Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CLUB (Town Sports International Holdings Inc) | NA | -89.11% | -64.00% | -25.13% | -20.98% | NA | NA | -22.32% |
Data as of 01/22/2021, AR inception is 06/02/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CLUB (Town Sports International Holdings Inc) | 06/02/2006 | 01/22/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 21.74 | -89.11 | -64.00 | -25.13 | -20.98 | NA | NA | -22.32 | 12.00 | -85.38 | -73.28 | 15.32 | 122.00 | 110.08 | -80.00 | -59.69 | 38.46 | 45.03 | 81.03 | 74.25 | -26.96 | -66.63 | -41.99 | 24.38 |
| Sharpe Ratio | NA | -0.39 | -0.45 | -0.22 | -0.23 | NA | NA | -0.25 | 6.21 | -0.37 | -1.28 | -0.11 | 2.21 | 0.90 | -1.27 | -1.34 | 0.68 | 0.62 | 1.04 | 0.96 | -0.40 | -0.90 | -1.32 | 0.58 |
| Standard Deviation(%) | NA | 230.73 | 145.03 | 120.08 | 93.62 | NA | NA | 89.15 | 107.74 | 232.09 | 75.14 | 54.78 | 46.80 | 84.16 | 77.76 | 58.16 | 29.17 | 43.06 | 60.21 | 57.87 | 114.97 | 95.63 | 48.63 | 29.34 |
| Draw Down(%) | NA | 98.03 | 99.66 | 99.66 | 99.66 | NA | NA | 99.71 | 16.00 | 98.23 | 81.09 | 60.75 | 24.10 | 43.59 | 83.45 | 72.49 | 17.91 | 28.62 | 28.06 | 54.29 | 58.82 | 81.34 | 61.27 | 16.00 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 8.55 | 1.75 | 1.31 | 1.88 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.24 | 1.47 | 40.43 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 01/22/2021, AR inception is 06/02/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLUB (Town Sports International Holdings Inc) |
-79.49%
Oct 2017 - Oct 2020 |
-55.33%
Oct 2015 - Oct 2020 |
-31.21%
Oct 2010 - Oct 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLUB (Town Sports International Holdings Inc) |
83.96%
Sep 2010 - Sep 2013 |
48.70%
Jan 2009 - Jan 2014 |
15.58%
Oct 2008 - Oct 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart