Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| T.TO (TELUS Corporation TSE) | NA | 22.62% | 10.50% | 10.63% | 12.69% | 9.70% | 12.60% | 9.83% |
Data as of 08/23/2021, AR inception is 01/12/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| T.TO (TELUS Corporation TSE) | 01/12/1995 | 08/23/2021 |
| 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 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.56 | 22.62 | 10.50 | 10.63 | 12.69 | 9.70 | 12.60 | 9.83 | 15.98 | 5.21 | 11.12 | -4.98 | 11.39 | 11.74 | -8.67 | 14.58 | 12.32 | 12.94 | 26.74 | 33.33 | -8.23 | -24.82 | -7.62 | 11.83 | 32.14 | 39.58 | 48.71 | -28.04 | -41.64 | 18.21 | -15.91 | -6.07 | 50.08 | 18.60 | 5.80 |
| Sharpe Ratio | NA | 1.69 | 0.44 | 0.54 | 0.71 | NA | NA | 0.30 | 2.15 | 0.14 | -1.05 | -2.42 | -0.76 | -1.69 | -1.49 | -0.25 | -0.31 | -0.41 | 0.51 | 0.89 | -0.91 | -1.17 | -1.34 | -0.38 | 0.50 | 0.70 | 1.03 | -0.73 | -1.79 | -1.37 | 0.32 | 0.81 | 0.14 | 1.60 | -3.81 |
| Standard Deviation(%) | NA | 13.99 | 22.12 | 18.24 | 17.35 | NA | NA | 26.68 | 12.14 | 34.59 | 11.56 | 10.98 | 10.33 | 13.22 | 18.27 | 15.65 | 20.08 | 13.67 | 15.99 | 16.48 | 29.52 | 37.93 | 22.18 | 27.95 | 22.22 | 28.64 | 28.50 | 65.72 | 35.59 | 36.95 | 28.52 | 33.68 | 23.79 | 12.81 | 14.62 |
| Draw Down(%) | NA | 7.26 | 27.12 | 27.12 | 27.12 | NA | NA | 88.35 | 7.10 | 27.12 | 10.20 | 9.84 | 5.35 | 7.63 | 15.73 | 11.61 | 20.88 | 6.63 | 8.72 | 5.83 | 22.08 | 33.80 | 33.33 | 18.37 | 13.82 | 22.98 | 21.94 | 74.85 | 57.44 | 23.03 | 34.62 | 39.73 | 11.81 | 8.72 | 8.48 |
| Yield(%) | 0.00 | 3.74 | 4.32 | 4.74 | 6.60 | 5.44 | 10.26 | 8.29 | 1.22 | 4.70 | 5.00 | 4.43 | 4.57 | 4.84 | 4.00 | 4.15 | 4.17 | 4.26 | 4.85 | 5.85 | 5.10 | 3.66 | 2.94 | 2.46 | 2.47 | 2.42 | 3.39 | 2.50 | 2.93 | 6.62 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/23/2021, AR inception is 01/12/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| T.TO (TELUS Corporation TSE) |
-34.74%
Jul 1999 - Jul 2002 |
-23.65%
Jul 1997 - Jul 2002 |
0.36%
Jun 1998 - Jun 2008 |
4.26%
Jun 1998 - Jun 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| T.TO (TELUS Corporation TSE) |
78.90%
Jul 2002 - Jul 2005 |
52.16%
Jul 2002 - Jul 2007 |
26.86%
Jul 2002 - Jul 2012 |
21.70%
Jul 2002 - Jul 2017 |
Annualized Rolling Returns Comparison Chart