Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/09/2025.
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
TFEQX (INTERNATIONAL EQUITY SERIES PRIMARY SHARES) | 12.45% | -3.24% | 5.16% | 3.21% | -0.30% | 2.47% | 3.05% | 5.40% |
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
TFEQX (INTERNATIONAL EQUITY SERIES PRIMARY SHARES) | 02/27/1995 | 05/09/2025 |
The return data shown below all have the same latest date: 05/09/2025.
AR inception is since 02/27/1995.
AR inception is since 02/27/1995.
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -1.12 | -3.24 | 5.16 | 3.21 | -0.30 | 2.47 | 3.05 | 5.40 | 12.45 | -6.46 | 15.81 | -14.03 | -12.49 | 2.45 | 11.57 | -15.05 | 22.92 | 1.30 | -2.63 | -6.77 | 19.54 | 18.55 | -10.87 | 6.70 | 33.61 | -42.13 | 18.23 | 29.04 | 13.64 | 21.25 | 42.62 | -14.81 | -12.12 | -5.73 | 27.37 | 10.06 | 11.44 | 21.58 | 15.09 |
Sharpe Ratio | NA | -0.38 | 0.06 | 0.04 | -0.11 | NA | NA | 0.21 | 1.79 | -0.69 | 0.80 | -0.70 | -0.66 | 0.08 | 0.99 | -1.31 | 2.94 | 0.06 | -0.18 | -0.63 | 1.62 | 1.13 | -0.42 | 0.33 | 1.33 | -1.19 | 1.07 | 2.02 | 1.26 | 1.67 | 3.12 | -0.90 | -0.93 | -0.76 | 2.06 | 0.40 | 0.58 | 2.89 | 1.72 |
Standard Deviation(%) | NA | 22.56 | 18.90 | 19.17 | 17.87 | NA | NA | 17.30 | 22.49 | 19.05 | 14.62 | 22.02 | 18.95 | 27.86 | 10.29 | 12.54 | 7.63 | 18.76 | 14.71 | 10.80 | 12.01 | 16.50 | 26.25 | 19.81 | 25.12 | 36.08 | 14.34 | 12.84 | 9.10 | 12.15 | 13.42 | 17.69 | 15.79 | 12.84 | 11.70 | 16.93 | 13.56 | 6.21 | 8.31 |
Draw Down(%) | NA | 24.55 | 24.55 | 43.28 | 43.28 | NA | NA | 57.70 | 16.15 | 20.88 | 8.02 | 30.94 | 25.20 | 34.04 | 12.78 | 21.70 | 2.88 | 14.59 | 17.59 | 14.39 | 8.95 | 16.99 | 26.84 | 17.66 | 26.71 | 52.13 | 11.72 | 13.61 | 6.79 | 10.57 | 16.12 | 28.34 | 27.98 | 13.82 | 8.58 | 24.71 | 11.58 | 4.26 | 4.81 |
Yield(%) | 0.00 | 0.05 | 3.12 | 5.04 | 4.53 | 5.10 | 5.44 | 8.13 | 0.00 | 0.06 | 8.80 | 0.84 | 9.59 | 4.31 | 7.00 | 17.54 | 4.92 | 3.48 | 2.35 | 5.08 | 3.47 | 3.39 | 4.09 | 2.70 | 3.30 | 6.82 | 10.71 | 8.97 | 3.46 | 1.52 | 2.47 | 1.40 | 2.66 | 15.01 | 5.61 | 7.48 | 5.15 | 4.89 | 3.77 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
TFEQX (INTERNATIONAL EQUITY SERIES PRIMARY SHARES) |
-13.14%
Mar 2000 - Mar 2003 |
-7.86%
Sep 2017 - Sep 2022 |
-0.89%
Oct 2013 - Oct 2023 |
-1.78%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
TFEQX (INTERNATIONAL EQUITY SERIES PRIMARY SHARES) |
32.37%
Mar 2003 - Mar 2006 |
25.98%
Sep 2002 - Sep 2007 |
11.98%
Oct 1997 - Oct 2007 |
9.32%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart