Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TDA (Telephone & Data Systems Inc) | NA | 5.59% | 11.38% | 6.23% | NA | NA | NA | 5.82% |
Data as of 10/13/2021, AR inception is 12/04/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TDA (Telephone & Data Systems Inc) | 12/04/2012 | 10/13/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 5.59 | 11.38 | 6.23 | NA | NA | NA | 5.82 | 5.57 | 2.95 | 21.00 | -25.81 | 4.67 | -11.68 | 12.55 | 6.13 | -26.06 | -1.37 |
| Sharpe Ratio | NA | 0.66 | 0.33 | 0.21 | NA | NA | NA | 0.22 | 0.88 | 0.05 | 1.48 | -1.74 | 0.36 | -0.89 | 1.26 | 0.57 | -1.45 | -3.21 |
| Standard Deviation(%) | NA | 8.38 | 32.73 | 26.65 | NA | NA | NA | 21.57 | 8.09 | 54.11 | 13.23 | 15.59 | 11.31 | 13.35 | 9.93 | 10.79 | 17.97 | 5.46 |
| Draw Down(%) | NA | 3.65 | 44.25 | 44.25 | NA | NA | NA | 44.25 | 3.65 | 44.25 | 7.95 | 30.50 | 7.25 | 16.56 | 6.52 | 9.78 | 29.69 | 1.52 |
| Yield(%) | 0.00 | 5.82 | 6.74 | 5.86 | 4.27 | 2.85 | 2.14 | 5.34 | 4.41 | 5.85 | 7.31 | 5.92 | 6.47 | 2.95 | 0.00 | 7.41 | 5.89 | 0.00 |
Data as of 10/13/2021, AR inception is 12/04/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TDA (Telephone & Data Systems Inc) |
-2.53%
Dec 2015 - Dec 2018 |
0.91%
Mar 2015 - Mar 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TDA (Telephone & Data Systems Inc) |
10.98%
Sep 2013 - Sep 2016 |
7.87%
Sep 2013 - Sep 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart