Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TDCAF (TDC A/S) | NA | 0.00% | -13.21% | -3.76% | -3.65% | NA | NA | -4.01% |
Data as of 09/27/2022, AR inception is 04/07/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TDCAF (TDC A/S) | 04/07/2011 | 09/27/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | -13.21 | -3.76 | -3.65 | NA | NA | -4.01 | 0.00 | -34.63 | 0.00 | 0.00 | 26.68 | 13.78 | 7.83 | -35.58 | -21.36 | 39.24 | -12.84 | 2.02 |
| Sharpe Ratio | NA | 0.00 | -0.55 | -0.22 | -0.17 | NA | NA | -0.18 | 0.00 | -0.82 | 0.00 | 0.00 | 1.50 | 0.69 | 0.24 | -1.22 | -0.76 | 1.70 | -0.49 | 0.14 |
| Standard Deviation(%) | NA | 42.50 | 24.56 | 20.77 | 23.95 | NA | NA | 23.93 | NA | 42.50 | NA | NA | 16.86 | 19.18 | 31.06 | 29.08 | 28.00 | 23.02 | 26.34 | 19.83 |
| Draw Down(%) | NA | 0.00 | 34.63 | 39.47 | 57.29 | NA | NA | 57.29 | 0.00 | 34.63 | 0.00 | 0.00 | 7.42 | 8.36 | 15.33 | 37.83 | 30.82 | 12.86 | 21.48 | 14.14 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 11.24 | 9.53 | 7.14 | 12.99 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 18.62 | 0.00 | 27.78 | 32.55 | 26.92 | 33.12 | 5.22 |
Data as of 09/27/2022, AR inception is 04/07/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TDCAF (TDC A/S) |
-19.48%
May 2014 - May 2017 |
-13.35%
Jun 2011 - Jun 2016 |
-5.56%
Jul 2011 - Jul 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TDCAF (TDC A/S) |
20.53%
Jun 2016 - Jun 2019 |
11.86%
Jun 2016 - Jun 2021 |
-1.55%
May 2011 - May 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart