Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TKF (Turkish Investment Fund Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% |
Data as of 01/19/2018, AR inception is 01/11/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TKF (Turkish Investment Fund Inc) | 01/11/1990 | 12/22/2017 |
| 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 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | 34.66 | -11.26 | -28.11 | 0.26 | -11.84 | 52.53 | -31.15 | 24.93 | 128.94 | -69.43 | 32.30 | -16.96 | 53.30 | 63.78 | 166.88 | -25.97 | -27.02 | -38.65 | 306.95 | -40.25 | 39.63 | 7.75 | -3.96 | -60.16 | 169.58 | -31.16 | 21.11 | 14.05 |
| Sharpe Ratio | NA | 1.40 | -0.18 | -0.19 | -0.09 | NA | NA | 0.07 | 1.35 | -0.42 | -1.05 | 0.01 | -0.42 | 2.77 | -0.86 | 0.77 | 2.51 | -0.93 | 0.76 | -0.43 | 1.18 | 1.26 | 3.41 | -0.60 | -0.52 | -0.78 | 5.85 | -0.77 | -0.31 | 0.11 | -0.18 | -1.29 | 4.46 | -0.86 | 0.30 | 0.10 |
| Standard Deviation(%) | NA | 25.17 | 26.49 | 26.29 | 38.35 | NA | NA | 46.23 | 25.77 | 27.23 | 26.92 | 22.34 | 28.60 | 19.14 | 36.17 | 32.45 | 51.33 | 75.13 | 38.55 | 46.89 | 43.42 | 49.93 | 48.73 | 44.94 | 57.28 | 54.41 | 51.88 | 56.92 | 50.30 | 39.28 | 42.82 | 48.91 | 37.31 | 38.71 | 57.71 | 96.87 |
| Draw Down(%) | NA | 17.50 | 45.32 | 55.89 | 78.66 | NA | NA | 80.04 | 17.50 | 31.84 | 37.39 | 20.57 | 33.20 | 13.41 | 36.87 | 17.83 | 38.55 | 75.53 | 20.52 | 51.12 | 38.65 | 34.47 | 23.40 | 46.97 | 58.33 | 58.78 | 23.06 | 53.78 | 32.70 | 29.10 | 31.08 | 60.22 | 18.54 | 42.61 | 51.46 | 56.28 |
| Yield(%) | 0.00 | 0.00 | 0.84 | 4.77 | 2.51 | 22.00 | 12.48 | 4.71 | 0.00 | 1.63 | 1.38 | 25.52 | 0.00 | 1.99 | 1.82 | 1.43 | 2.09 | 0.00 | 17.26 | 16.40 | 7.59 | 0.71 | 0.49 | 0.00 | 0.00 | 18.01 | 0.65 | 0.20 | 2.57 | 2.66 | 0.19 | 0.08 | 0.06 | 0.00 | 4.03 | 0.00 |
Data as of 01/19/2018, AR inception is 01/11/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TKF (Turkish Investment Fund Inc) |
-37.13%
Feb 2006 - Feb 2009 |
-19.22%
Dec 1993 - Dec 1998 |
-5.42%
Jan 2006 - Jan 2016 |
0.29%
Dec 1993 - Dec 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TKF (Turkish Investment Fund Inc) |
92.82%
Jan 2003 - Jan 2006 |
50.34%
Sep 2002 - Sep 2007 |
23.31%
Dec 1995 - Dec 2005 |
15.95%
Dec 1992 - Dec 2007 |
Annualized Rolling Returns Comparison Chart