Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TNS (Tns) | NA | 9.78% | -3.35% | 5.37% | NA | NA | NA | 5.43% |
Data as of 02/15/2013, AR inception is 03/17/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TNS (Tns) | 03/17/2004 | 02/15/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.24 | 9.78 | -3.35 | 5.37 | NA | NA | NA | 5.43 | 1.30 | 16.99 | -14.81 | -19.03 | 173.59 | -47.10 | 21.30 | 0.36 | -12.22 | 20.72 |
| Sharpe Ratio | NA | 0.23 | -0.05 | 0.09 | NA | NA | NA | 0.07 | 3.81 | 0.34 | -0.32 | -0.45 | 2.64 | -0.65 | 0.53 | -0.06 | -0.35 | 1.00 |
| Standard Deviation(%) | NA | 42.74 | 46.04 | 59.83 | NA | NA | NA | 51.14 | 2.80 | 50.03 | 46.93 | 42.60 | 65.63 | 74.05 | 34.35 | 51.65 | 40.92 | 25.87 |
| Draw Down(%) | NA | 38.29 | 49.60 | 76.94 | NA | NA | NA | 76.94 | 0.48 | 38.29 | 32.37 | 47.53 | 45.39 | 74.71 | 22.62 | 38.07 | 32.24 | 17.28 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 2.21 | 1.47 | 1.10 | 2.76 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 20.78 | 0.00 | 0.00 | 0.00 |
Data as of 02/15/2013, AR inception is 03/17/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TNS (Tns) |
-20.28%
Oct 2009 - Oct 2012 |
-2.63%
Aug 2005 - Aug 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TNS (Tns) |
39.93%
Feb 2009 - Feb 2012 |
13.70%
Oct 2004 - Oct 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart