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TFESX: INTERNATIONAL EQUITY SERIES SERVICE SHARES (MUTUAL FUND)
Basic Info 12.44 0.12(0.97%) May 15
Asset Class: | Foreign Large Value |
MyPlanIQ Rating: | (59%) |
Start Date: | 12/14/2006 |
Last Dividend Date: | 12/20/2023 |
12-Mo. Yield | 13.18% |
Expenses | 0.97% |
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Performance Analytics (As of 05/10/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 11/21/2007 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 2.6 | 10.9 | 21.5 | 6.5 | 8.1 | 3.5 | 6.2 | 1.3 | 22.7 | -9.4 | 5.6 | 5.1 | 11.3 | -15.2 | 22.7 | 1.2 | -2.8 | -6.9 | 19.3 | 18.4 | -11.1 | 6.6 | 30.2 | -48.2 | 7.6 | -3.2 |
Sharpe Ratio | NA | 2.4 | 1.35 | 0.18 | 0.32 | 0.14 | NA | 0.04 | 1.44 | -0.5 | 0.41 | 0.18 | 0.97 | -1.31 | 2.91 | 0.05 | -0.19 | -0.64 | 1.6 | 1.12 | -0.42 | 0.33 | 1.19 | -1.32 | 0.26 | -2.57 |
Draw Down(%) | NA | 4.6 | 7.9 | 29.9 | 34.1 | 41.3 | NA | 65.4 | 7.9 | 29.3 | 10.8 | 34.1 | 12.9 | 21.8 | 2.9 | 14.6 | 17.6 | 14.4 | 9.0 | 17.0 | 26.9 | 17.7 | 26.8 | 53.7 | 14.6 | 4.7 |
Standard Deviation(%) | NA | 9.9 | 11.5 | 16.1 | 18.3 | 16.1 | NA | 19.3 | 12.9 | 21.7 | 13.5 | 27.7 | 10.3 | 12.6 | 7.6 | 18.8 | 14.7 | 10.8 | 12.0 | 16.5 | 26.2 | 19.8 | 25.3 | 37.0 | 18.1 | 23.2 |
Treynor Ratio | NA | 0.28 | 0.18 | 0.03 | 0.07 | 0.03 | NA | 0.01 | 0.2 | -0.11 | 0.06 | 0.06 | 0.12 | -0.19 | 0.25 | 0.01 | -0.03 | -0.08 | 0.23 | 0.2 | -0.12 | 0.07 | 0.37 | -0.6 | 0.06 | -0.58 |
Alpha | NA | 0.04 | 0.03 | 0.01 | 0.0 | 0.0 | NA | -0.01 | 0.03 | 0.01 | -0.01 | -0.01 | -0.02 | -0.01 | -0.01 | -0.01 | 0.01 | -0.01 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | -0.09 | -0.01 | -0.36 |
Beta | NA | 0.84 | 0.88 | 0.95 | 0.9 | 0.9 | NA | 0.86 | 0.92 | 0.96 | 0.96 | 0.86 | 0.84 | 0.87 | 0.88 | 0.96 | 0.85 | 0.84 | 0.83 | 0.91 | 0.95 | 0.87 | 0.81 | 0.81 | 0.75 | 1.03 |
RSquared | NA | 0.9 | 0.84 | 0.9 | 0.88 | 0.86 | NA | 0.85 | 0.84 | 0.93 | 0.9 | 0.87 | 0.8 | 0.82 | 0.7 | 0.84 | 0.82 | 0.77 | 0.8 | 0.86 | 0.95 | 0.91 | 0.88 | 0.85 | 0.62 | 0.1 |
Yield(%) | N/A | 0.0 | 13.2 | 12.2 | 10.5 | 6.4 | 7.6 | N/A | 14.8 | 5.0 | 26.2 | 6.4 | 5.8 | 17.2 | 4.8 | 3.3 | 2.2 | 4.9 | 3.0 | 3.0 | 3.9 | 2.6 | 0.0 | 0.0 | 0.2 | 2.3 |
Dividend Growth(%) | N/A | -100.0 | 154.2 | 8.8 | 17.6 | N/A | N/A | N/A | 154.1 | -85.0 | 302.0 | 17.4 | -77.5 | 325.6 | 47.5 | 38.6 | -60.4 | 85.0 | 13.2 | -32.9 | 54.9 | N/A | N/A | -100.0 | -90.9 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 11/21/2007
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