Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TNL (Travel + Leisure Co.) | NA | -2.78% | 8.90% | 41.99% | 8.19% | 0.58% | 11.86% | … | … |
Data as of 03/26/2015, Common starting date is 03/18/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TNL (Travel + Leisure Co.) | 03/18/1992 | 03/26/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 (%) | -5.77 | -2.78 | 8.90 | 41.99 | 8.19 | 0.58 | 11.86 | … | … | -11.86 | 5.38 | 15.14 | 30.89 | 10.39 | 331.55 | 29.31 | -87.28 | 21.23 | 41.85 | -4.34 | -12.25 | 28.50 | -41.49 | -32.48 | 85.24 | 40.21 | 6.66 | 56.88 | 69.32 | 69.67 | 39.27 | 22.65 | -7.86 |
| Sharpe Ratio | NA | -0.06 | 0.21 | 0.49 | 0.09 | NA | NA | … | … | -0.80 | 0.12 | 0.40 | 0.75 | 0.16 | 2.05 | 0.25 | -0.97 | 0.45 | 0.83 | -0.20 | -0.42 | 0.65 | -0.85 | -0.46 | 1.00 | 1.03 | 0.05 | 1.13 | 1.20 | 2.19 | 1.15 | 1.13 | -0.64 |
| Standard Deviation(%) | NA | 46.76 | 42.84 | 85.06 | 79.73 | NA | NA | … | … | 52.89 | 43.86 | 37.56 | 41.24 | 64.87 | 162.59 | 117.43 | 90.59 | 41.05 | 46.57 | 31.99 | 31.40 | 43.08 | 50.36 | 76.49 | 81.34 | 35.99 | 65.55 | 46.93 | 54.40 | 30.11 | 31.61 | 18.18 | 18.89 |
| Draw Down(%) | NA | 20.50 | 20.50 | 51.74 | 96.71 | NA | NA | … | … | 15.82 | 15.67 | 15.70 | 20.00 | 27.86 | 51.74 | 75.25 | 90.03 | 18.99 | 30.57 | 34.07 | 30.03 | 23.90 | 57.08 | 62.70 | 49.80 | 36.81 | 61.33 | 33.39 | 41.82 | 11.70 | 14.17 | 15.05 | 35.34 |
| Yield(%) | 0.00 | 6.03 | 3.93 | 15.13 | 3.57 | 0.62 | 2.14 | … | … | 0.68 | 5.09 | 3.30 | 0.00 | 4.35 | 13.46 | 2.72 | 1.56 | 1.47 | 1.99 | 1.46 | 0.00 | 0.00 | 0.13 | 0.37 | 0.32 | 0.40 | 0.39 | 0.27 | 0.45 | 0.72 | 0.31 | 0.36 | 0.23 |
Data as of 03/26/2015, Common starting date is 03/18/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TNL (Travel + Leisure Co.) |
-60.19%
Feb 2006 – Feb 2009 |
-40.13%
Feb 2004 – Feb 2009 |
-23.68%
Aug 2000 – Aug 2010 |
-4.16%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TNL (Travel + Leisure Co.) |
163.38%
Feb 2009 – Feb 2012 |
87.27%
Feb 2009 – Feb 2014 |
29.13%
May 1992 – May 2002 |
21.69%
Sep 1992 – Sep 2007 |
Annualized Rolling Returns Comparison Chart