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TYC: TYCO INTERNATIONAL plc (STOCK)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 12/30/1987 |
Last Dividend Date: | 08/03/2016 |
12-Mo. Yield | 0.00% |
Expenses | - |
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Performance Analytics (As of 04/25/2018)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 12/31/1987 |
2018 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 102.7 | 102.7 | 31.8 | 25.0 | 16.4 | 14.6 | 7.3 | 13.2 | 102.7 | 40.3 | -25.8 | 8.7 | 43.0 | 28.4 | 15.1 | 18.7 | 68.8 | -44.3 | -33.3 | 6.8 | -18.2 | 35.4 | 55.6 | -70.9 | 6.2 | 42.5 | 3.5 | 67.7 | 70.9 | 49.3 | 50.8 | -7.2 | 25.9 | 21.6 | -19.3 | -14.1 | 41.9 | 58.4 | -0.5 |
Sharpe Ratio | NA | 1.03 | 0.12 | 0.08 | -0.1 | NA | NA | -0.01 | NA | 2.48 | -2.3 | -0.56 | 1.3 | 0.5 | -0.11 | 0.0 | 1.21 | -1.26 | -1.68 | -0.78 | -1.66 | 0.73 | 1.01 | -0.8 | -0.45 | 0.38 | 0.01 | 1.81 | 2.23 | 1.8 | 2.51 | -0.5 | 1.0 | 0.74 | -0.66 | -0.57 | 1.47 | 1.68 | NA |
Draw Down(%) | NA | 0.0 | 26.4 | 34.0 | 66.6 | NA | NA | 86.8 | 0.0 | 8.5 | 28.5 | 15.9 | 8.3 | 12.2 | 27.0 | 14.6 | 29.1 | 66.7 | 44.1 | 20.1 | 28.6 | 10.7 | 36.8 | 86.0 | 35.0 | 23.5 | 46.9 | 34.8 | 16.3 | 10.6 | 7.4 | 21.7 | 19.6 | 19.1 | 43.5 | 41.3 | 10.4 | 14.9 | 0.5 |
Standard Deviation(%) | NA | 0.0 | 64.6 | 43.5 | 38.5 | NA | NA | 39.3 | 0.0 | 26.3 | 19.3 | 17.6 | 18.8 | 19.9 | 30.9 | 22.6 | 41.4 | 50.6 | 33.1 | 19.9 | 23.6 | 21.7 | 36.0 | 113.2 | 33.9 | 51.0 | 50.0 | 35.5 | 30.1 | 25.2 | 18.7 | 20.3 | 23.7 | 25.9 | 35.0 | 33.6 | 24.6 | 31.9 | 0.0 |
Treynor Ratio | NA | 0.0 | 0.03 | 0.01 | -0.03 | NA | NA | 0.0 | 0.0 | 0.77 | -0.49 | -0.1 | 0.22 | 0.1 | -0.03 | 0.0 | 0.45 | -0.65 | -0.68 | -0.18 | -0.45 | 0.11 | 0.39 | -0.68 | -0.14 | 0.18 | 0.0 | 0.57 | 0.65 | 0.44 | 0.5 | -0.17 | 0.35 | 0.23 | -0.26 | -0.17 | 0.35 | 0.6 | 0.0 |
Alpha | NA | 0.03 | 0.24 | 0.1 | 0.07 | NA | NA | 0.04 | NA | 0.17 | -0.13 | -0.01 | 0.03 | 0.05 | 0.06 | 0.02 | 0.13 | -0.04 | -0.18 | -0.03 | -0.1 | 0.1 | 0.1 | -0.1 | 0.11 | 0.23 | 0.0 | 0.11 | 0.11 | 0.08 | 0.05 | -0.03 | 0.08 | 0.06 | -0.16 | -0.02 | 0.04 | 0.14 | NA |
Beta | NA | 0.91 | 3.01 | 2.58 | 1.44 | NA | NA | 1.22 | NA | 0.85 | 0.91 | 1.0 | 1.13 | 1.03 | 1.05 | 0.88 | 1.11 | 0.98 | 0.82 | 0.88 | 0.87 | 1.45 | 0.92 | 1.33 | 1.13 | 1.07 | 0.68 | 1.13 | 1.03 | 1.04 | 0.93 | 0.59 | 0.68 | 0.83 | 0.89 | 1.16 | 1.02 | 0.89 | NA |
RSquared | NA | 0.0 | 0.76 | 0.67 | 0.52 | NA | NA | 0.29 | 0.0 | 0.2 | 0.53 | 0.41 | 0.44 | 0.44 | 0.63 | 0.5 | 0.51 | 0.63 | 0.17 | 0.2 | 0.15 | 0.55 | 0.19 | 0.09 | 0.52 | 0.21 | 0.06 | 0.42 | 0.39 | 0.23 | 0.15 | 0.08 | 0.06 | 0.1 | 0.14 | 0.31 | 0.29 | 0.22 | 0.0 |
Yield(%) | N/A | 0.0 | 1.0 | 1.7 | 1.5 | 13.2 | 2.7 | N/A | 0.0 | 2.7 | 1.9 | 1.7 | 2.1 | 1.9 | 2.3 | 2.2 | 2.6 | 1.8 | 69.1 | 1.3 | 1.1 | 0.5 | 0.2 | 0.1 | 0.1 | 0.1 | 0.1 | 0.3 | 0.3 | 0.7 | 0.6 | 0.8 | 0.9 | 1.1 | 0.9 | 0.6 | 0.8 | 1.1 | 0.0 |
Dividend Growth(%) | N/A | -100.0 | -40.7 | -35.7 | -69.8 | 749.3 | N/A | N/A | N/A | 6.2 | 15.7 | 11.1 | -30.0 | -6.2 | 18.5 | 35.0 | -14.3 | -96.7 | 5160.0 | 0.0 | 207.7 | 225.0 | 0.0 | 33.3 | -25.0 | -60.0 | -16.7 | -33.3 | -28.0 | -16.7 | -25.0 | 0.0 | 8.1 | 2.8 | 9.1 | 13.8 | 16.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 12/31/1987
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