Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| COPY (Tweedy, Browne Insider + Value ETF) | NA | 20.27% | 7.06% | -13.58% | -10.29% | -8.36% | -11.25% | -8.95% |
Data as of 08/29/2014, AR inception is 04/13/1989
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COPY (Tweedy, Browne Insider + Value ETF) | 04/13/1989 | 08/29/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 8.00 | 20.27 | 7.06 | -13.58 | -10.29 | -8.36 | -11.25 | -8.95 | 42.11 | 5.56 | 63.64 | -47.62 | -67.19 | 48.84 | -70.34 | 49.48 | 22.78 | -7.06 | 84.78 | 142.11 | -55.81 | -37.68 | -14.81 | -36.72 | -63.43 | -29.15 | 2.60 | 52.61 | -51.46 | 6.12 | 2.08 | 115.83 | -19.13 | 22.22 |
| Sharpe Ratio | NA | 0.24 | 0.06 | -0.11 | -0.10 | NA | NA | -0.13 | 0.82 | 0.05 | 0.47 | -0.39 | -0.67 | 0.42 | -0.70 | 0.56 | 0.24 | -0.12 | 0.76 | 0.99 | -0.48 | -0.32 | -0.13 | -0.36 | -0.53 | -1.14 | -0.01 | 0.81 | -0.78 | 0.06 | 0.00 | 1.33 | -0.39 | 0.41 |
| Standard Deviation(%) | NA | 83.03 | 115.37 | 117.84 | 110.40 | NA | NA | 99.19 | 85.20 | 105.00 | 137.13 | 121.88 | 100.52 | 115.76 | 101.79 | 83.34 | 80.68 | 79.15 | 110.24 | 142.37 | 118.00 | 127.58 | 149.22 | 112.16 | 126.83 | 74.03 | 67.65 | 60.08 | 69.55 | 66.43 | 62.45 | 84.03 | 62.00 | 64.96 |
| Draw Down(%) | NA | 44.45 | 72.00 | 93.64 | 96.32 | NA | NA | 99.28 | 44.45 | 50.15 | 72.00 | 75.56 | 71.88 | 55.81 | 83.22 | 49.48 | 53.21 | 56.98 | 53.78 | 60.00 | 79.52 | 70.59 | 82.99 | 74.00 | 79.29 | 58.00 | 59.34 | 32.19 | 65.38 | 41.79 | 44.17 | 51.19 | 51.37 | 36.02 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/29/2014, AR inception is 04/13/1989
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COPY (Tweedy, Browne Insider + Value ETF) |
-57.53%
Feb 2000 - Feb 2003 |
-46.59%
Sep 1997 - Sep 2002 |
-31.46%
Jan 1993 - Jan 2003 |
-24.10%
Jan 1997 - Jan 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COPY (Tweedy, Browne Insider + Value ETF) |
84.37%
Jan 2003 - Jan 2006 |
51.32%
Jan 2003 - Jan 2008 |
4.81%
Jan 2003 - Jan 2013 |
-6.17%
Nov 1990 - Nov 2005 |
Annualized Rolling Returns Comparison Chart