Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TI-A | NA | -19.35% | -9.38% | -9.64% | -7.06% | -9.02% | NA | … | … |
Data as of 08/07/2019, Common starting date is 08/13/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TI-A | 08/13/2003 | 08/07/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -19.35 | -9.38 | -9.64 | -7.06 | -9.02 | NA | … | … | 6.54 | -32.18 | -1.10 | -29.22 | 24.40 | 6.56 | -1.65 | -11.24 | -18.65 | -0.55 | -3.00 | -51.74 | -6.75 | 2.56 | -25.59 | 59.21 | 9.16 |
| Sharpe Ratio | NA | -0.51 | -0.30 | -0.28 | -0.20 | NA | NA | … | … | 0.24 | -0.94 | -0.05 | -0.66 | 0.75 | 0.21 | -0.04 | -0.30 | -0.47 | -0.02 | -0.07 | -0.88 | -0.38 | -0.03 | -1.11 | 2.24 | 0.76 |
| Standard Deviation(%) | NA | 41.32 | 34.88 | 36.45 | 36.83 | NA | NA | … | … | 40.66 | 35.70 | 32.02 | 44.75 | 32.47 | 30.61 | 40.92 | 38.54 | 39.58 | 35.30 | 44.99 | 59.87 | 25.54 | 23.63 | 25.12 | 26.06 | 32.97 |
| Draw Down(%) | NA | 32.04 | 52.85 | 62.06 | 69.04 | NA | NA | … | … | 19.51 | 51.77 | 22.27 | 44.56 | 15.64 | 26.78 | 42.82 | 37.59 | 40.34 | 30.35 | 37.62 | 71.48 | 25.01 | 15.99 | 32.40 | 11.72 | 15.32 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/07/2019, Common starting date is 08/13/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TI-A (TI-A) |
-29.87%
Oct 2005 – Oct 2008 |
-21.90%
May 2007 – May 2012 |
-13.54%
Nov 2006 – Nov 2016 |
-9.93%
May 2004 – May 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TI-A (TI-A) |
14.25%
Jul 2012 – Jul 2015 |
6.35%
Mar 2013 – Mar 2018 |
-4.21%
Nov 2008 – Nov 2018 |
-7.50%
Sep 2003 – Sep 2018 |
Annualized Rolling Returns Comparison Chart