Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TDE (Telephone and Data Systems Inc. SR NT 2059) | NA | 13.24% | 7.20% | 6.61% | 7.01% | NA | NA | 7.01% |
Data as of 05/11/2021, AR inception is 05/11/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TDE (Telephone and Data Systems Inc. SR NT 2059) | 05/11/2011 | 05/11/2021 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.04 | 13.24 | 7.20 | 6.61 | 7.01 | NA | NA | 7.01 | 1.70 | 4.88 | 11.40 | -8.49 | 2.22 | -1.98 | 1.57 | 9.85 | -13.26 | -2.03 | 6.56 |
| Sharpe Ratio | NA | 1.65 | 0.18 | 0.21 | 0.30 | NA | NA | 0.30 | 1.02 | 0.08 | 1.09 | -0.93 | 0.20 | -0.23 | 0.24 | 1.21 | -1.09 | -0.24 | 0.35 |
| Standard Deviation(%) | NA | 8.01 | 35.28 | 27.74 | 21.76 | NA | NA | 21.76 | 4.78 | 59.64 | 9.25 | 10.52 | 8.08 | 9.61 | 6.54 | 8.14 | 12.17 | 8.58 | 29.35 |
| Draw Down(%) | NA | 2.91 | 49.84 | 49.84 | 49.84 | NA | NA | 49.84 | 1.25 | 49.84 | 3.62 | 17.03 | 4.81 | 8.24 | 4.89 | 5.79 | 19.93 | 7.98 | 18.91 |
| Yield(%) | 0.00 | 7.19 | 6.92 | 6.75 | 6.88 | 4.59 | 3.44 | 6.88 | 1.69 | 6.74 | 7.35 | 6.84 | 6.92 | 6.81 | 6.92 | 7.53 | 6.54 | 6.49 | 5.16 |
Data as of 05/11/2021, AR inception is 05/11/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TDE (Telephone and Data Systems Inc. SR NT 2059) |
0.56%
Mar 2017 - Mar 2020 |
3.16%
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 |
|---|---|---|---|---|
| TDE (Telephone and Data Systems Inc. SR NT 2059) |
10.31%
Dec 2013 - Dec 2016 |
7.99%
Sep 2013 - Sep 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart