Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TFSSX (TFS SMALL CAP FUND TFS SMALL CAP FUND) | NA | 7.96% | 13.37% | 18.29% | 13.11% | NA | NA | 13.31% |
Data as of 11/24/2017, AR inception is 03/07/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TFSSX (TFS SMALL CAP FUND TFS SMALL CAP FUND) | 03/07/2006 | 11/24/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 7.96 | 13.37 | 18.29 | 13.11 | NA | NA | 13.31 | -17.07 | 13.96 | -10.38 | 0.59 | 15.47 | -2.09 | -5.83 | 21.79 | 65.40 | -38.54 | -10.64 | 14.70 |
| Sharpe Ratio | NA | -1.43 | -1.38 | -1.08 | -0.73 | NA | NA | -0.73 | -1.26 | -0.99 | -1.69 | -1.03 | -0.12 | -0.81 | -0.77 | 0.13 | 1.26 | -1.54 | -1.42 | -0.52 |
| Standard Deviation(%) | NA | 27.41 | 22.05 | 23.20 | 27.71 | NA | NA | 26.40 | 27.52 | 20.23 | 17.14 | 17.33 | 24.91 | 25.71 | 31.67 | 24.99 | 37.25 | 37.59 | 23.17 | 17.06 |
| Draw Down(%) | NA | 23.22 | 31.43 | 39.17 | 60.51 | NA | NA | 64.33 | 21.49 | 17.24 | 17.21 | 13.53 | 19.43 | 20.98 | 30.22 | 20.38 | 29.87 | 51.80 | 25.84 | 12.96 |
| Yield(%) | 0.00 | 27.87 | 18.54 | 20.20 | 14.21 | 10.93 | 8.19 | 14.90 | 22.29 | 7.64 | 7.72 | 20.97 | 27.56 | 21.69 | 0.22 | 6.91 | 0.00 | 0.09 | 15.71 | 0.03 |
Data as of 11/24/2017, AR inception is 03/07/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TFSSX (TFS SMALL CAP FUND TFS SMALL CAP FUND) |
-6.60%
Apr 2006 - Apr 2009 |
4.46%
May 2007 - May 2012 |
11.13%
Apr 2006 - Apr 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TFSSX (TFS SMALL CAP FUND TFS SMALL CAP FUND) |
37.59%
Feb 2009 - Feb 2012 |
32.65%
Feb 2009 - Feb 2014 |
12.85%
Sep 2006 - Sep 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart