Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| BGCA (BGC Partners Inc. SR NT 8.125%42) | NA | 2.13% | -0.38% | 2.84% | NA | NA | NA | … | … |
Data as of 09/04/2018, Common starting date is 07/05/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BGCA (BGC Partners Inc. SR NT 8.125%42) | 07/05/2012 | 09/04/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.16 | 2.13 | -0.38 | 2.84 | NA | NA | NA | … | … | 2.21 | 0.78 | -4.50 | -1.61 | 13.76 | 7.51 | 5.21 |
| Sharpe Ratio | NA | 0.14 | -0.09 | 0.23 | NA | NA | NA | … | … | 0.41 | 0.02 | -0.33 | -0.14 | 1.18 | 0.53 | 0.68 |
| Standard Deviation(%) | NA | 5.66 | 10.27 | 10.93 | NA | NA | NA | … | … | 4.99 | 7.03 | 14.30 | 11.41 | 11.63 | 14.07 | 16.23 |
| Draw Down(%) | NA | 4.42 | 12.58 | 13.19 | NA | NA | NA | … | … | 2.50 | 3.91 | 8.81 | 8.14 | 7.62 | 10.37 | 14.21 |
| Yield(%) | 0.00 | 3.92 | 1.26 | 2.82 | 2.36 | 1.57 | 1.18 | … | … | 3.92 | 0.00 | 0.00 | 0.00 | 7.85 | 7.77 | 3.76 |
Data as of 09/04/2018, Common starting date is 07/05/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BGCA (BGC Partners Inc. SR NT 8.125%42) |
-2.49%
Nov 2014 – Nov 2017 |
2.03%
Mar 2013 – Mar 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BGCA (BGC Partners Inc. SR NT 8.125%42) |
6.72%
Sep 2012 – Sep 2015 |
3.29%
Aug 2012 – Aug 2017 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart