Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TCO (Taubman Centers Inc) | NA | 19,349.19% | 474.40% | 182.62% | 76.06% | 50.78% | 46.64% | 31.90% |
Data as of 02/19/2021, AR inception is 11/20/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TCO (Taubman Centers Inc) | 11/20/1992 | 02/19/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 19,349.19 | 474.40 | 182.62 | 76.06 | 50.78 | 46.64 | 31.90 | -8.11 | 36,103.62 | -31.66 | -30.48 | -11.50 | -3.64 | 0.39 | 19.56 | -18.80 | 26.76 | 23.02 | 40.57 | 41.04 | -48.24 | -3.28 | 46.36 | 16.03 | 45.39 | 26.93 | 9.29 | 35.77 | 1.74 | -21.82 | 5.77 | 0.97 | 28.75 | 2.56 | -16.13 | 0.00 | 0.00 |
| Sharpe Ratio | NA | 34.70 | 1.47 | 0.72 | 0.42 | NA | NA | 0.27 | -1.72 | 63.07 | -2.09 | -1.97 | -1.22 | -1.90 | -0.85 | 0.07 | -1.88 | 0.54 | 0.14 | 0.63 | 0.30 | -0.78 | -0.87 | 1.21 | -0.22 | 0.93 | 0.40 | -0.44 | 0.80 | -2.48 | 0.13 | 1.75 | -2.52 | 1.51 | -2.63 | -0.53 | 0.00 | 0.00 |
| Standard Deviation(%) | NA | 557.57 | 323.87 | 251.32 | 178.40 | NA | NA | 109.86 | 27.65 | 559.21 | 26.30 | 26.48 | 25.24 | 19.80 | 21.30 | 15.56 | 19.81 | 15.32 | 32.06 | 34.63 | 74.44 | 87.20 | 29.19 | 20.03 | 22.91 | 27.71 | 19.18 | 23.82 | 18.48 | 27.01 | 25.26 | 22.38 | 18.08 | 20.33 | 22.64 | 27.19 | 30.03 | 15.79 |
| Draw Down(%) | NA | 37.32 | 55.54 | 61.63 | 61.63 | NA | NA | 76.97 | 13.92 | 37.41 | 45.51 | 34.15 | 39.21 | 14.63 | 20.73 | 8.72 | 28.44 | 10.12 | 22.81 | 19.94 | 49.38 | 67.80 | 25.55 | 15.81 | 20.23 | 24.76 | 8.30 | 21.28 | 17.69 | 22.77 | 25.00 | 15.02 | 20.59 | 8.00 | 12.20 | 30.56 | 31.71 | 3.19 |
| Yield(%) | 0.00 | 1.27 | 3.27 | 3.15 | 4.80 | 5.65 | 16.61 | 12.29 | 0.00 | 2.26 | 6.02 | 3.95 | 3.36 | 3.17 | 2.90 | 10.74 | 2.50 | 2.97 | 3.43 | 5.27 | 6.79 | 3.37 | 3.02 | 3.61 | 3.91 | 5.21 | 6.46 | 6.84 | 9.29 | 9.06 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/19/2021, AR inception is 11/20/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCO (Taubman Centers Inc) |
-24.22%
Jan 2017 - Jan 2020 |
-16.71%
Jan 2015 - Jan 2020 |
0.91%
Oct 2010 - Oct 2020 |
4.17%
Jan 2005 - Jan 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCO (Taubman Centers Inc) |
477.45%
Dec 2017 - Dec 2020 |
181.53%
Dec 2015 - Dec 2020 |
78.59%
Dec 2010 - Dec 2020 |
53.00%
Dec 2005 - Dec 2020 |
Annualized Rolling Returns Comparison Chart