Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TCTL (Premise Capital Diversified Tactical ETF) | NA | -10.18% | 0.08% | 2.10% | NA | NA | NA | … | … |
Data as of 09/12/2022, Common starting date is 10/28/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TCTL (Premise Capital Diversified Tactical ETF) | 10/28/2016 | 09/12/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.02 | -10.18 | 0.08 | 2.10 | NA | NA | NA | … | … | -13.32 | 15.77 | -6.68 | 15.51 | -3.60 | 18.44 | 2.88 |
| Sharpe Ratio | NA | -1.04 | -0.02 | 0.11 | NA | NA | NA | … | … | -1.97 | 1.62 | -0.34 | 1.68 | -0.46 | 3.08 | 1.94 |
| Standard Deviation(%) | NA | 10.08 | 13.98 | 12.35 | NA | NA | NA | … | … | 9.89 | 9.70 | 20.15 | 8.37 | 10.65 | 5.81 | 8.93 |
| Draw Down(%) | NA | 15.77 | 29.22 | 29.22 | NA | NA | NA | … | … | 15.77 | 4.32 | 29.22 | 5.29 | 9.47 | 1.79 | 1.79 |
| Yield(%) | 0.00 | 0.89 | 1.37 | 1.35 | 0.84 | 0.56 | 0.42 | … | … | 0.00 | 1.01 | 0.97 | 2.33 | 0.86 | 1.56 | 0.63 |
Data as of 09/12/2022, Common starting date is 10/28/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCTL (Premise Capital Diversified Tactical ETF) |
-2.16%
Oct 2017 – Oct 2020 |
2.36%
Aug 2017 – Aug 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCTL (Premise Capital Diversified Tactical ETF) |
9.66%
Dec 2016 – Dec 2019 |
7.52%
Dec 2016 – Dec 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart