Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TFSMX (TFS MARKET NEUTRAL FUND TFS MARKET NEUTRAL FUND) | NA | -6.05% | -1.05% | 0.55% | 2.61% | NA | NA | … | … |
Data as of 12/05/2017, Common starting date is 09/07/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TFSMX (TFS MARKET NEUTRAL FUND TFS MARKET NEUTRAL FUND) | 09/07/2004 | 12/05/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.51 | -6.05 | -1.05 | 0.55 | 2.61 | NA | NA | … | … | -7.85 | 3.39 | -2.69 | 8.94 | 1.44 | 7.80 | 1.51 | 6.26 | 16.64 | -7.27 | 11.41 | 24.20 | 5.87 | 3.47 |
| Sharpe Ratio | NA | -1.07 | -0.20 | 0.06 | 0.32 | NA | NA | … | … | -1.47 | 0.51 | -0.48 | 1.45 | 0.28 | 1.71 | 0.16 | 0.97 | 1.74 | -0.69 | 0.82 | 3.14 | 0.71 | 1.71 |
| Standard Deviation(%) | NA | 6.22 | 6.46 | 5.86 | 7.49 | NA | NA | … | … | 6.16 | 6.19 | 5.62 | 6.16 | 4.95 | 4.57 | 9.52 | 6.36 | 9.53 | 11.79 | 10.24 | 6.69 | 5.19 | 5.77 |
| Draw Down(%) | NA | 7.85 | 11.65 | 11.65 | 22.38 | NA | NA | … | … | 7.85 | 7.11 | 7.17 | 3.60 | 4.83 | 2.36 | 11.94 | 5.20 | 8.13 | 22.38 | 14.01 | 3.50 | 5.57 | 2.42 |
| Yield(%) | 0.00 | 4.43 | 5.24 | 4.11 | 3.96 | 4.07 | 3.05 | … | … | 4.37 | 0.00 | 4.18 | 8.89 | 3.75 | 0.00 | 2.96 | 9.66 | 0.75 | 1.73 | 2.98 | 1.96 | 0.07 | 0.07 |
Data as of 12/05/2017, Common starting date is 09/07/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TFSMX (TFS MARKET NEUTRAL FUND TFS MARKET NEUTRAL FUND) |
0.27%
Sep 2013 – Sep 2016 |
1.09%
Jun 2011 – Jun 2016 |
3.19%
Nov 2007 – Nov 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TFSMX (TFS MARKET NEUTRAL FUND TFS MARKET NEUTRAL FUND) |
16.26%
Jun 2005 – Jun 2008 |
10.65%
Apr 2005 – Apr 2010 |
7.79%
Apr 2005 – Apr 2015 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart