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Performance analysis of Synthetic FixedIncome Securities Inc 6375 STRATS Cl A1 (GJH)

Annual Return

Over the past 3 years, GJH has had an average annual return of +15.67%, underperforming the benchmark SPY, which returned +19.31% annual.

Over the past 5 years, GJH has had an average annual return of +4.62%, underperforming the benchmark SPY, which returned +12.55% annual.

Over the past 10 years, GJH has had an average annual return of +6.27%, underperforming the benchmark SPY, which returned +14.95% annual.

Since May 5, 2004, GJH has had an average annual return of +6.96%, underperforming the benchmark SPY, which returned +10.87% annual.

202620252024202320222021202020192018201720162015
+1.09%+7.48%+20.90%+10.38%-15.23%+7.64%+10.06%+17.73%-3.13%+8.31%+7.05%+15.27%
20142013201220112010200920082007200620052004
+2.24%+1.37%+8.70%+18.15%+16.93%+64.97%-15.45%-20.05%+20.07%-5.45%+2.04%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+1.73%-0.18%-1.52%+1.03%-1.02%+1.30%-0.21%+1.09%
2025-1.82%+0.24%+1.45%-0.65%+1.07%+0.13%-0.46%+0.79%+5.54%-0%+0.50%+0.61%+7.48%
2024+6.45%-4.57%+2.09%-3.62%+11.53%+4.53%-0.83%-1.05%+5.32%-2.02%+1.55%+0.91%+20.90%
2023+6.16%-4.45%-5.90%+2.26%-6.99%+4.29%-2.78%+10.45%+1.54%-1.01%+4.65%+3.23%+10.38%
2022+0.37%-2.85%-2.01%+1.45%-1.24%-0.32%+0.17%+3.91%-7.58%-2.77%-3.51%-1.57%-15.23%
2021-0.48%+0.10%+0.35%+1%+0.67%+2.41%+0.95%-0%+0.75%+1.78%+0.54%-0.64%+7.64%
2020+1.19%-0.20%-17.63%+14.59%-0.84%+6.67%+1.33%+3.68%-1.43%+0.49%+2.74%+2.08%+10.06%
2019+1.54%+3.78%-0.73%+0.73%+3.12%+2.28%+2.04%+1%-1.19%+3.11%-1.55%+2.47%+17.73%
2018-2.49%+0.51%-2.43%+0.93%+0.52%+1.02%-0%+3.67%+0.21%-2.22%-2.38%-0.33%-3.13%
2017-0.10%+2.09%-2.35%+0.31%+2.43%+1.78%-0.10%+0.70%+2.60%-2.43%+0.50%+2.75%+8.31%

Drawdown analysis of Synthetic FixedIncome Securities Inc 6375 STRATS Cl A1 (GJH)

The maximum drawdown for the GJH was -52.45%, occurring on Oct 28, 2008. Recovery took 228 trading sessions.

The current GJH drawdown is -1.75%.

Since May 5, 2004 GJH has experienced the following drawdowns:

  • 50% or more: 1 time
  • 40% or more: 1 time
  • 30% or more: 2 times
  • 20% or more: 3 times
  • 10% or more: 7 times
DepthStartTo BottomBottomTo RecoverEndTotal
-52.45%Oct 23, 2006507Oct 28, 2008228Sep 24, 2009735
-36.51%Feb 3, 202031Mar 18, 202059Jun 11, 202090
-27.28%Dec 13, 2021350May 5, 2023182Jan 26, 2024532
-15.81%May 5, 200428Jun 16, 2004120Dec 6, 2004148
-11.34%Jun 29, 201127Aug 8, 201156Oct 26, 201183
-10.81%Jun 10, 2005113Nov 18, 2005178Aug 7, 2006291
-10.53%Jan 26, 202464Apr 29, 20248May 9, 202472
-9.50%Dec 16, 201328Jan 28, 201484May 29, 2014112
-8.61%Sep 8, 201662Dec 6, 2016173Aug 15, 2017235
-8.51%Dec 10, 201412Dec 29, 201427Feb 6, 201539
-7.87%Aug 1, 2018103Dec 28, 201886May 3, 2019189
-7.39%Jan 4, 201841Mar 6, 2018103Aug 1, 2018144
-7.34%Jun 4, 201374Sep 18, 201360Dec 12, 2013134
-7.32%Jan 22, 20109Feb 4, 2010133Aug 16, 2010142
-5.63%Dec 12, 201110Dec 27, 201122Jan 30, 201232
-5.40%Feb 24, 200565May 27, 20059Jun 10, 200574
-5.27%Aug 20, 201515Sep 11, 20158Sep 23, 201523
-5.19%Jul 19, 202417Aug 13, 202420Sep 11, 202437
-4.91%Mar 6, 202655May 26, 2026OngoingOngoingOngoing
-4.71%Mar 14, 201117Apr 6, 201124May 11, 201141
-4.65%Dec 12, 20254Dec 18, 202552Mar 6, 202656
-4.42%May 9, 202410May 23, 20242May 28, 202412
-4.31%Jan 4, 201638Feb 29, 201662May 26, 2016100
-4.19%Nov 27, 201212Dec 13, 201288Apr 23, 2013100
-4.18%Aug 16, 20106Aug 24, 201010Sep 8, 201016