Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TD.TO (Toronto Dominion TSE) | NA | 39.20% | 6.92% | 12.54% | 12.97% | 10.84% | 11.62% | 15.82% |
Data as of 08/23/2021, AR inception is 01/12/1995
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TD.TO (Toronto Dominion TSE) | 01/12/1995 | 08/23/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.03 | 39.20 | 6.92 | 12.54 | 12.97 | 10.84 | 11.62 | 15.82 | 22.35 | 3.71 | 11.64 | -5.41 | 15.15 | 26.95 | 1.42 | 14.83 | 24.12 | 13.77 | 6.23 | 16.51 | 59.08 | -35.15 | 2.64 | 16.57 | 26.19 | 18.81 | 33.41 | -11.78 | -0.17 | 17.63 | 46.60 | 2.49 | 56.85 | 52.27 | 24.29 |
| Sharpe Ratio | NA | 2.79 | 0.24 | 0.56 | 0.70 | NA | NA | 0.58 | 2.90 | 0.08 | 0.89 | -0.60 | 1.22 | 1.91 | 0.09 | 1.22 | 2.32 | 1.17 | 0.29 | 0.96 | 1.58 | -0.80 | -0.02 | 0.96 | 2.00 | 1.13 | 1.76 | -0.44 | -0.09 | 0.41 | 1.22 | -0.02 | 2.22 | 2.13 | 1.32 |
| Standard Deviation(%) | NA | 15.49 | 25.86 | 21.15 | 18.03 | NA | NA | 23.90 | 12.80 | 41.20 | 11.55 | 11.21 | 11.92 | 13.93 | 16.03 | 12.15 | 10.39 | 11.84 | 21.05 | 17.13 | 37.35 | 44.82 | 17.77 | 13.87 | 12.04 | 15.81 | 18.58 | 29.13 | 26.86 | 32.95 | 35.47 | 39.03 | 23.86 | 22.69 | 16.16 |
| Draw Down(%) | NA | 11.82 | 35.80 | 35.80 | 35.80 | NA | NA | 54.81 | 7.88 | 35.14 | 7.76 | 17.71 | 10.89 | 8.74 | 12.23 | 10.74 | 5.45 | 9.65 | 19.45 | 10.89 | 29.55 | 43.28 | 15.52 | 14.29 | 6.27 | 10.27 | 10.90 | 41.84 | 18.32 | 19.22 | 40.34 | 47.48 | 13.08 | 11.22 | 10.29 |
| Yield(%) | 0.00 | 3.70 | 3.21 | 4.35 | 3.43 | 3.88 | 5.64 | 10.34 | 2.20 | 4.24 | 4.23 | 2.63 | 3.51 | 4.02 | 3.62 | 2.30 | 3.89 | 3.77 | 3.52 | 3.72 | 5.53 | 3.46 | 3.05 | 2.19 | 3.28 | 3.20 | 5.06 | 5.55 | 5.43 | 5.05 | 1.34 | 2.48 | 3.32 | 4.18 | 4.52 |
Data as of 08/23/2021, AR inception is 01/12/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TD.TO (Toronto Dominion TSE) |
-14.15%
Feb 2006 - Feb 2009 |
-0.45%
Feb 2004 - Feb 2009 |
5.95%
Feb 1999 - Feb 2009 |
8.98%
Jul 2005 - Jul 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TD.TO (Toronto Dominion TSE) |
53.35%
Apr 1995 - Apr 1998 |
35.24%
Aug 1995 - Aug 2000 |
23.44%
Feb 1996 - Feb 2006 |
18.79%
Apr 1995 - Apr 2010 |
Annualized Rolling Returns Comparison Chart