Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TCF (TCF Financial Corporation) | NA | -92.96% | -65.48% | -42.43% | -18.23% | -14.35% | -6.54% | 3.56% |
Data as of 06/18/2021, AR inception is 06/18/1986
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TCF (TCF Financial Corporation) | 06/18/1986 | 06/18/2021 |
| 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 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -61.96 | -92.96 | -65.48 | -42.43 | -18.23 | -14.35 | -6.54 | 3.56 | -94.09 | -20.90 | 26.95 | -32.29 | -1.89 | 56.64 | 11.08 | -3.92 | 32.31 | 10.46 | -4.70 | -6.91 | -16.83 | 12.71 | -31.18 | 1.72 | -24.29 | 16.33 | 17.56 | 5.44 | 33.99 | -2.04 | 2.84 | -28.73 | 56.03 | 31.32 | 60.61 | 21.32 | 17.24 | 49.68 | 154.10 | -43.52 | 52.11 | 29.09 | -43.30 | -9.35 |
| Sharpe Ratio | NA | -0.40 | -0.47 | -0.39 | -0.23 | NA | NA | 0.03 | -0.30 | -0.24 | 0.92 | -1.30 | -0.10 | 2.34 | 0.51 | -0.19 | 1.52 | 0.39 | -0.11 | -0.22 | -0.32 | 0.18 | -0.84 | -0.07 | -0.95 | 0.62 | 0.47 | 0.10 | 0.67 | -0.10 | -0.01 | -0.84 | 0.03 | 1.05 | 3.33 | 0.77 | 0.54 | 1.58 | 3.08 | -1.00 | 1.37 | 0.68 | -0.84 | -0.61 |
| Standard Deviation(%) | NA | 231.98 | 142.29 | 111.35 | 81.20 | NA | NA | 56.86 | 336.83 | 86.76 | 27.75 | 25.82 | 24.16 | 24.02 | 21.68 | 20.46 | 21.25 | 27.09 | 43.18 | 31.51 | 52.66 | 65.10 | 40.86 | 21.24 | 27.74 | 24.63 | 35.87 | 41.41 | 47.92 | 59.71 | 26.59 | 38.04 | 26.27 | 26.20 | 17.05 | 23.85 | 28.17 | 29.63 | 48.52 | 48.81 | 33.83 | 35.92 | 56.17 | 33.38 |
| Draw Down(%) | NA | 95.60 | 95.97 | 95.97 | 95.97 | NA | NA | 95.97 | 95.60 | 61.05 | 24.19 | 41.38 | 19.98 | 13.34 | 11.69 | 20.88 | 13.43 | 20.35 | 36.61 | 24.68 | 45.50 | 42.60 | 37.84 | 14.56 | 29.54 | 12.22 | 16.89 | 29.87 | 26.10 | 35.09 | 20.66 | 54.93 | 18.04 | 14.62 | 10.00 | 17.20 | 21.94 | 17.24 | 30.95 | 59.46 | 28.15 | 19.32 | 61.70 | 25.81 |
| Yield(%) | 0.00 | 3.30 | 1.95 | 2.20 | 2.81 | 1.93 | 2.41 | 19.26 | 0.95 | 2.97 | 3.55 | 1.12 | 0.56 | 1.14 | 0.74 | 0.64 | 0.83 | 0.92 | 0.87 | 0.84 | 1.42 | 4.39 | 2.90 | 2.83 | 2.13 | 1.33 | 1.07 | 1.11 | 1.23 | 0.80 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/18/2021, AR inception is 06/18/1986
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCF (TCF Financial Corporation) |
-22.30%
Mar 2017 - Mar 2020 |
-10.32%
Sep 2006 - Sep 2011 |
-0.80%
Nov 2004 - Nov 2014 |
-0.67%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCF (TCF Financial Corporation) |
82.87%
Sep 1990 - Sep 1993 |
57.82%
Oct 1990 - Oct 1995 |
37.39%
Sep 1990 - Sep 2000 |
34.42%
Oct 1990 - Oct 2005 |
Annualized Rolling Returns Comparison Chart