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TWEGX: INTERNATIONAL DISCOVERY FUND INVESTOR CLASS (MUTUAL FUND)
Basic Info
Asset Class: | FOREIGN SMALL/MID GROWTH |
MyPlanIQ Rating: | Not Rated |
Start Date: | 05/24/1995 |
Last Dividend Date: | 12/31/2018 |
12-Mo. Yield | 4.62% |
Expenses | 1.42% |
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Performance Analytics (As of 09/11/2020)
Not up-to-date? TryLast 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 05/25/1995 |
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(%) | 0.0 | 0.0 | -3.5 | 2.9 | 5.2 | 6.6 | 7.5 | 9.7 | 13.8 | -25.9 | 40.5 | -5.4 | 6.6 | -6.2 | 29.3 | 15.3 | -16.8 | 20.6 | 34.5 | -52.2 | 24.5 | 31.5 | 31.5 | 16.3 | 51.4 | -12.8 | -21.8 | -14.2 | 88.5 | 17.9 | 17.5 | 31.2 | 11.6 |
Sharpe Ratio | NA | -1.02 | 0.28 | 0.07 | 0.5 | NA | NA | 0.42 | 4.73 | -1.51 | 4.64 | -0.31 | 0.41 | -0.46 | 2.29 | 0.85 | -0.53 | 0.83 | 1.24 | -1.41 | 0.96 | 1.51 | 2.58 | 0.98 | 4.0 | -1.02 | -1.48 | -0.65 | 5.99 | 0.72 | 0.99 | 3.91 | 1.96 |
Draw Down(%) | NA | 32.9 | 35.0 | 35.0 | 35.0 | NA | NA | 66.0 | 3.4 | 35.0 | 3.1 | 13.6 | 13.6 | 18.2 | 10.2 | 14.8 | 31.6 | 19.3 | 22.1 | 59.8 | 16.7 | 23.0 | 9.7 | 17.4 | 8.8 | 24.1 | 37.6 | 42.9 | 6.2 | 36.4 | 12.2 | 5.0 | 5.2 |
Standard Deviation(%) | NA | 17.8 | 15.1 | 15.3 | 19.8 | NA | NA | 19.6 | 16.3 | 18.0 | 8.6 | 18.1 | 15.8 | 13.6 | 12.8 | 18.2 | 32.0 | 24.7 | 27.7 | 37.6 | 22.6 | 18.7 | 11.3 | 15.6 | 12.7 | 13.7 | 16.5 | 27.9 | 14.3 | 20.3 | 14.0 | 7.0 | 8.2 |
Treynor Ratio | NA | -0.2 | 0.05 | 0.01 | 0.1 | NA | NA | 0.09 | 0.85 | -0.31 | 0.53 | -0.06 | 0.08 | -0.07 | 0.36 | 0.16 | -0.15 | 0.19 | 0.38 | -0.65 | 0.2 | 0.27 | 0.38 | 0.15 | 0.75 | -0.28 | -0.43 | -0.15 | 1.08 | 0.17 | 0.2 | 0.38 | 0.26 |
Alpha | NA | -0.06 | -0.03 | -0.02 | -0.01 | NA | NA | 0.01 | 0.03 | -0.07 | 0.03 | -0.03 | 0.03 | 0.0 | 0.03 | -0.01 | -0.01 | 0.01 | -0.01 | -0.11 | 0.03 | 0.01 | 0.06 | -0.01 | 0.08 | -0.02 | -0.05 | -0.01 | 0.18 | 0.01 | 0.05 | 0.06 | 0.03 |
Beta | NA | 0.9 | 0.89 | 0.89 | 0.98 | NA | NA | 0.88 | 0.91 | 0.89 | 0.76 | 0.92 | 0.87 | 0.91 | 0.82 | 0.98 | 1.1 | 1.08 | 0.9 | 0.81 | 1.07 | 1.06 | 0.78 | 1.02 | 0.68 | 0.49 | 0.57 | 1.19 | 0.79 | 0.86 | 0.71 | 0.71 | 0.63 |
RSquared | NA | 0.85 | 0.81 | 0.79 | 0.86 | NA | NA | 0.76 | 0.87 | 0.84 | 0.64 | 0.8 | 0.78 | 0.71 | 0.74 | 0.86 | 0.95 | 0.9 | 0.88 | 0.92 | 0.84 | 0.72 | 0.51 | 0.72 | 0.55 | 0.62 | 0.5 | 0.58 | 0.56 | 0.68 | 0.52 | 0.51 | 0.4 |
Yield(%) | N/A | 4.6 | 2.3 | 1.4 | 2.1 | 7.1 | 8.6 | N/A | 0.0 | 4.9 | 0.0 | 0.5 | 0.2 | 0.6 | 2.2 | 0.0 | 0.0 | 0.1 | 1.0 | 2.4 | 27.8 | 25.9 | 22.0 | 15.3 | 0.3 | 0.2 | 0.0 | 9.4 | 8.2 | 0.4 | 6.6 | 5.7 | 0.6 |
Dividend Growth(%) | N/A | 1321.2 | 265.6 | 193.5 | -92.1 | N/A | N/A | N/A | -100.0 | N/A | -100.0 | 131.0 | -60.8 | -67.5 | 11300.0 | N/A | -100.0 | -85.3 | -80.2 | -91.9 | 8.7 | 32.9 | 41.3 | 7625.9 | 68.8 | N/A | -100.0 | 103.9 | 2267.6 | -93.0 | 43.4 | 959.4 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 05/25/1995
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