Performance analysis of Synthetic FixedIncome Securities Inc Synthetic FixedIncome Securities Inc Floating Rate Structured Repackaged AssetBacked Trust Securities Certificates (GJT)
Annual Return
Over the past 3 years, GJT has had an average annual return of +2.60%, underperforming the benchmark SPY, which returned +22.45% annual.
Over the past 5 years, GJT has had an average annual return of +2.61%, underperforming the benchmark SPY, which returned +13.88% annual.
Over the past 10 years, GJT has had an average annual return of +2.64%, underperforming the benchmark SPY, which returned +15.44% annual.
Since Aug 1, 2007, GJT has had an average annual return of +0.25%, underperforming the benchmark SPY, which returned +11.11% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +1.03% | +0.53% | +3.57% | +6.05% | +1.19% | -0.67% | -1.14% | +4.13% | +0.98% | +11.05% | +0.38% | +1.30% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | ||||
| +21.62% | -4.39% | +2.62% | -14.71% | +3.57% | +136.65% | -58.24% | -23.49% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +0.60% | -0.34% | -0.13% | +0.43% | +0.48% | +0% | +1.03% | ||||||
| 2025 | -1.56% | +0.88% | -0.66% | -2.43% | +2.06% | -0.20% | +1.02% | -1.27% | +2.81% | -1.82% | +0.75% | +1.11% | +0.53% |
| 2024 | -0.63% | +0.04% | +1.23% | +2.04% | +0.20% | -1.93% | +2.20% | -0.04% | -0.54% | +0.35% | +0.53% | +0.14% | +3.57% |
| 2023 | +1.80% | +1.68% | -1.06% | -0.43% | +1.18% | +0.95% | -0.11% | +0.07% | -0.62% | +0.37% | -0.65% | +2.78% | +6.05% |
| 2022 | +0.25% | -1.17% | +2.65% | +1.76% | -2.66% | -0.15% | +0.05% | +0.72% | +0.45% | +0.47% | -0.95% | -0.12% | +1.19% |
| 2021 | -0.95% | -1.92% | +0.42% | -0.10% | +0.34% | +1.83% | +0% | -0.97% | +1.15% | -0.65% | +0.14% | +0.10% | -0.67% |
| 2020 | +1.86% | +1.54% | -18.43% | +3.72% | -1.47% | +3.15% | +1.60% | +3.85% | +0.29% | -1.46% | +6.36% | +0.24% | -1.14% |
| 2019 | +0.26% | +1.48% | -1.27% | +0.79% | -0.14% | +0.39% | +1.21% | -0% | -1.72% | +1.32% | +0.97% | +0.81% | +4.13% |
| 2018 | +1.04% | -1.09% | +3.86% | +1.16% | -0.38% | +1.76% | -0.66% | +0.95% | -0.75% | +1% | -1.87% | -3.83% | +0.98% |
| 2017 | +1.89% | +0.54% | +0.28% | +2.97% | +0.79% | +2.60% | -1.12% | +1.38% | +1.01% | -1.00% | +0.26% | +1.01% | +11.05% |
Drawdown analysis of Synthetic FixedIncome Securities Inc Synthetic FixedIncome Securities Inc Floating Rate Structured Repackaged AssetBacked Trust Securities Certificates (GJT)
The maximum drawdown for the GJT was -76.78%, occurring on Nov 20, 2008. Recovery took 3588 trading sessions.
The current GJT drawdown is -0.77%.
Since Aug 1, 2007 GJT 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: 1 time
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -76.78% | Aug 1, 2007 | 331 | Nov 20, 2008 | 3588 | Feb 24, 2023 | 3919 |
| -5.33% | Nov 10, 2023 | 3 | Nov 15, 2023 | 77 | Mar 8, 2024 | 80 |
| -5.31% | Feb 24, 2023 | 13 | Mar 15, 2023 | 118 | Sep 1, 2023 | 131 |
| -4.59% | Sep 16, 2024 | 155 | Apr 30, 2025 | 148 | Dec 1, 2025 | 303 |
| -4.05% | Sep 1, 2023 | 47 | Nov 8, 2023 | 2 | Nov 10, 2023 | 49 |
| -3.08% | Mar 8, 2024 | 3 | Mar 13, 2024 | 10 | Mar 27, 2024 | 13 |
| -2.96% | Jul 30, 2024 | 4 | Aug 5, 2024 | 21 | Sep 4, 2024 | 25 |
| -2.92% | May 6, 2024 | 7 | May 15, 2024 | 51 | Jul 30, 2024 | 58 |
| -2.80% | Mar 27, 2024 | 11 | Apr 12, 2024 | 16 | May 6, 2024 | 27 |
| -2.60% | Jan 26, 2026 | 73 | May 11, 2026 | Ongoing | Ongoing | Ongoing |
| -1.97% | Dec 30, 2025 | 8 | Jan 12, 2026 | 9 | Jan 26, 2026 | 17 |
| -1.55% | Dec 1, 2025 | 13 | Dec 18, 2025 | 7 | Dec 30, 2025 | 20 |