Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TA.TO (TransAlta Corp TSE) | NA | 46.96% | 19.41% | 18.75% | -1.64% | -0.35% | 0.81% | 4.37% |
Data as of 08/23/2021, AR inception is 01/12/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TA.TO (TransAlta Corp 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 (%) | -1.05 | 46.96 | 19.41 | 18.75 | -1.64 | -0.35 | 0.81 | 4.37 | 27.61 | 6.25 | 69.12 | -23.27 | 2.42 | 54.24 | -48.95 | -18.62 | -3.49 | -22.93 | 4.89 | -4.90 | 2.10 | -24.57 | 29.67 | 9.23 | 47.64 | 3.28 | 14.37 | -16.82 | 2.24 | 65.03 | -34.19 | 4.69 | 38.36 | 22.55 | 13.91 |
| Sharpe Ratio | NA | 2.09 | 0.53 | 0.57 | -0.07 | NA | NA | 0.10 | 2.12 | 0.12 | 2.45 | -1.17 | 0.08 | 1.22 | -1.34 | -0.92 | -0.17 | -1.18 | 0.28 | -0.28 | 0.07 | -0.57 | 1.27 | 0.28 | 2.15 | 0.12 | 0.76 | -0.67 | 0.00 | 1.84 | -1.31 | 0.04 | 1.83 | 1.39 | 0.63 |
| Standard Deviation(%) | NA | 22.15 | 35.36 | 31.69 | 30.31 | NA | NA | 27.44 | 21.87 | 49.89 | 27.62 | 21.10 | 21.80 | 44.08 | 36.60 | 20.35 | 20.72 | 19.60 | 17.46 | 17.50 | 29.65 | 44.57 | 21.02 | 21.40 | 21.16 | 20.24 | 18.06 | 26.76 | 32.95 | 33.15 | 28.49 | 30.60 | 18.97 | 13.61 | 16.86 |
| Draw Down(%) | NA | 15.63 | 50.59 | 50.59 | 78.31 | NA | NA | 84.08 | 15.63 | 50.59 | 22.72 | 27.29 | 13.39 | 26.37 | 63.95 | 31.52 | 20.51 | 30.60 | 10.80 | 15.99 | 27.41 | 43.59 | 11.60 | 16.50 | 7.82 | 16.89 | 11.25 | 26.60 | 30.41 | 15.41 | 45.25 | 25.96 | 10.53 | 10.35 | 6.84 |
| Yield(%) | 0.00 | 1.54 | 2.00 | 2.71 | 2.28 | 2.85 | 3.04 | 6.02 | 0.46 | 1.88 | 2.83 | 2.15 | 2.19 | 2.46 | 6.74 | 3.99 | 7.59 | 5.43 | 5.47 | 4.93 | 4.59 | 3.22 | 3.72 | 3.77 | 5.47 | 5.37 | 5.70 | 4.65 | 4.71 | 6.97 | 4.35 | 4.42 | 5.76 | 4.14 | 7.13 |
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 |
|---|---|---|---|---|
| TA.TO (TransAlta Corp TSE) |
-27.65%
Jan 2013 - Jan 2016 |
-20.17%
Dec 2010 - Dec 2015 |
-11.36%
Jun 2008 - Jun 2018 |
-4.96%
May 2001 - May 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TA.TO (TransAlta Corp TSE) |
32.62%
Oct 2004 - Oct 2007 |
21.65%
Feb 2003 - Feb 2008 |
12.07%
Aug 1998 - Aug 2008 |
8.27%
Mar 1995 - Mar 2010 |
Annualized Rolling Returns Comparison Chart