Performance analysis of Synthetic Fixed-Income Securities (GJS)
Annual Return
Over the past 3 years, GJS has had an average annual return of +8.41%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, GJS has had an average annual return of +6.59%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, GJS has had an average annual return of +6.24%, underperforming the benchmark SPY, which returned +15.44% annual.
Since Apr 28, 2006, GJS has had an average annual return of +6.24%, underperforming the benchmark SPY, which returned +11.10% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +1.50% | +8.42% | +9.04% | +10.54% | +0.83% | +3.70% | +0.74% | +10.56% | +0.84% | +13.50% | +0.67% | +4.06% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |||
| +20.55% | +14% | +22.68% | +0.02% | -2.47% | +111.09% | -44.43% | -7.76% | +2.56% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.20% | +0.40% | +0.96% | -0.34% | +0.62% | -0.34% | +1.50% | ||||||
| 2025 | +0.62% | +2.29% | -1.09% | -1.68% | +2.06% | +0.14% | +2.30% | +0.39% | +1.10% | +1.04% | +0.69% | +0.34% | +8.42% |
| 2024 | +1.24% | +1.86% | +1.26% | +0.99% | -1.65% | +1.25% | +0.24% | +2.65% | +1.11% | -0.02% | +0.87% | -1.04% | +9.04% |
| 2023 | +1.09% | +2.64% | -1.20% | +0.57% | +2.10% | +0.49% | +3.66% | -1.36% | -0.42% | +2.04% | -1.39% | +1.99% | +10.54% |
| 2022 | -0.87% | +0.55% | +1.59% | -0.63% | +1.12% | -1.67% | -0.45% | +0.06% | +0.63% | +0.69% | +0.02% | -0.16% | +0.83% |
| 2021 | +0.45% | +1.77% | -2.26% | +0.44% | +0.46% | +1.28% | -0.94% | +0.28% | +3.09% | -1.08% | +0.62% | -0.37% | +3.70% |
| 2020 | +1.76% | -0.23% | -13.85% | +2.27% | -0.99% | -0.27% | +3.11% | +5.76% | -1.94% | +1.79% | +2.91% | +1.83% | +0.74% |
| 2019 | +1.77% | +1.84% | +0.49% | -0.89% | +0.64% | +0.49% | +0.71% | +0.02% | +2.27% | +0.58% | +0.84% | +1.35% | +10.56% |
| 2018 | +1.07% | +0.59% | +4.90% | -2.83% | +1.81% | +0.28% | +0.95% | -0.33% | +4.42% | -3.67% | -5.14% | -0.72% | +0.84% |
| 2017 | +0.48% | +2.09% | +0.65% | +0.94% | +5.12% | -1.72% | -0.31% | +1.40% | -0.25% | +2.41% | -0.04% | +2.13% | +13.50% |
Drawdown analysis of Synthetic Fixed-Income Securities (GJS)
The maximum drawdown for the GJS was -70.65%, occurring on Dec 30, 2008. Recovery took 530 trading sessions.
The current GJS drawdown is -2.41%.
Since Apr 28, 2006 GJS 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: 8 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -70.65% | Aug 4, 2008 | 103 | Dec 30, 2008 | 530 | Feb 7, 2011 | 633 |
| -35.11% | May 10, 2007 | 214 | Mar 17, 2008 | 95 | Jul 31, 2008 | 309 |
| -21.08% | Apr 29, 2011 | 167 | Dec 27, 2011 | 247 | Dec 20, 2012 | 414 |
| -16.92% | Feb 13, 2020 | 62 | May 13, 2020 | 197 | Feb 24, 2021 | 259 |
| -13.74% | May 31, 2013 | 139 | Dec 17, 2013 | 74 | Apr 4, 2014 | 213 |
| -11.40% | Aug 10, 2015 | 130 | Feb 16, 2016 | 281 | Mar 28, 2017 | 411 |
| -11.17% | May 8, 2006 | 42 | Jul 7, 2006 | 114 | Dec 18, 2006 | 156 |
| -10.37% | Sep 28, 2018 | 60 | Dec 26, 2018 | 244 | Dec 13, 2019 | 304 |
| -5.72% | Apr 12, 2018 | 6 | Apr 20, 2018 | 78 | Aug 10, 2018 | 84 |
| -5.43% | Mar 11, 2021 | 10 | Mar 25, 2021 | 137 | Oct 8, 2021 | 147 |
| -5.37% | Apr 4, 2014 | 17 | Apr 30, 2014 | 53 | Jul 16, 2014 | 70 |
| -4.86% | May 9, 2017 | 6 | May 17, 2017 | 111 | Oct 24, 2017 | 117 |
| -4.68% | Mar 6, 2013 | 19 | Apr 3, 2013 | 25 | May 8, 2013 | 44 |
| -4.32% | Nov 2, 2017 | 3 | Nov 7, 2017 | 7 | Nov 16, 2017 | 10 |
| -4.28% | May 23, 2022 | 38 | Jul 19, 2022 | 137 | Feb 2, 2023 | 175 |
| -4.25% | Mar 29, 2011 | 9 | Apr 11, 2011 | 11 | Apr 27, 2011 | 20 |
| -3.96% | Oct 8, 2021 | 86 | Feb 10, 2022 | 38 | Apr 6, 2022 | 124 |
| -3.89% | Apr 15, 2024 | 39 | Jun 10, 2024 | 47 | Aug 16, 2024 | 86 |
| -3.79% | Feb 24, 2023 | 19 | Mar 23, 2023 | 47 | May 31, 2023 | 66 |
| -3.67% | Apr 19, 2022 | 20 | May 17, 2022 | 4 | May 23, 2022 | 24 |
| -3.49% | Mar 15, 2024 | 4 | Mar 21, 2024 | 9 | Apr 4, 2024 | 13 |
| -3.41% | Nov 14, 2014 | 19 | Dec 12, 2014 | 44 | Feb 18, 2015 | 63 |
| -3.39% | Mar 5, 2026 | 44 | May 7, 2026 | Ongoing | Ongoing | Ongoing |
| -3.34% | Mar 6, 2015 | 10 | Mar 20, 2015 | 65 | Jun 23, 2015 | 75 |
| -3.29% | Feb 26, 2007 | 18 | Mar 22, 2007 | 3 | Mar 27, 2007 | 21 |