Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TATBX (Target Total Return Bond T) | NA | 1.66% | 1.45% | 3.45% | 5.56% | 7.96% | NA | NA |
Data as of 06/16/2015, AR inception is 06/20/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TATBX (Target Total Return Bond T) | 06/20/1996 | 06/16/2015 |
| 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 (%) | 0.00 | 1.66 | 1.45 | 3.45 | 5.56 | 7.96 | NA | NA | -0.43 | 4.86 | -2.86 | 7.30 | 5.94 | 6.97 | 20.45 | 1.80 | 8.82 | 3.82 | 3.08 | 2.11 | 5.13 | 42.71 | 7.96 | 12.56 | -0.85 | 7.95 | 8.64 | 7.59 |
| Sharpe Ratio | NA | 0.47 | 0.43 | 0.95 | 1.00 | NA | NA | 0.59 | -0.22 | 1.73 | -0.78 | 2.52 | 1.64 | 1.58 | 3.12 | 0.11 | 1.25 | 0.15 | 0.26 | 0.26 | 1.03 | 2.02 | 1.18 | 2.10 | -0.94 | 0.69 | -11.89 | 1.97 |
| Standard Deviation(%) | NA | 3.50 | 3.37 | 3.59 | 4.69 | NA | NA | 6.60 | 4.28 | 2.80 | 3.71 | 2.89 | 3.60 | 4.35 | 6.52 | 8.13 | 4.64 | 3.55 | 3.48 | 4.49 | 4.30 | 20.60 | 4.84 | 4.06 | 4.31 | 6.70 | 3.90 | 5.79 |
| Draw Down(%) | NA | 3.41 | 6.75 | 6.75 | 9.43 | NA | NA | 9.43 | 3.41 | 1.31 | 6.75 | 1.55 | 2.16 | 4.63 | 4.42 | 9.43 | 3.59 | 2.33 | 2.78 | 3.82 | 4.21 | 2.94 | 3.95 | 2.50 | 3.67 | 4.60 | 3.18 | 2.15 |
| Yield(%) | 0.00 | 4.39 | 3.33 | 3.88 | 5.32 | 7.48 | NA | NA | 0.04 | 5.01 | 1.74 | 4.80 | 2.80 | 6.33 | 10.08 | 11.82 | 4.32 | 3.79 | 5.25 | 2.38 | 5.73 | 31.35 | 6.28 | 7.92 | 5.16 | 8.26 | 5.70 | NA |
Data as of 06/16/2015, AR inception is 06/20/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TATBX (Target Total Return Bond T) |
1.42%
May 2012 - May 2015 |
2.81%
Oct 2003 - Oct 2008 |
5.47%
Mar 2004 - Mar 2014 |
7.85%
Sep 1998 - Sep 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TATBX (Target Total Return Bond T) |
21.04%
May 2000 - May 2003 |
13.61%
Oct 1999 - Oct 2004 |
10.54%
Jan 2000 - Jan 2010 |
9.06%
Aug 1996 - Aug 2011 |
Annualized Rolling Returns Comparison Chart