Performance analysis of Synthetic FixedIncome Securities Inc STRATS Trust for ProcterGamble Securities Series 20061 (GJR)
Annual Return
Over the past 3 years, GJR has had an average annual return of +5.48%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, GJR has had an average annual return of +5.77%, underperforming the benchmark SPY, which returned +14% annual.
Over the past 10 years, GJR has had an average annual return of +5.43%, underperforming the benchmark SPY, which returned +15.53% annual.
Since Dec 27, 2007, GJR has had an average annual return of +5.86%, underperforming the benchmark SPY, which returned +11.30% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +2.11% | +4.60% | +3.31% | +10.88% | +5.65% | +4.72% | +0.55% | +6.50% | +3.86% | +8.41% | +5.34% | +3.81% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | ||||
| +8.25% | +2.84% | +18.27% | +0.43% | +18.19% | +81.84% | -41.55% | -3.65% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.09% | +0.74% | +0.10% | +0.61% | -2.13% | +2.76% | +2.11% | ||||||
| 2025 | +0.64% | +0.43% | +0.39% | -0.85% | +2.16% | -0.96% | +2.36% | -0.51% | -0.53% | +0.96% | +0.35% | +0.14% | +4.60% |
| 2024 | -1.94% | +1.18% | +1.21% | +0% | -1.21% | +3.08% | +1.08% | -2.05% | +1.50% | -0.79% | +0.86% | +0.47% | +3.31% |
| 2023 | +0.42% | +2.10% | +1.98% | +0.35% | -0.60% | +1.13% | +1.10% | +0% | +0.93% | -2.28% | +1.49% | +3.89% | +10.88% |
| 2022 | +6.02% | -5.50% | +2.10% | -0.08% | +0.18% | -1.12% | +1.23% | -0.58% | +0.86% | +1.71% | -1.77% | +2.88% | +5.65% |
| 2021 | +0.86% | -0.28% | +0.06% | +1.64% | +0.02% | +1.75% | -3.07% | +3.56% | -0.78% | +2.36% | -2.11% | +0.79% | +4.72% |
| 2020 | -1.01% | +5.16% | -6.68% | +2.58% | -1.95% | -1.30% | -1.98% | +1.43% | +5.64% | -4.06% | +6.25% | -2.60% | +0.55% |
| 2019 | +1.33% | +1.50% | +0.27% | -1.07% | -0.78% | -0.15% | +0.86% | -0.08% | +0.31% | +2.23% | -0.17% | +2.12% | +6.50% |
| 2018 | +0.11% | -1.84% | +3.11% | +0.15% | +1.59% | +2.03% | -2.60% | +1.02% | +1.02% | -0.71% | -0.25% | +0.29% | +3.86% |
| 2017 | -1.37% | +1.89% | +0.02% | +1.56% | -0.67% | +1.85% | +2.29% | -3.10% | +2.85% | -1.03% | +0.46% | +3.58% | +8.41% |
Drawdown analysis of Synthetic FixedIncome Securities Inc STRATS Trust for ProcterGamble Securities Series 20061 (GJR)
The maximum drawdown for the GJR was -53.24%, occurring on Dec 23, 2008. Recovery took 268 trading sessions.
Since Dec 27, 2007 GJR has experienced the following drawdowns:
- 50% or more: 1 time
- 40% or more: 1 time
- 30% or more: 1 time
- 20% or more: 1 time
- 10% or more: 5 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.24% | Jun 19, 2008 | 130 | Dec 23, 2008 | 268 | Jan 19, 2010 | 398 |
| -17.01% | May 26, 2011 | 88 | Sep 30, 2011 | 200 | Jul 18, 2012 | 288 |
| -12.18% | Jun 27, 2013 | 126 | Dec 26, 2013 | 348 | May 15, 2015 | 474 |
| -11.96% | Aug 20, 2020 | 7 | Aug 31, 2020 | 354 | Jan 26, 2022 | 361 |
| -10.25% | Feb 27, 2020 | 102 | Jul 23, 2020 | 20 | Aug 20, 2020 | 122 |
| -9.30% | Apr 16, 2008 | 13 | May 5, 2008 | 32 | Jun 19, 2008 | 45 |
| -8.53% | May 12, 2010 | 7 | May 21, 2010 | 15 | Jun 14, 2010 | 22 |
| -8.39% | Jan 4, 2008 | 12 | Jan 23, 2008 | 36 | Mar 14, 2008 | 48 |
| -7.59% | Mar 14, 2008 | 3 | Mar 19, 2008 | 10 | Apr 3, 2008 | 13 |
| -7.52% | Jun 17, 2010 | 14 | Jul 8, 2010 | 49 | Sep 16, 2010 | 63 |
| -6.69% | Nov 4, 2010 | 18 | Dec 1, 2010 | 37 | Jan 25, 2011 | 55 |
| -6.56% | Jun 7, 2018 | 7 | Jun 18, 2018 | 147 | Jan 17, 2019 | 154 |
| -6.25% | Nov 4, 2022 | 12 | Nov 22, 2022 | 50 | Feb 6, 2023 | 62 |
| -6.23% | Apr 12, 2011 | 20 | May 11, 2011 | 4 | May 17, 2011 | 24 |
| -6.18% | Jan 26, 2022 | 51 | Apr 8, 2022 | 145 | Nov 4, 2022 | 196 |
| -5.71% | Feb 15, 2018 | 24 | Mar 22, 2018 | 48 | May 31, 2018 | 72 |
| -5.08% | Jul 24, 2015 | 132 | Feb 2, 2016 | 74 | May 18, 2016 | 206 |
| -4.94% | Feb 24, 2011 | 8 | Mar 8, 2011 | 10 | Mar 22, 2011 | 18 |
| -4.88% | Jan 27, 2010 | 17 | Feb 22, 2010 | 10 | Mar 8, 2010 | 27 |
| -4.40% | Sep 13, 2023 | 5 | Sep 20, 2023 | 4 | Sep 26, 2023 | 9 |
| -4.36% | Jan 17, 2019 | 103 | Jun 17, 2019 | 85 | Oct 16, 2019 | 188 |
| -4.21% | Jan 19, 2018 | 11 | Feb 5, 2018 | 8 | Feb 15, 2018 | 19 |
| -3.99% | Jul 20, 2017 | 20 | Aug 17, 2017 | 35 | Oct 6, 2017 | 55 |
| -3.91% | Dec 8, 2016 | 22 | Jan 11, 2017 | 56 | Apr 3, 2017 | 78 |
| -3.88% | Apr 24, 2023 | 6 | May 2, 2023 | 29 | Jun 13, 2023 | 35 |