Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TLRD (Tailored Brands Inc) | NA | -98.19% | -82.38% | -65.91% | -43.46% | -31.86% | -24.25% | -12.37% |
Data as of 12/02/2020, AR inception is 04/15/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TLRD (Tailored Brands Inc) | 04/15/1992 | 12/02/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -21.16 | -98.19 | -82.38 | -65.91 | -43.46 | -31.86 | -24.25 | -12.37 | -97.70 | -69.65 | -37.52 | -14.56 | 74.05 | -66.75 | -13.57 | 63.93 | -3.86 | 29.74 | 18.61 | 55.54 | -49.81 | -29.48 | 29.96 | 38.17 | 27.79 | 45.83 | -16.95 | -24.22 | -7.23 | -7.48 | 37.05 | 41.84 | -4.85 | 71.67 | -31.03 | 187.87 | 30.77 |
| Sharpe Ratio | NA | -0.61 | -0.83 | -0.85 | -0.79 | NA | NA | -0.43 | -0.57 | -1.14 | -0.94 | -0.53 | 0.61 | -1.22 | -1.07 | 1.09 | -0.60 | 0.25 | 0.00 | 0.56 | -0.82 | -1.30 | 0.21 | 0.49 | 0.29 | 0.63 | -0.68 | -0.90 | -1.12 | 0.33 | 1.18 | -0.10 | -0.04 | 0.21 | -0.51 | 4.04 | 1.00 |
| Standard Deviation(%) | NA | 185.82 | 123.01 | 104.00 | 80.58 | NA | NA | 64.17 | 192.78 | 81.79 | 62.71 | 64.10 | 65.24 | 69.62 | 29.92 | 41.57 | 37.65 | 45.53 | 47.14 | 65.50 | 84.18 | 39.71 | 37.12 | 34.88 | 28.50 | 41.84 | 53.73 | 51.40 | 67.61 | 53.45 | 59.75 | 46.62 | 62.48 | 45.32 | 57.18 | 46.21 | 45.78 |
| Draw Down(%) | NA | 99.11 | 99.86 | 99.86 | 99.93 | NA | NA | 99.93 | 98.94 | 74.75 | 63.51 | 63.01 | 39.53 | 79.52 | 30.03 | 19.53 | 35.34 | 30.39 | 32.89 | 32.91 | 67.57 | 52.03 | 18.78 | 37.72 | 17.09 | 33.61 | 61.92 | 44.75 | 37.76 | 40.78 | 58.90 | 25.38 | 54.97 | 19.33 | 50.74 | 22.31 | 34.62 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/02/2020, AR inception is 04/15/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TLRD (Tailored Brands Inc) |
-83.41%
Oct 2017 - Oct 2020 |
-71.86%
Oct 2015 - Oct 2020 |
-44.28%
Oct 2010 - Oct 2020 |
-32.33%
Oct 2005 - Oct 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TLRD (Tailored Brands Inc) |
71.00%
Jul 1992 - Jul 1995 |
52.40%
Jul 1992 - Jul 1997 |
25.33%
Jun 1992 - Jun 2002 |
21.75%
Jun 1992 - Jun 2007 |
Annualized Rolling Returns Comparison Chart