Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TISCF (Taisei Corporation) | NA | 14.32% | nan% | 0.09% | 4.51% | NA | NA | 11.06% |
Data as of 10/22/2024, AR inception is 04/25/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TISCF (Taisei Corporation) | 04/25/2011 | 10/22/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 14.32 | nan | 0.09 | 4.51 | NA | NA | 11.06 | 14.56 | 8.03 | -194.04 | -187.22 | -1.05 | -16.74 | -16.49 | 56.70 | 8.57 | 33.77 | 12.81 | 67.08 | 10.89 | 17.73 |
| Sharpe Ratio | NA | 0.68 | NA | NA | NA | NA | NA | NA | 1.46 | 0.30 | NA | NA | -0.09 | -0.86 | -0.66 | 2.09 | 0.30 | 1.48 | 0.51 | 1.42 | 1.04 | 1.04 |
| Standard Deviation(%) | NA | 11.38 | NA | NA | NA | NA | NA | NA | 7.65 | 12.50 | NA | NA | 14.90 | 21.21 | 26.93 | 27.01 | 27.67 | 22.72 | 25.22 | 47.23 | 10.55 | 25.64 |
| Draw Down(%) | NA | 4.07 | 188.97 | 178.28 | 162.80 | NA | NA | 162.80 | 0.00 | 4.07 | 187.87 | 176.78 | 14.86 | 23.79 | 20.30 | 3.84 | 14.14 | 5.93 | 17.70 | 17.56 | 1.44 | 10.00 |
| Yield(%) | 0.00 | 3.84 | 71.33 | 75.02 | 54.44 | 86.53 | 64.90 | 99.85 | 3.84 | 4.33 | 214.17 | 190.84 | 3.36 | 2.76 | 1.84 | 1.28 | 1.88 | 1.16 | 1.17 | 1.92 | 2.48 | 1.49 |
Data as of 10/22/2024, AR inception is 04/25/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TISCF (Taisei Corporation) |
-18.60%
Apr 2019 - Apr 2022 |
-11.68%
Nov 2017 - Nov 2022 |
2.26%
Oct 2013 - Oct 2023 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TISCF (Taisei Corporation) |
40.40%
Aug 2011 - Aug 2014 |
33.81%
Dec 2012 - Dec 2017 |
14.86%
Jul 2011 - Jul 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart