GR_Strategies & Competitors
Risk Analysis for GR Strategies vs. DAX | S&P 500
Rolling Correlation
GR Strategies vs. S&P 500 | GR Strategies vs. DAX
## GR_Strategies DAX SP500
## GR_Strategies 1.0000000 0.2408906 0.3695914
## DAX 0.2408906 1.0000000 0.6067862
## SP500 0.3695914 0.6067862 1.0000000
GR Strategies Return versus Other Asset Classes
Monthly Performance Table: 2014 - 2023 GR Strategies
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annual | DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2014 | 2.61% | -2.10% | 9.91% | 1.02% | 2.32% | 5.92% | 1.64% | 22.87% | 4.19% | |||||
| 2015 | 17.19% | 0.35% | 4.37% | -2.72% | 3.13% | -3.80% | 1.61% | -6.77% | 0.31% | 4.28% | 4.36% | -5.38% | 15.91% | 13.40% |
| 2016 | 0.65% | 0.05% | -0.34% | -0.47% | 0.20% | 3.16% | 4.13% | -0.71% | 1.59% | -5.44% | 3.65% | 2.22% | 8.64% | 8.55% |
| 2017 | 1.33% | 9.16% | -1.00% | 0.69% | 1.21% | 1.00% | 8.59% | 2.59% | -2.05% | 5.15% | 5.70% | 2.61% | 40.27% | 5.56% |
| 2018 | 9.52% | -4.72% | -1.41% | 0.39% | -0.17% | 1.55% | 2.88% | 5.14% | -0.67% | -6.51% | 1.02% | -1.68% | 4.45% | 11.25% |
| 2019 | 3.72% | 3.83% | 5.10% | 2.95% | -2.21% | 6.74% | 3.07% | 4.80% | -1.05% | -0.10% | 3.01% | 3.47% | 38.42% | 5.34% |
| 2020 | 4.08% | 1.23% | -0.47% | 7.33% | 0.65% | 0.04% | 7.74% | 3.66% | -3.80% | -3.31% | 10.64% | 5.88% | 37.90% | 9.83% |
| 2021 | -2.80% | 4.32% | 1.50% | 9.49% | 2.33% | -0.34% | 2.39% | 2.39% | -2.37% | 8.86% | -0.07% | 3.60% | 32.56% | 6.05% |
| 2022 | -1.63% | 0.56% | 9.16% | 2.63% | -0.28% | -0.17% | 5.96% | 1.54% | 2.20% | 0.10% | -2.15% | -5.04% | 12.82% | 10.12% |
| 2023 | 4.71% | -1.30% | 0.37% | 2.02% | 0.89% | 5.72% | 2.78% | -1.73% | -4.70% | 0.18% | 4.68% | 4.40% | 18.96% | 7.60% |
| 2024 | 2.98% | 0.99% | 4.00% | 1.64% |
Rolling 12-Month Window for Return & Stdv & Sharpe Ratio
