Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TNSSF (TransAlta Corporation) | NA | 12.15% | 11.91% | 6.54% | NA | NA | NA | 6.54% |
Data as of 07/10/2023, AR inception is 06/27/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TNSSF (TransAlta Corporation) | 06/27/2018 | 07/10/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 12.15 | 11.91 | 6.54 | NA | NA | NA | 6.54 | 5.90 | 10.08 | 11.59 | 0.00 | 10.26 | -22.98 |
| Sharpe Ratio | NA | 1.44 | 1.87 | 0.49 | NA | NA | NA | 0.48 | 1.22 | 1.53 | 2.12 | 0.00 | 1.28 | -1.43 |
| Standard Deviation(%) | NA | 6.02 | 5.71 | 10.98 | NA | NA | NA | 10.95 | 5.95 | 5.72 | 6.05 | NA | 6.94 | 29.01 |
| Draw Down(%) | NA | 0.05 | 0.05 | 27.16 | NA | NA | NA | 27.16 | 0.05 | 0.00 | 0.05 | 0.00 | 0.00 | 28.32 |
| Yield(%) | 0.00 | 7.57 | 7.67 | 6.44 | 3.22 | 2.15 | 1.61 | 6.44 | 3.78 | 7.57 | 7.46 | 7.46 | 7.79 | 3.17 |
Data as of 07/10/2023, AR inception is 06/27/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TNSSF (TransAlta Corporation) |
2.01%
Jul 2018 - Jul 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TNSSF (TransAlta Corporation) |
13.30%
Dec 2018 - Dec 2021 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart