Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TALGX (Target Large Capitalization Growth T) | NA | -32.53% | -0.54% | 5.12% | 1.71% | -3.12% | NA | 2.87% |
Data as of 07/16/2015, AR inception is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TALGX (Target Large Capitalization Growth T) | 06/21/1996 | 07/16/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -36.62 | -32.53 | -0.54 | 5.12 | 1.71 | -3.12 | NA | 2.87 | 1.44 | 3.35 | 27.76 | 13.86 | -1.77 | 15.76 | 27.06 | -41.07 | 2.28 | 5.00 | -8.18 | 3.31 | 39.53 | -31.70 | -30.39 | -9.66 | 40.64 | 34.46 | 4.70 | 8.99 |
| Sharpe Ratio | NA | 0.17 | 0.92 | 0.76 | 0.07 | NA | NA | -0.04 | 0.22 | 0.25 | 2.13 | 1.00 | -0.07 | 0.82 | 1.08 | -1.12 | -0.04 | 0.13 | -0.54 | 0.15 | 1.78 | -0.96 | -0.88 | -0.32 | 1.41 | 1.08 | -1.84 | 0.77 |
| Standard Deviation(%) | NA | 13.58 | 13.11 | 16.79 | 21.60 | NA | NA | 25.34 | 12.46 | 13.49 | 13.05 | 13.94 | 25.32 | 19.21 | 25.02 | 37.37 | 18.75 | 13.13 | 19.26 | 15.82 | 21.85 | 34.01 | 37.84 | 42.50 | 26.58 | 28.71 | 27.30 | 18.58 |
| Draw Down(%) | NA | 8.17 | 8.17 | 20.01 | 57.35 | NA | NA | 78.02 | 4.82 | 8.17 | 5.80 | 10.89 | 20.01 | 16.39 | 22.49 | 48.85 | 12.77 | 11.56 | 15.06 | 18.85 | 13.92 | 44.63 | 49.18 | 35.50 | 13.17 | 30.26 | 25.33 | 10.86 |
| Yield(%) | 0.00 | 4.17 | 4.42 | 3.59 | 3.94 | 1.64 | 3.42 | 3.60 | 0.00 | 4.31 | 6.32 | 0.77 | 0.34 | 0.47 | 0.92 | 0.77 | 7.56 | 3.53 | 15.20 | 0.45 | 0.00 | 0.02 | 0.07 | 6.77 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/16/2015, AR inception is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TALGX (Target Large Capitalization Growth T) |
-27.62%
Mar 2000 - Mar 2003 |
-12.75%
Aug 2000 - Aug 2005 |
-7.50%
Aug 2000 - Aug 2010 |
0.33%
Mar 2000 - Mar 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TALGX (Target Large Capitalization Growth T) |
35.81%
Mar 1997 - Mar 2000 |
21.70%
Feb 2009 - Feb 2014 |
7.70%
Apr 2005 - Apr 2015 |
4.33%
Aug 1998 - Aug 2013 |
Annualized Rolling Returns Comparison Chart