Performance analysis of Synthetic FixedIncome Securities Inc Synthetic FixedIncome Securities Inc on behalf of STRATSSM Trust for WalMart Stores Inc Securities Series 2004 (GJO)
Annual Return
Over the past 3 years, GJO has had an average annual return of +5.73%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, GJO has had an average annual return of +4.85%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, GJO has had an average annual return of +5.44%, underperforming the benchmark SPY, which returned +15.44% annual.
Since Nov 21, 2005, GJO has had an average annual return of +6.09%, underperforming the benchmark SPY, which returned +11.14% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +0.47% | +5.56% | +5.17% | +9.79% | +1.33% | +1.76% | +2.30% | +10.50% | +4.45% | +13.43% | +0.74% | +2.93% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | ||
| +10.15% | +2.97% | +10.44% | +14.89% | +6.66% | +14.14% | -2.23% | -1.35% | +13.99% | -0.39% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.44% | +0.98% | +0.77% | -0.31% | -2.65% | +2.19% | +0.47% | ||||||
| 2025 | +0.39% | +0.06% | +1.12% | -0.20% | +1.86% | +0.19% | -0.41% | +1.23% | -1.39% | +1.62% | -0.00904% | +1.01% | +5.56% |
| 2024 | +0.83% | -1.45% | +1.72% | +0.51% | +0.79% | +1.26% | +1.42% | +0.54% | -1.05% | +0.43% | +0.07% | +0.04% | +5.17% |
| 2023 | +0.33% | +2.85% | +0.22% | +0.37% | -0.12% | +1.15% | +1.33% | +0.93% | +0.31% | +0.84% | -1.69% | +2.94% | +9.79% |
| 2022 | -1.02% | -0.40% | +0.13% | -0.73% | -1.06% | +1.43% | +0.34% | +2.02% | -1.38% | +1.40% | +0.51% | +0.16% | +1.33% |
| 2021 | +0.40% | +0.19% | -0.86% | -0.58% | +3.35% | -2.30% | -0.07% | +0.75% | -0.93% | +1.54% | -1.24% | +1.63% | +1.76% |
| 2020 | +0.42% | +0.42% | -10.63% | +2.40% | +0.02% | +2.41% | -1.74% | +6.56% | +0.94% | +1.14% | +1.34% | -0.10% | +2.30% |
| 2019 | +2.26% | +0.51% | +3.47% | -0.41% | +0.36% | +0.71% | -0.17% | +0.77% | -0.13% | +2.93% | -0.41% | +0.22% | +10.50% |
| 2018 | -0.84% | +0.30% | +0.31% | +0.70% | +3.11% | +1.22% | -1.09% | +3.09% | +0.90% | -2.69% | -0.30% | -0.20% | +4.45% |
| 2017 | +7.90% | +0.20% | +1.26% | +2.54% | -1.64% | +0.48% | +0.67% | -1.28% | +1.64% | -0.90% | +1.63% | +0.49% | +13.43% |
Drawdown analysis of Synthetic FixedIncome Securities Inc Synthetic FixedIncome Securities Inc on behalf of STRATSSM Trust for WalMart Stores Inc Securities Series 2004 (GJO)
The maximum drawdown for the GJO was -25.63%, occurring on Oct 8, 2008. Recovery took 337 trading sessions.
The current GJO drawdown is -1.16%.
Since Nov 21, 2005 GJO has experienced the following drawdowns:
- 20% or more: 1 time
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.63% | Apr 25, 2007 | 368 | Oct 8, 2008 | 337 | Feb 10, 2010 | 705 |
| -14.08% | Jun 4, 2013 | 114 | Nov 13, 2013 | 683 | Aug 2, 2016 | 797 |
| -13.93% | Feb 13, 2020 | 37 | Apr 7, 2020 | 133 | Oct 15, 2020 | 170 |
| -11.50% | Apr 5, 2010 | 35 | May 24, 2010 | 78 | Sep 14, 2010 | 113 |
| -10.56% | Jul 27, 2011 | 48 | Oct 4, 2011 | 38 | Nov 28, 2011 | 86 |
| -7.73% | Nov 18, 2010 | 24 | Dec 23, 2010 | 30 | Feb 7, 2011 | 54 |
| -6.96% | Oct 31, 2012 | 40 | Dec 28, 2012 | 25 | Feb 5, 2013 | 65 |
| -5.93% | Dec 12, 2005 | 21 | Jan 12, 2006 | 68 | Apr 21, 2006 | 89 |
| -5.33% | Sep 30, 2016 | 51 | Dec 13, 2016 | 18 | Jan 10, 2017 | 69 |
| -5.08% | Aug 3, 2006 | 46 | Oct 9, 2006 | 56 | Dec 28, 2006 | 102 |
| -4.92% | Jun 30, 2006 | 2 | Jul 5, 2006 | 21 | Aug 3, 2006 | 23 |
| -4.42% | Jun 11, 2021 | 257 | Jun 17, 2022 | 62 | Sep 16, 2022 | 319 |
| -4.29% | Feb 16, 2010 | 20 | Mar 16, 2010 | 13 | Apr 5, 2010 | 33 |
| -4.08% | Jul 11, 2012 | 34 | Aug 28, 2012 | 33 | Oct 15, 2012 | 67 |
| -4.02% | Feb 15, 2013 | 11 | Mar 5, 2013 | 6 | Mar 13, 2013 | 17 |
| -3.71% | Mar 15, 2013 | 11 | Apr 2, 2013 | 6 | Apr 10, 2013 | 17 |
| -3.51% | Jun 10, 2011 | 10 | Jun 24, 2011 | 3 | Jun 29, 2011 | 13 |
| -3.37% | Sep 18, 2018 | 57 | Dec 10, 2018 | 41 | Feb 8, 2019 | 98 |
| -3.36% | Oct 21, 2019 | 3 | Oct 24, 2019 | 16 | Nov 15, 2019 | 19 |
| -3.26% | Mar 31, 2011 | 14 | Apr 20, 2011 | 30 | Jun 3, 2011 | 44 |
| -3.25% | Jul 16, 2018 | 21 | Aug 14, 2018 | 1 | Aug 15, 2018 | 22 |
| -3.22% | Feb 7, 2011 | 6 | Feb 15, 2011 | 5 | Feb 23, 2011 | 11 |
| -3.22% | Nov 30, 2011 | 13 | Dec 19, 2011 | 7 | Dec 29, 2011 | 20 |
| -3.19% | Sep 13, 2023 | 7 | Sep 22, 2023 | 12 | Oct 10, 2023 | 19 |
| -3.13% | Oct 15, 2020 | 2 | Oct 19, 2020 | 23 | Nov 19, 2020 | 25 |