GR_Trend
Risk Analysis for GR_Trend vs. DAX | S&P 500
Rolling Correlation
GR_Trend vs. S&P 500 | GR_Trend vs. DAX
## GR_Trend DAX SP500
## GR_Trend 1.00000000 -0.02553614 -0.04391093
## DAX -0.02553614 1.00000000 0.60691120
## SP500 -0.04391093 0.60691120 1.00000000
GR_Trend Return versus Other Asset Classes
GR_Trend - Performance since start
Monthly Performance Table 2014 - 2023 GR_Trend
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annual | DD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2006 | -0.21% | -0.21% | -0.23% | -0.21% | -0.22% | -0.22% | -0.21% | -1.50% | 1.50% | |||||
| 2007 | -0.65% | -0.15% | -0.18% | 4.560% | 2.26% | 13.07% | 0.51% | 22.19% | 9.20% | 2.22% | -1.63% | 2.21% | 65.03% | 9.29% |
| 2008 | 11.26% | 13.32% | -8.18% | -0.390% | 0.64% | 7.79% | -9.83% | -6.52% | 2.09% | 13.92% | 8.14% | 2.58% | 36.03% | 23.09% |
| 2009 | 3.46% | 3.30% | -2.67% | -2.390% | -4.86% | -2.03% | 2.05% | 3.85% | 2.63% | 1.11% | 8.62% | -4.34% | 8.15% | 15.58% |
| 2010 | -6.27% | 1.98% | 0.90% | 3.760% | -3.00% | 1.26% | -4.00% | 6.05% | 8.12% | 10.14% | -0.96% | 8.58% | 28.15% | 13.84% |
| 2011 | 1.41% | 9.18% | -2.15% | 11.240% | 0.50% | -4.00% | 9.07% | -6.69% | -1.65% | -2.81% | 8.89% | 4.46% | 28.65% | 12.26% |
| 2012 | 2.31% | -0.07% | 1.69% | 2.490% | 9.21% | -6.66% | 4.59% | -1.28% | -4.42% | -0.52% | 2.42% | 1.51% | 10.87% | 10.51% |
| 2013 | -1.03% | 1.31% | 1.52% | -1.350% | 0.10% | -4.02% | -0.24% | -3.35% | 3.56% | 6.26% | 2.94% | 1.37% | 6.82% | 11.02% |
| 2014 | -4.02% | 6.36% | -3.69% | 5.030% | 2.27% | -3.07% | -1.06% | 11.08% | 1.57% | -3.61% | 6.29% | 4.49% | 22.34% | 7.48% |
| 2015 | 12.56% | -0.32% | 7.82% | -4.370% | 2.51% | -3.56% | 4.79% | -3.98% | 1.44% | -2.00% | 5.68% | -5.48% | 14.25% | 11.37% |
| 2016 | 3.37% | 5.92% | -8.32% | -4.360% | -1.52% | 11.85% | -2.43% | 0.33% | 4.25% | -9.98% | 7.57% | 0.85% | 5.39% | 14.83% |
| 2017 | 0.48% | 13.53% | -3.40% | 2.600% | 1.22% | -1.65% | 9.18% | 2.58% | -6.37% | 9.10% | 6.65% | 5.13% | 44.37% | 9.67% |
| 2018 | 13.72% | -1.31% | -4.26% | 4.330% | 2.96% | 2.48% | 1.69% | 2.46% | 1.27% | -7.43% | 1.51% | -0.54% | 16.65% | 12.31% |
| 2019 | 1.29% | 3.06% | -0.89% | 3.440% | -0.45% | 11.71% | -2.29% | 10.38% | -1.29% | 0.83% | 1.92% | 2.78% | 33.82% | 8.13% |
| 2020 | 4.49% | 4.63% | -6.85% | -1.450% | 0.39% | -0.73% | 1.76% | 3.70% | -6.04% | -2.48% | 8.97% | 8.67% | 14.51% | 17.57% |
| 2021 | 1.77% | 5.39% | 2.37% | 16.610% | 3.49% | -6.96% | 1.77% | 3.67% | 2.59% | 7.77% | -1.69% | -0.59% | 40.53% | 11.55% |
| 2022 | 1.01% | 3.58% | 18.35% | 13.480% | -3.90% | 4.47% | -2.54% | 8.37% | 14.31% | -2.58% | -9.07% | 0.38% | 51.48% | 16.26% |
| 2023 | 0.32% | 4.72% | -1.00% | 3.170% | 1.14% | 4.91% | 4.70% | -4.09% | -1.96% | 2.65% | 1.58% | -0.41% | 16.41% | 10.62% |
| 2024 | 6.09% | 6.09% | 1.86% |
Rolling 12-Month Window for Return & Stdv & Sharpe Ratio
