Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TMX (Terminix Global Holdings Inc) | NA | -6.52% | 0.69% | 1.43% | 7.44% | 14.27% | 10.19% | 13.62% |
Data as of 01/30/2012, AR inception is 05/15/1991
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TMX (Terminix Global Holdings Inc) | 05/15/1991 | 01/30/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.78 | -6.52 | 0.69 | 1.43 | 7.44 | 14.27 | 10.19 | 13.62 | 6.16 | -5.57 | 1.04 | -14.77 | -0.33 | 33.40 | 18.20 | 32.67 | 18.06 | 7.33 | -5.25 | 30.34 | -19.07 | 134.58 | -8.85 | 74.49 | 6.38 | -14.49 | -36.76 | 23.57 | 21.28 | 75.28 |
| Sharpe Ratio | NA | -0.19 | 0.02 | 0.02 | 0.22 | NA | NA | 0.27 | 7.51 | -0.24 | 0.04 | -0.44 | -0.03 | 0.94 | 0.54 | 1.54 | 0.94 | 0.37 | -0.22 | 1.03 | -0.48 | 3.26 | -0.25 | 0.48 | 0.10 | -0.39 | -1.09 | 0.83 | 0.64 | 4.78 |
| Standard Deviation(%) | NA | 23.07 | 26.67 | 33.42 | 28.93 | NA | NA | 33.42 | 16.13 | 23.17 | 24.22 | 34.15 | 46.85 | 32.63 | 27.82 | 19.84 | 18.20 | 18.06 | 29.29 | 27.64 | 48.18 | 40.25 | 48.02 | 39.69 | 27.51 | 46.95 | 36.45 | 25.64 | 29.39 | 29.23 |
| Draw Down(%) | NA | 23.75 | 28.51 | 52.22 | 52.22 | NA | NA | 66.22 | 2.54 | 23.75 | 22.08 | 39.54 | 42.02 | 26.49 | 29.70 | 17.89 | 17.84 | 16.47 | 34.00 | 20.43 | 44.07 | 20.78 | 41.03 | 28.55 | 20.37 | 40.25 | 47.94 | 23.40 | 28.47 | 12.89 |
| Yield(%) | 0.00 | 5.01 | 5.47 | 14.22 | 6.67 | 6.54 | 3.94 | 7.13 | 0.00 | 5.29 | 4.53 | 6.08 | 48.74 | 2.83 | 2.82 | 1.77 | 1.77 | 1.77 | 1.60 | 24.68 | 0.42 | 0.84 | 0.73 | 0.99 | 0.68 | 1.16 | 0.87 | 0.42 | 0.25 | 0.15 |
Data as of 01/30/2012, AR inception is 05/15/1991
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TMX (Terminix Global Holdings Inc) |
-20.58%
Feb 1992 - Feb 1995 |
-4.03%
Mar 1992 - Mar 1997 |
5.97%
Mar 2000 - Mar 2010 |
9.20%
Feb 1994 - Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TMX (Terminix Global Holdings Inc) |
55.96%
Mar 1997 - Mar 2000 |
43.21%
Feb 1995 - Feb 2000 |
25.87%
Aug 1998 - Aug 2008 |
17.30%
Feb 1995 - Feb 2010 |
Annualized Rolling Returns Comparison Chart