Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TRH (TRANSATLANTIC HOLDINGS INC) | NA | 27.76% | 14.10% | -1.84% | -0.04% | 4.35% | 10.01% | 9.39% |
Data as of 06/21/2012, AR inception is 06/18/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRH (TRANSATLANTIC HOLDINGS INC) | 06/18/1990 | 06/21/2012 |
| 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 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 27.76 | 14.10 | -1.84 | -0.04 | 4.35 | 10.01 | 9.39 | 11.27 | 7.86 | -0.06 | 32.49 | -44.15 | 18.01 | -7.00 | 9.26 | -3.81 | 21.72 | -26.40 | 29.14 | 36.29 | 4.31 | 6.60 | 34.38 | 10.46 | 32.43 | 7.69 | -5.99 | 45.63 | 43.15 | -3.25 |
| Sharpe Ratio | NA | 1.44 | 0.64 | -0.06 | -0.04 | NA | NA | 0.21 | 3.77 | 0.32 | -0.01 | 0.74 | -0.75 | 0.51 | -0.73 | 0.39 | -0.30 | 1.37 | -1.24 | 1.40 | 1.75 | 0.08 | 0.16 | -1.05 | 0.41 | 1.98 | 0.27 | -0.42 | 1.71 | 1.75 | -0.29 |
| Standard Deviation(%) | NA | 19.29 | 20.04 | 38.64 | 30.48 | NA | NA | 24.90 | 6.72 | 24.67 | 19.46 | 43.91 | 59.53 | 29.24 | 14.19 | 17.98 | 15.93 | 15.40 | 22.17 | 19.46 | 18.42 | 13.54 | 20.63 | 19.86 | 16.97 | 14.43 | 17.44 | 19.25 | 25.11 | 22.35 | 37.38 |
| Draw Down(%) | NA | 14.14 | 19.14 | 64.17 | 64.17 | NA | NA | 64.17 | 1.61 | 15.35 | 16.41 | 33.99 | 57.16 | 22.35 | 21.49 | 21.38 | 26.58 | 11.68 | 33.27 | 17.44 | 11.61 | 13.22 | 21.29 | 9.50 | 16.47 | 7.68 | 14.55 | 18.13 | 25.51 | 23.89 | 33.17 |
| Yield(%) | 0.00 | 0.92 | 1.64 | 0.98 | 0.64 | 0.43 | 1.25 | 1.24 | 0.00 | 1.65 | 1.56 | 1.95 | 0.97 | 0.95 | 0.58 | 0.56 | 0.47 | 0.49 | 0.35 | 0.14 | 0.36 | 0.33 | 0.32 | 0.27 | 0.18 | 0.26 | 0.25 | 0.19 | 0.23 | 0.28 | 0.07 |
Data as of 06/21/2012, AR inception is 06/18/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRH (TRANSATLANTIC HOLDINGS INC) |
-20.17%
Feb 2006 - Feb 2009 |
-14.51%
Feb 2004 - Feb 2009 |
-2.71%
May 2001 - May 2011 |
4.33%
Jan 1994 - Jan 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRH (TRANSATLANTIC HOLDINGS INC) |
40.68%
Aug 1990 - Aug 1993 |
27.49%
Oct 1990 - Oct 1995 |
21.90%
Oct 1990 - Oct 2000 |
15.46%
Oct 1990 - Oct 2005 |
Annualized Rolling Returns Comparison Chart