Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
TPP (Teppco Partners Lp) | NA | 55.01% | 5.49% | 4.99% | 14.94% | 18.43% | NA | 24.25% |
Data as of 10/26/2009, AR inception is 03/01/1990
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
TPP (Teppco Partners Lp) | 03/01/1990 | 10/26/2009 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | -0.36 | 55.01 | 5.49 | 4.99 | 14.94 | 18.43 | NA | 24.25 | 99.81 | -44.32 | 1.36 | 24.29 | -5.65 | 4.47 | 56.36 | -0.19 | 31.28 | 41.95 | -8.27 | 6.54 | 46.28 | 35.41 | 75.37 | 13.97 | 58.80 | 36.32 | 79.46 | 2.54 |
Sharpe Ratio | NA | 1.14 | 0.12 | 0.11 | 0.50 | NA | NA | 0.78 | 3.74 | -1.00 | -0.11 | 1.51 | -0.45 | 0.20 | 3.96 | -0.05 | 1.32 | 1.38 | -0.32 | 0.14 | -0.55 | 2.27 | 4.29 | 0.63 | 3.44 | 1.55 | 2.89 | -0.08 |
Standard Deviation(%) | NA | 44.38 | 33.87 | 28.34 | 26.20 | NA | NA | 23.87 | 35.59 | 44.92 | 15.93 | 13.97 | 17.33 | 17.48 | 14.07 | 25.34 | 22.27 | 27.38 | 36.02 | 23.79 | 16.30 | 13.92 | 16.68 | 17.54 | 16.41 | 21.69 | 26.03 | 28.85 |
Draw Down(%) | NA | 38.04 | 56.21 | 56.21 | 56.21 | NA | NA | 56.21 | 25.57 | 50.81 | 17.47 | 8.39 | 22.28 | 15.75 | 7.59 | 20.10 | 18.11 | 16.45 | 29.72 | 19.16 | 8.53 | 7.64 | 8.38 | 12.11 | 5.76 | 15.70 | 11.88 | 16.06 |
Yield(%) | 0.00 | 11.19 | 7.13 | 6.65 | 13.05 | 11.64 | 21.72 | 22.86 | 10.20 | 7.24 | 6.76 | 7.53 | 6.90 | 6.58 | 8.66 | 7.79 | 8.58 | 10.49 | 7.93 | 3.81 | 4.70 | 5.36 | 7.57 | 6.76 | 8.83 | 10.40 | 13.72 | 7.21 |
Data as of 10/26/2009, AR inception is 03/01/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
TPP (Teppco Partners Lp) |
-11.15%
Dec 2005 - Dec 2008 |
-7.11%
Dec 2003 - Dec 2008 |
6.31%
Dec 1998 - Dec 2008 |
14.66%
Dec 1993 - Dec 2008 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
TPP (Teppco Partners Lp) |
58.67%
Aug 1990 - Aug 1993 |
50.67%
Dec 1990 - Dec 1995 |
37.62%
Sep 1990 - Sep 2000 |
31.01%
Apr 1990 - Apr 2005 |
Annualized Rolling Returns Comparison Chart