Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
TFRBX (Templeton Foreign B) | NA | 26.34% | 8.15% | 0.31% | 6.52% | NA | NA | 4.60% |
Data as of 06/12/2013, AR inception is 08/26/1999
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
TFRBX (Templeton Foreign B) | 08/26/1999 | 06/12/2013 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | 26.34 | 8.15 | 0.31 | 6.52 | NA | NA | 4.60 | 2.32 | 17.78 | -13.47 | 7.85 | 48.28 | -46.60 | 16.04 | 19.05 | 9.91 | 17.26 | 29.47 | -9.30 | -8.55 | -4.35 | 10.14 |
Sharpe Ratio | NA | 1.75 | 0.41 | 0.01 | 0.26 | NA | NA | 0.15 | 0.56 | 0.96 | -0.48 | 0.40 | 1.70 | -1.22 | 0.84 | 1.44 | 0.97 | 1.50 | 2.40 | -0.75 | -0.78 | -0.79 | 3.25 |
Standard Deviation(%) | NA | 15.05 | 21.12 | 27.31 | 21.24 | NA | NA | 19.29 | 9.35 | 18.66 | 28.26 | 19.62 | 28.41 | 38.92 | 15.58 | 11.02 | 7.94 | 10.91 | 11.98 | 13.87 | 14.24 | 10.64 | 8.76 |
Draw Down(%) | NA | 9.33 | 29.18 | 53.77 | 60.02 | NA | NA | 60.02 | 5.26 | 20.15 | 28.83 | 19.10 | 26.15 | 55.95 | 13.55 | 13.22 | 6.77 | 10.64 | 15.32 | 23.30 | 24.09 | 14.07 | 6.42 |
Yield(%) | 0.00 | 0.00 | 0.75 | 4.47 | 9.11 | 5.85 | 4.39 | 6.75 | 0.00 | 0.00 | 0.97 | 0.94 | 1.10 | 18.27 | 24.48 | 10.83 | 6.49 | 1.58 | 1.62 | 0.93 | 1.85 | 3.35 | 3.74 |
Data as of 06/12/2013, AR inception is 08/26/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
TFRBX (Templeton Foreign B) |
-16.17%
Feb 2006 - Feb 2009 |
-5.79%
May 2007 - May 2012 |
2.89%
Jun 2000 - Jun 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
TFRBX (Templeton Foreign B) |
25.11%
Mar 2003 - Mar 2006 |
19.02%
Oct 2002 - Oct 2007 |
8.53%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart