Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TAIEX (INTERNATIONAL EQUITY CLASS Z) | NA | 18.97% | 8.26% | 6.57% | 1.73% | 7.24% | 4.80% | … | … |
Data as of 01/05/2018, Common starting date is 12/13/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TAIEX (INTERNATIONAL EQUITY CLASS Z) | 12/13/1993 | 01/05/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 18.97 | 8.26 | 6.57 | 1.73 | 7.24 | 4.80 | … | … | 0.00 | 22.03 | -0.33 | 1.73 | -7.09 | 20.82 | 16.52 | -12.06 | 10.69 | 32.95 | -45.09 | 16.80 | 29.03 | 14.12 | 15.23 | 28.76 | -9.41 | -24.56 | -9.42 | 23.30 | 15.49 | 10.60 | 14.42 | 15.08 | -8.63 | 2.30 |
| Sharpe Ratio | NA | 2.50 | 0.57 | 0.49 | 0.07 | NA | NA | … | … | 0.00 | 2.87 | -0.03 | 0.12 | -0.64 | 1.72 | 1.06 | -0.45 | 0.53 | 1.17 | -1.17 | 0.80 | 1.93 | 1.22 | 1.18 | 1.99 | -0.51 | -1.51 | -0.99 | 1.57 | 0.61 | 0.51 | 1.52 | 1.12 | -0.76 | 3.21 |
| Standard Deviation(%) | NA | 7.35 | 13.91 | 13.05 | 21.37 | NA | NA | … | … | 199.50 | 7.48 | 17.66 | 14.79 | 11.08 | 12.09 | 15.63 | 26.85 | 19.96 | 28.19 | 39.33 | 17.24 | 13.38 | 9.78 | 12.06 | 14.11 | 20.76 | 18.05 | 13.58 | 12.78 | 19.97 | 13.89 | 7.13 | 10.07 | 15.30 | 16.60 |
| Draw Down(%) | NA | 2.32 | 21.74 | 21.74 | 57.43 | NA | NA | … | … | 0.00 | 2.32 | 12.99 | 15.40 | 12.73 | 9.57 | 15.47 | 26.54 | 17.48 | 27.61 | 54.51 | 11.23 | 15.80 | 7.67 | 9.53 | 14.58 | 23.39 | 33.49 | 15.10 | 9.61 | 28.23 | 10.95 | 5.19 | 4.77 | 21.05 | 3.33 |
| Yield(%) | 0.00 | 24.38 | 9.92 | 7.23 | 3.59 | 8.12 | 5.65 | … | … | 0.00 | 24.84 | 2.22 | 2.76 | 2.89 | 2.07 | 2.64 | 2.10 | 1.70 | 1.80 | 2.91 | 17.08 | 12.13 | 7.32 | 1.20 | 1.45 | 0.79 | 0.89 | 12.33 | 10.54 | 6.51 | 14.19 | 5.54 | 0.93 | 0.08 | 0.03 |
Data as of 01/05/2018, Common starting date is 12/13/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TAIEX (INTERNATIONAL EQUITY CLASS Z) |
-16.01%
Mar 2000 – Mar 2003 |
-6.50%
Mar 1998 – Mar 2003 |
-1.01%
Feb 1999 – Feb 2009 |
1.59%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TAIEX (INTERNATIONAL EQUITY CLASS Z) |
26.55%
Oct 2004 – Oct 2007 |
23.12%
Sep 2002 – Sep 2007 |
9.40%
Oct 1997 – Oct 2007 |
7.87%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart