Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TCKGY (Thomas Cook Group plc) | NA | -23.82% | -54.68% | -47.44% | -17.30% | NA | NA | -30.21% |
Data as of 03/16/2022, AR inception is 10/11/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TCKGY (Thomas Cook Group plc) | 10/11/2010 | 03/16/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -23.82 | -54.68 | -47.44 | -17.30 | NA | NA | -30.21 | 0.00 | -23.82 | 0.00 | -84.51 | -76.68 | 60.29 | -44.02 | -11.14 | -26.76 | 308.18 | 256.10 | -91.52 | -3.48 |
| Sharpe Ratio | NA | -0.87 | -0.58 | -0.55 | -0.21 | NA | NA | -0.30 | 0.00 | -0.87 | 0.00 | -0.50 | -0.90 | 1.71 | -0.80 | -0.25 | -0.63 | 4.02 | 1.65 | -0.57 | -0.08 |
| Standard Deviation(%) | NA | 27.32 | 95.64 | 88.06 | 83.50 | NA | NA | 97.86 | NA | 27.37 | NA | 171.00 | 86.79 | 34.96 | 55.00 | 45.34 | 42.55 | 76.59 | 156.95 | 162.00 | 175.66 |
| Draw Down(%) | NA | 23.82 | 90.69 | 97.87 | 98.65 | NA | NA | 98.90 | 0.00 | 23.82 | 0.00 | 89.22 | 87.02 | 9.17 | 59.18 | 35.83 | 46.66 | 27.42 | 53.16 | 94.84 | 45.70 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.15 | 8.00 | 0.97 | 0.72 | 1.32 | 0.00 | 0.00 | 0.00 | 0.00 | 0.52 | 0.63 | 0.00 | 0.00 | 0.00 | 30.63 | 0.00 | 5.68 | 0.00 |
Data as of 03/16/2022, AR inception is 10/11/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCKGY (Thomas Cook Group plc) |
-69.64%
May 2018 - May 2021 |
-52.90%
Jun 2015 - Jun 2020 |
-31.45%
Jan 2011 - Jan 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCKGY (Thomas Cook Group plc) |
140.54%
Sep 2012 - Sep 2015 |
49.37%
Sep 2012 - Sep 2017 |
-11.63%
Jan 2012 - Jan 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart