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TFEQX: INTERNATIONAL EQUITY SERIES PRIMARY SHARES (MUTUAL FUND)
Basic Info 11.19 0.02(0.18%) April 19
Asset Class: | Foreign Large Value |
MyPlanIQ Rating: | (86%) |
Start Date: | 02/27/1995 |
Last Dividend Date: | 12/20/2023 |
12-Mo. Yield | 7.62% |
Expenses | 0.97% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 02/28/1995 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -2.3 | 2.6 | 11.3 | 3.7 | 5.2 | 3.0 | 6.6 | 5.4 | 6.7 | 22.7 | -9.2 | 5.7 | 5.3 | 11.6 | -15.1 | 22.9 | 1.3 | -2.6 | -6.8 | 19.5 | 18.5 | -10.9 | 6.7 | 33.6 | -42.1 | 18.2 | 29.0 | 13.6 | 21.2 | 42.6 | -14.8 | -12.1 | -5.7 | 27.4 | 10.1 | 11.4 | 21.6 | 15.1 |
Sharpe Ratio | NA | 1.58 | 0.95 | 0.17 | 0.23 | 0.14 | NA | NA | 0.31 | 1.43 | -0.49 | 0.42 | 0.18 | 0.99 | -1.31 | 2.94 | 0.06 | -0.18 | -0.63 | 1.62 | 1.13 | -0.42 | 0.33 | 1.33 | -1.19 | 1.07 | 2.02 | 1.26 | 1.67 | 3.12 | -0.9 | -0.93 | -0.76 | 2.06 | 0.4 | 0.58 | 2.89 | 1.72 |
Draw Down(%) | NA | 2.7 | 8.0 | 29.8 | 34.0 | 41.0 | NA | NA | 57.7 | 8.0 | 29.2 | 10.8 | 34.0 | 12.8 | 21.7 | 2.9 | 14.6 | 17.6 | 14.4 | 8.9 | 17.0 | 26.8 | 17.7 | 26.7 | 52.1 | 11.7 | 13.6 | 6.8 | 10.6 | 16.1 | 28.3 | 28.0 | 13.8 | 8.6 | 24.7 | 11.6 | 4.3 | 4.8 |
Standard Deviation(%) | NA | 9.5 | 11.5 | 16.2 | 18.3 | 16.0 | NA | NA | 16.9 | 13.0 | 21.8 | 13.5 | 27.6 | 10.3 | 12.5 | 7.6 | 18.8 | 14.7 | 10.8 | 12.0 | 16.5 | 26.3 | 19.8 | 25.1 | 36.1 | 14.3 | 12.8 | 9.1 | 12.1 | 13.4 | 17.7 | 15.8 | 12.8 | 11.7 | 16.9 | 13.6 | 6.2 | 8.3 |
Treynor Ratio | NA | 0.18 | 0.12 | 0.03 | 0.05 | 0.02 | NA | NA | 0.06 | 0.2 | -0.11 | 0.06 | 0.06 | 0.12 | -0.19 | 0.25 | 0.01 | -0.03 | -0.08 | 0.24 | 0.21 | -0.11 | 0.08 | 0.41 | -0.53 | 0.22 | 0.33 | 0.17 | 0.22 | 0.49 | -0.2 | -0.23 | -0.11 | 0.3 | 0.09 | 0.11 | 0.24 | 0.41 |
Alpha | NA | 0.05 | 0.03 | 0.01 | 0.0 | 0.0 | NA | NA | 0.01 | 0.03 | 0.01 | -0.01 | -0.01 | -0.02 | -0.01 | 0.0 | -0.01 | 0.01 | 0.0 | 0.01 | 0.0 | 0.01 | 0.0 | 0.02 | -0.05 | 0.03 | 0.02 | 0.0 | 0.01 | 0.02 | -0.02 | -0.02 | 0.0 | 0.03 | -0.02 | 0.05 | 0.05 | 0.03 |
Beta | NA | 0.83 | 0.89 | 0.95 | 0.9 | 0.9 | NA | NA | 0.83 | 0.93 | 0.97 | 0.96 | 0.86 | 0.84 | 0.87 | 0.88 | 0.95 | 0.85 | 0.84 | 0.83 | 0.91 | 0.95 | 0.87 | 0.81 | 0.81 | 0.68 | 0.79 | 0.67 | 0.92 | 0.85 | 0.81 | 0.65 | 0.86 | 0.81 | 0.73 | 0.7 | 0.73 | 0.35 |
RSquared | NA | 0.89 | 0.84 | 0.9 | 0.88 | 0.86 | NA | NA | 0.83 | 0.84 | 0.93 | 0.9 | 0.87 | 0.8 | 0.82 | 0.7 | 0.84 | 0.83 | 0.77 | 0.79 | 0.86 | 0.95 | 0.91 | 0.89 | 0.88 | 0.79 | 0.8 | 0.61 | 0.91 | 0.93 | 0.81 | 0.65 | 0.66 | 0.65 | 0.73 | 0.5 | 0.64 | 0.16 |
Yield(%) | N/A | 0.0 | 13.4 | 12.6 | 10.2 | 6.7 | 9.1 | 7.5 | N/A | 15.0 | 5.2 | 26.7 | 6.6 | 7.0 | 17.6 | 5.0 | 3.5 | 2.4 | 5.1 | 3.5 | 3.4 | 4.1 | 2.7 | 3.3 | 6.8 | 10.7 | 9.0 | 3.5 | 1.5 | 2.5 | 1.4 | 2.7 | 15.0 | 5.6 | 7.5 | 5.1 | 4.9 | 3.7 |
Dividend Growth(%) | N/A | -100.0 | 144.4 | 5.0 | 17.4 | 41.6 | N/A | N/A | N/A | 144.4 | -84.6 | 296.1 | 0.0 | -73.5 | 318.3 | 43.1 | 38.3 | -58.8 | 65.2 | 16.9 | -28.0 | 54.7 | 6.0 | -74.4 | -32.1 | 40.0 | 192.9 | 169.2 | -16.1 | 55.0 | -55.6 | -86.2 | 220.6 | -22.1 | 57.8 | 18.6 | 48.9 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 02/28/1995
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