Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TIDIX (INTERNATIONAL DISCOVERY FUND I CLASS) | NA | -16.45% | 5.40% | 2.12% | 9.97% | 6.83% | 7.78% | 7.71% |
Data as of 03/22/2019, AR inception is 04/15/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TIDIX (INTERNATIONAL DISCOVERY FUND I CLASS) | 04/15/1998 | 03/22/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.30 | -16.45 | 5.40 | 2.12 | 9.97 | 6.83 | 7.78 | 7.71 | 13.87 | -25.57 | 40.73 | -5.18 | 6.71 | -5.99 | 29.66 | 15.43 | -16.62 | 21.39 | 34.66 | -52.02 | 24.75 | 31.70 | 31.84 | 16.49 | 51.51 | -12.59 | -21.57 | -14.08 | 88.82 | -6.37 |
| Sharpe Ratio | NA | -1.01 | 0.30 | 0.09 | 0.51 | NA | NA | 0.30 | 4.74 | -1.49 | 4.65 | -0.30 | 0.42 | -0.44 | 2.32 | 0.86 | -0.52 | 0.87 | 1.24 | -1.41 | 0.96 | 1.52 | 2.61 | 0.99 | 4.04 | -1.01 | -1.47 | -0.65 | 5.97 | -0.53 |
| Standard Deviation(%) | NA | 17.80 | 15.11 | 15.29 | 19.75 | NA | NA | 20.47 | 16.39 | 18.01 | 8.67 | 18.10 | 15.82 | 13.61 | 12.76 | 18.07 | 31.95 | 24.61 | 27.80 | 37.53 | 22.65 | 18.73 | 11.36 | 15.73 | 12.59 | 13.61 | 16.54 | 27.88 | 14.34 | 22.64 |
| Draw Down(%) | NA | 32.86 | 34.88 | 34.88 | 34.88 | NA | NA | 65.90 | 3.45 | 34.88 | 3.15 | 13.54 | 13.64 | 18.13 | 10.21 | 14.74 | 31.54 | 19.20 | 22.01 | 59.74 | 16.69 | 22.99 | 9.68 | 17.40 | 8.73 | 24.10 | 37.52 | 42.82 | 6.10 | 36.32 |
| Yield(%) | 0.00 | 4.85 | 2.50 | 1.62 | 2.60 | 7.27 | 8.85 | 8.73 | 0.00 | 5.36 | 0.00 | 0.71 | 0.45 | 0.61 | 2.60 | 0.23 | 0.00 | 0.77 | 1.38 | 2.42 | 27.82 | 26.00 | 22.12 | 15.46 | 0.58 | 0.33 | 0.00 | 9.35 | 8.56 | 0.33 |
Data as of 03/22/2019, AR inception is 04/15/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIDIX (INTERNATIONAL DISCOVERY FUND I CLASS) |
-24.11%
Feb 2000 - Feb 2003 |
-8.06%
Oct 2007 - Oct 2012 |
0.43%
Feb 2000 - Feb 2010 |
3.58%
Feb 2000 - Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIDIX (INTERNATIONAL DISCOVERY FUND I CLASS) |
40.68%
Apr 2003 - Apr 2006 |
33.27%
Oct 2002 - Oct 2007 |
13.71%
May 1998 - May 2008 |
11.94%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart