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TEQUX: Transam Prem Eqty (UNDEFINED)
Basic Info
Asset Class: | ROOT |
MyPlanIQ Rating: | Not Rated |
Start Date: | 09/25/1996 |
Last Dividend Date: | 11/11/2009 |
12-Mo. Yield | 0.59% |
Expenses | - |
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Performance Analytics (As of 01/05/2010)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 09/25/1996 |
2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 24.0 | -6.5 | 0.8 | -0.7 | 7.3 | 0.0 | 28.1 | -44.7 | 15.2 | 7.5 | 15.9 | 15.1 | 30.7 | -24.4 | -17.6 | -7.6 | 33.3 | 33.7 | 47.5 | 10.0 |
Sharpe Ratio | NA | 0.86 | -0.25 | -0.04 | -0.09 | 0.07 | 0.0 | 1.0 | -1.08 | 0.7 | 0.33 | 1.15 | 1.12 | 1.64 | -0.89 | -0.7 | -0.2 | 1.12 | 1.18 | -0.41 | 3.12 |
Draw Down(%) | NA | 26.9 | 59.5 | 59.5 | 59.5 | 59.5 | 0.0 | 26.9 | 54.5 | 10.6 | 12.6 | 8.7 | 9.5 | 11.7 | 36.5 | 37.6 | 40.8 | 19.7 | 28.9 | 12.0 | 4.8 |
Standard Deviation(%) | NA | 27.7 | 31.3 | 25.7 | 29.4 | 27.8 | NA | 28.0 | 42.1 | 17.5 | 12.9 | 12.0 | 12.7 | 18.3 | 28.6 | 28.9 | 57.4 | 26.9 | 25.8 | 19.1 | 12.7 |
Treynor Ratio | NA | 0.24 | -0.08 | -0.01 | -0.02 | 0.02 | NA | 0.28 | -0.46 | 0.12 | 0.04 | 0.14 | 0.13 | 0.29 | -0.24 | -0.16 | -0.08 | 0.24 | 0.27 | -0.09 | 0.43 |
Alpha | NA | -0.03 | -0.05 | -0.04 | -0.04 | 0.0 | 0.0 | 0.01 | -0.05 | 0.04 | -0.04 | 0.04 | 0.01 | 0.01 | 0.0 | -0.01 | 0.08 | 0.03 | 0.01 | 0.03 | 0.03 |
Beta | NA | 0.98 | 1.0 | 1.01 | 1.07 | 1.08 | 0.0 | 0.98 | 0.99 | 1.02 | 1.21 | 1.0 | 1.06 | 1.02 | 1.05 | 1.25 | 1.38 | 1.27 | 1.14 | 0.9 | 0.93 |
RSquared | NA | 0.91 | 0.92 | 0.91 | 0.67 | 0.67 | 0.0 | 0.91 | 0.94 | 0.87 | 0.88 | 0.74 | 0.85 | 0.91 | 0.9 | 0.87 | 0.25 | 0.73 | 0.82 | 0.73 | 0.59 |
Yield(%) | N/A | 0.6 | 1.0 | 2.5 | 3.0 | N/A | 0.0 | 0.6 | 1.0 | 1.5 | 5.3 | 2.7 | 0.0 | 0.0 | 0.0 | 0.0 | 21.1 | 3.7 | 0.0 | 1.0 | 0.0 |
Dividend Growth(%) | N/A | -65.0 | -60.7 | -64.7 | N/A | N/A | -100.0 | -65.0 | -29.6 | -71.1 | 131.1 | N/A | N/A | N/A | N/A | -100.0 | 628.2 | N/A | -100.0 | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 09/25/1996
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