Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TCRW (THL Credit Inc. 6.125% Notes Due 2023) | NA | -2.53% | NA | NA | NA | NA | NA | 5.18% |
Data as of 08/03/2020, AR inception is 10/10/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TCRW (THL Credit Inc. 6.125% Notes Due 2023) | 10/10/2018 | 08/03/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.54 | -2.53 | NA | NA | NA | NA | NA | 5.18 | -14.34 | 6.15 | -1.71 |
| Sharpe Ratio | NA | -0.35 | NA | NA | NA | NA | NA | -0.14 | -0.52 | 0.44 | -0.41 |
| Standard Deviation(%) | NA | 38.02 | NA | NA | NA | NA | NA | 29.82 | 49.25 | 10.64 | 22.15 |
| Draw Down(%) | NA | 35.93 | NA | NA | NA | NA | NA | 35.93 | 35.83 | 3.95 | 13.72 |
| Yield(%) | 0.00 | 5.90 | 3.53 | 2.12 | 1.06 | 0.71 | 0.53 | 10.58 | 2.86 | 6.13 | 1.44 |
Data as of 08/03/2020, AR inception is 10/10/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCRW (THL Credit Inc. 6.125% Notes Due 2023) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCRW (THL Credit Inc. 6.125% Notes Due 2023) |
0.00%
NA |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart