Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
TECUA (Tecumseh Products Company) | NA | -27.69% | -15.45% | -10.55% | -16.71% | -12.93% | NA | -9.19% |
Data as of 05/01/2014, AR inception is 08/21/1995
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
TECUA (Tecumseh Products Company) | 08/21/1995 | 05/01/2014 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 1.83 | -27.69 | -15.45 | -10.55 | -16.71 | -12.93 | NA | -9.19 | -32.49 | 95.89 | -1.70 | -63.98 | 11.63 | 22.03 | -59.08 | 38.52 | -26.39 | -51.02 | 1.65 | 13.23 | -10.46 | 23.06 | -7.71 | 6.05 | 0.51 | -11.10 | 15.47 | 5.73 |
Sharpe Ratio | NA | -0.76 | -0.23 | -0.14 | -0.24 | NA | NA | -0.24 | -1.88 | 2.11 | -0.03 | -0.83 | 0.23 | 0.21 | -0.65 | 0.44 | -0.75 | -1.43 | 0.02 | 0.44 | -0.32 | 0.64 | -0.24 | 0.08 | -0.09 | -3.78 | 0.59 | 0.67 |
Standard Deviation(%) | NA | 36.31 | 69.00 | 75.91 | 74.10 | NA | NA | 54.13 | 37.16 | 45.36 | 60.51 | 76.75 | 51.21 | 105.12 | 92.29 | 81.85 | 39.83 | 37.31 | 30.04 | 28.64 | 36.30 | 32.77 | 48.32 | 34.32 | 31.28 | 17.46 | 20.15 | 19.43 |
Draw Down(%) | NA | 51.24 | 71.43 | 79.94 | 93.62 | NA | NA | 94.55 | 38.16 | 42.07 | 41.62 | 69.30 | 29.77 | 73.01 | 77.45 | 48.87 | 43.79 | 60.04 | 26.84 | 24.31 | 30.77 | 22.23 | 28.21 | 35.45 | 20.71 | 19.78 | 14.39 | 6.06 |
Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.40 | 0.88 | 1.33 | 1.47 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.39 | 2.62 | 2.83 | 2.47 | 2.45 | 2.90 | 2.62 | 2.61 | 2.26 | 2.24 | 1.13 |
Data as of 05/01/2014, AR inception is 08/21/1995
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
TECUA (Tecumseh Products Company) |
-43.10%
Mar 2006 - Mar 2009 |
-35.47%
Mar 2004 - Mar 2009 |
-22.19%
Apr 2002 - Apr 2012 |
-14.54%
Mar 1997 - Mar 2012 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
TECUA (Tecumseh Products Company) |
12.96%
Jul 1996 - Jul 1999 |
8.83%
Mar 2009 - Mar 2014 |
-1.08%
May 1998 - May 2008 |
-6.03%
Oct 1995 - Oct 2010 |
Annualized Rolling Returns Comparison Chart