Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TCP (TC PipeLines LP) | NA | 18.27% | -1.46% | -2.11% | 1.84% | 6.61% | 9.28% | 9.75% |
Data as of 03/15/2021, AR inception is 05/25/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TCP (TC PipeLines LP) | 05/25/1999 | 03/15/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 18.27 | -1.46 | -2.11 | 1.84 | 6.61 | 9.28 | 9.75 | 4.78 | -30.38 | 31.69 | -39.51 | -9.76 | 18.37 | -30.20 | 47.06 | 20.00 | -14.91 | -8.79 | 41.15 | 58.45 | -35.77 | 0.56 | 11.15 | -14.29 | 15.88 | 25.18 | 2.16 | 32.47 | 36.28 | -31.31 |
| Sharpe Ratio | NA | -0.05 | -0.04 | -0.06 | 0.04 | NA | NA | 0.25 | 1.17 | -0.39 | 0.33 | -1.03 | -1.22 | -0.37 | -1.15 | 0.95 | 0.06 | -1.81 | -1.29 | 1.17 | 1.47 | -1.40 | -1.07 | -0.72 | -1.85 | -0.16 | 0.27 | -0.73 | 0.37 | -1.00 | -0.45 |
| Standard Deviation(%) | NA | 65.55 | 57.40 | 48.12 | 40.70 | NA | NA | 33.29 | 23.18 | 77.95 | 25.75 | 59.25 | 23.79 | 42.39 | 42.20 | 30.14 | 22.65 | 18.68 | 21.21 | 19.28 | 27.09 | 39.52 | 20.09 | 15.69 | 19.09 | 22.76 | 21.64 | 24.13 | 31.39 | 32.32 | 26.56 |
| Draw Down(%) | NA | 43.31 | 55.92 | 62.76 | 63.56 | NA | NA | 63.56 | 6.64 | 56.61 | 10.27 | 59.05 | 24.68 | 29.47 | 42.81 | 13.00 | 15.29 | 19.08 | 26.23 | 13.76 | 14.43 | 49.54 | 23.00 | 14.63 | 23.15 | 20.94 | 12.29 | 18.37 | 15.81 | 21.09 | 32.12 |
| Yield(%) | 0.00 | 9.36 | 6.49 | 6.32 | 6.25 | 8.89 | 12.98 | 13.53 | 2.23 | 6.30 | 8.21 | 5.48 | 6.58 | 7.30 | 4.77 | 6.96 | 7.76 | 6.53 | 5.77 | 7.86 | 11.79 | 7.66 | 7.14 | 7.03 | 6.16 | 6.88 | 8.27 | 7.96 | 10.00 | 12.37 | 0.00 |
Data as of 03/15/2021, AR inception is 05/25/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCP (TC PipeLines LP) |
-22.17%
May 2015 - May 2018 |
-9.65%
Mar 2015 - Mar 2020 |
0.78%
Feb 2011 - Feb 2021 |
5.16%
Sep 2005 - Sep 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCP (TC PipeLines LP) |
38.04%
Nov 2008 - Nov 2011 |
32.08%
Dec 1999 - Dec 2004 |
19.03%
Dec 1999 - Dec 2009 |
19.99%
Dec 1999 - Dec 2014 |
Annualized Rolling Returns Comparison Chart