Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TMK (Torchmark Corporation) | NA | -1.56% | 11.86% | 10.64% | 17.86% | 10.27% | 10.28% | 12.97% |
Data as of 08/14/2019, AR inception is 12/30/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TMK (Torchmark Corporation) | 12/30/1987 | 08/14/2019 |
| 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 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.07 | -1.56 | 11.86 | 10.64 | 17.86 | 10.27 | 10.28 | 12.97 | 14.83 | -17.23 | 23.93 | 30.27 | 6.28 | 4.97 | 53.21 | 20.48 | 10.16 | 37.59 | -0.46 | -25.23 | -4.30 | 15.61 | -1.89 | 26.55 | 25.92 | -6.23 | 3.06 | 34.09 | -16.76 | -1.55 | 69.91 | 15.16 | 32.51 | -19.74 | -19.69 | 51.84 | 21.94 | -9.71 | 89.06 | 29.19 | -2.00 |
| Sharpe Ratio | NA | -0.16 | 0.70 | 0.58 | 0.85 | NA | NA | 0.39 | 1.34 | -0.90 | 2.11 | 1.60 | 0.35 | 0.35 | 3.84 | 1.34 | 0.33 | 1.38 | -0.01 | -0.46 | -0.40 | 1.04 | -0.27 | 1.67 | 1.33 | -0.28 | 0.03 | 0.69 | -0.56 | -0.17 | 2.40 | 0.63 | 1.75 | -1.07 | -0.85 | 2.14 | 0.90 | -0.64 | 4.09 | 1.28 | NA |
| Standard Deviation(%) | NA | 19.91 | 16.50 | 17.33 | 20.60 | NA | NA | 27.27 | 17.54 | 20.66 | 11.08 | 18.81 | 17.68 | 14.27 | 13.86 | 15.32 | 30.35 | 27.20 | 73.04 | 56.64 | 18.11 | 11.89 | 14.82 | 15.36 | 19.02 | 26.24 | 23.87 | 43.18 | 35.90 | 29.31 | 27.57 | 18.47 | 16.41 | 21.20 | 25.57 | 22.85 | 20.04 | 23.41 | 20.38 | 19.02 | 0.00 |
| Draw Down(%) | NA | 20.69 | 23.90 | 23.90 | 26.46 | NA | NA | 75.34 | 8.85 | 23.90 | 5.79 | 14.81 | 12.08 | 9.41 | 5.55 | 10.14 | 26.46 | 13.78 | 63.17 | 57.41 | 16.08 | 5.93 | 11.40 | 9.73 | 13.45 | 25.60 | 17.31 | 34.41 | 33.61 | 32.94 | 13.34 | 15.14 | 11.13 | 31.67 | 34.71 | 10.57 | 18.64 | 31.19 | 10.49 | 8.44 | 2.00 |
| Yield(%) | 0.00 | 0.76 | 1.00 | 1.10 | 1.49 | 1.12 | 1.58 | 3.83 | 0.66 | 0.70 | 0.80 | 0.99 | 0.75 | 0.82 | 1.58 | 1.30 | 1.00 | 1.36 | 0.94 | 1.16 | 0.81 | 0.86 | 0.77 | 0.97 | 1.02 | 0.93 | 0.73 | 1.27 | 0.99 | 15.74 | 1.75 | 3.22 | 2.44 | 3.11 | 1.87 | 2.55 | 3.08 | 2.45 | 4.10 | 4.29 | 0.00 |
Data as of 08/14/2019, AR inception is 12/30/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TMK (Torchmark Corporation) |
-27.13%
Feb 2006 - Feb 2009 |
-16.23%
Feb 2004 - Feb 2009 |
-3.73%
Feb 1999 - Feb 2009 |
2.12%
Feb 1994 - Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TMK (Torchmark Corporation) |
54.18%
Feb 2009 - Feb 2012 |
43.06%
Feb 2009 - Feb 2014 |
25.89%
Feb 2009 - Feb 2019 |
14.58%
Feb 1989 - Feb 2004 |
Annualized Rolling Returns Comparison Chart