Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TMST (Timkensteel Corp) | NA | 6.92% | 36.17% | 9.99% | NA | NA | NA | -6.35% |
Data as of 02/26/2024, AR inception is 06/19/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TMST (Timkensteel Corp) | 06/19/2014 | 02/26/2024 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.26 | 6.92 | 36.17 | 9.99 | NA | NA | NA | -6.35 | -13.01 | 29.06 | 10.12 | 253.32 | -40.59 | -10.07 | -42.46 | -1.87 | 84.73 | -77.37 | -1.88 |
| Sharpe Ratio | NA | 0.19 | 0.60 | 0.12 | NA | NA | NA | -0.10 | -2.02 | 0.66 | 0.14 | 3.58 | -0.43 | -0.51 | -1.25 | -0.40 | 0.44 | -1.53 | -0.47 |
| Standard Deviation(%) | NA | 36.82 | 56.52 | 68.32 | NA | NA | NA | 69.66 | 31.67 | 38.07 | 64.25 | 70.76 | 93.99 | 64.75 | 51.03 | 53.12 | 113.12 | 62.54 | 44.13 |
| Draw Down(%) | NA | 20.22 | 45.38 | 82.39 | NA | NA | NA | 95.38 | 15.44 | 24.14 | 45.38 | 28.39 | 71.25 | 64.24 | 58.24 | 43.83 | 52.39 | 80.73 | 37.59 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.19 | 0.12 | 0.09 | 0.21 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 1.13 | 0.74 |
Data as of 02/26/2024, AR inception is 06/19/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TMST (Timkensteel Corp) |
-44.52%
Mar 2017 - Mar 2020 |
-38.19%
Apr 2015 - Apr 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TMST (Timkensteel Corp) |
86.03%
Apr 2020 - Apr 2023 |
21.82%
Dec 2018 - Dec 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart