Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GYC (Cabco Series 2004-102 Trust (sbc Communications Inc.) CTF FLT RATE) | NA | 6.05% | 3.22% | 3.24% | 1.53% | 0.92% | NA | … | … |
Data as of 02/16/2021, Common starting date is 11/21/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GYC (Cabco Series 2004-102 Trust (sbc Communications Inc.) CTF FLT RATE) | 11/21/2005 | 02/16/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.79 | 6.05 | 3.22 | 3.24 | 1.53 | 0.92 | NA | … | … | 0.52 | 4.79 | 19.74 | -11.97 | 7.63 | -6.84 | 4.75 | 1.66 | -3.43 | 0.83 | -2.65 | 9.86 | 68.24 | -42.02 | -6.05 | 2.50 | -7.10 |
| Sharpe Ratio | NA | 0.17 | 0.09 | 0.11 | 0.05 | NA | NA | … | … | 0.28 | 0.13 | -0.19 | -1.94 | -0.60 | -2.17 | -0.73 | -0.80 | -0.85 | -1.24 | -1.35 | -0.43 | 0.82 | -0.93 | -1.63 | -1.87 | -7.52 |
| Standard Deviation(%) | NA | 35.66 | 25.18 | 22.92 | 21.35 | NA | NA | … | … | 15.64 | 35.48 | 18.43 | 17.27 | 19.45 | 18.85 | 18.97 | 21.19 | 25.73 | 14.43 | 15.69 | 20.12 | 60.57 | 65.89 | 17.25 | 10.63 | 13.58 |
| Draw Down(%) | NA | 27.60 | 28.54 | 30.43 | 30.43 | NA | NA | … | … | 1.78 | 27.98 | 6.03 | 19.15 | 6.35 | 19.77 | 9.85 | 11.05 | 26.16 | 5.85 | 9.52 | 9.66 | 23.46 | 51.43 | 19.72 | 6.09 | 9.88 |
| Yield(%) | 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 02/16/2021, Common starting date is 11/21/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GYC (Cabco Series 2004-102 Trust (sbc Communications Inc.) CTF FLT RATE) |
-17.66%
Dec 2005 – Dec 2008 |
-1.91%
Jan 2007 – Jan 2012 |
-1.05%
Jan 2007 – Jan 2017 |
0.94%
Jan 2006 – Jan 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GYC (Cabco Series 2004-102 Trust (sbc Communications Inc.) CTF FLT RATE) |
25.61%
Nov 2008 – Nov 2011 |
11.87%
Dec 2008 – Dec 2013 |
6.86%
Nov 2008 – Nov 2018 |
0.96%
Dec 2005 – Dec 2020 |
Annualized Rolling Returns Comparison Chart