Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TCRZ (THL Credit Inc) | NA | 3.55% | 4.72% | NA | NA | NA | NA | … | … |
Data as of 08/03/2020, Common starting date is 12/16/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TCRZ (THL Credit Inc) | 12/16/2015 | 08/03/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.19 | 3.55 | 4.72 | NA | NA | NA | NA | … | … | 0.61 | -5.30 | -6.46 | -7.66 | -3.05 | 0.36 |
| Sharpe Ratio | NA | -0.10 | -0.13 | NA | NA | NA | NA | … | … | -0.15 | -0.07 | -0.28 | -0.14 | -0.03 | 2.38 |
| Standard Deviation(%) | NA | 91.70 | 68.09 | NA | NA | NA | NA | … | … | 52.78 | 100.15 | 28.02 | 58.15 | 98.25 | 3.95 |
| Draw Down(%) | NA | 49.69 | 49.69 | NA | NA | NA | NA | … | … | 38.12 | 20.06 | 11.14 | 15.27 | 24.04 | 0.36 |
| Yield(%) | 0.00 | 6.64 | 6.46 | 5.77 | 2.89 | 1.92 | 1.44 | … | … | 3.33 | 6.73 | 6.51 | 6.63 | 5.08 | 0.00 |
Data as of 08/03/2020, Common starting date is 12/16/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCRZ (THL Credit Inc) |
-0.56%
Mar 2017 – Mar 2020 |
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 |
|---|---|---|---|---|
| TCRZ (THL Credit Inc) |
8.10%
Feb 2016 – Feb 2019 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart