Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TDJ (Telephone and Data Systems Inc. PFD) | NA | -58.74% | -54.42% | -36.12% | -17.64% | NA | NA | -15.09% |
Data as of 06/14/2022, AR inception is 03/28/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TDJ (Telephone and Data Systems Inc. PFD) | 03/28/2011 | 06/14/2022 |
| 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 (%) | -2.83 | -58.74 | -54.42 | -36.12 | -17.64 | NA | NA | -15.09 | -56.35 | -89.75 | 3.80 | 1.63 | -14.10 | -4.22 | -6.90 | -4.84 | -0.42 | -18.66 | -7.70 | 2.87 |
| Sharpe Ratio | NA | -0.85 | -0.51 | -0.44 | -0.31 | NA | NA | -0.27 | -0.82 | -0.51 | 0.06 | 0.02 | -1.44 | -0.64 | -0.80 | -0.62 | -0.05 | -1.41 | -0.61 | 0.22 |
| Standard Deviation(%) | NA | 69.58 | 106.94 | 83.07 | 59.09 | NA | NA | 56.00 | 102.33 | 174.73 | 55.75 | 9.18 | 10.69 | 7.64 | 8.87 | 7.90 | 8.76 | 13.28 | 12.76 | 16.84 |
| Draw Down(%) | NA | 59.54 | 91.76 | 91.76 | 91.76 | NA | NA | 91.76 | 56.35 | 90.20 | 47.66 | 9.57 | 19.94 | 7.70 | 9.78 | 11.04 | 10.97 | 23.11 | 11.90 | 12.59 |
| Yield(%) | 0.00 | 0.00 | 4.05 | 4.84 | 5.63 | 4.56 | 3.42 | 6.21 | 0.00 | 1.73 | 6.86 | 7.46 | 6.95 | 5.21 | 6.97 | 7.06 | 7.45 | 6.68 | 6.56 | 5.04 |
Data as of 06/14/2022, AR inception is 03/28/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TDJ (Telephone and Data Systems Inc. PFD) |
-53.62%
Apr 2019 - Apr 2022 |
-35.45%
Apr 2017 - Apr 2022 |
-17.33%
Apr 2012 - Apr 2022 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TDJ (Telephone and Data Systems Inc. PFD) |
10.11%
Dec 2013 - Dec 2016 |
7.81%
Feb 2014 - Feb 2019 |
7.02%
Apr 2011 - Apr 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart