – Sep 2002 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GRA (W. R. Grace & Co) |
116.67%
Feb 2009 – Feb 2012 |
79.66%
Nov 2008 – Nov 2013 |
48.56%
Mar 2003 – Mar 2013 |
29.74%
Jul 2001 – Jul 2016 |
Annualized Rolling Returns Comparison Chart