Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TRI (Thomson Reuters Corporation) | 25.43% | 30.84% | 23.79% | 25.68% | 19.06% | 14.45% | 11.87% | 11.20% |
Data as of 08/05/2025, AR inception is 06/13/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRI (Thomson Reuters Corporation) | 06/13/2002 | 08/05/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.19 | 30.84 | 23.79 | 25.68 | 19.06 | 14.45 | 11.87 | 11.20 | 25.43 | 11.14 | 34.99 | -2.99 | 48.43 | 16.71 | 51.59 | 3.99 | 2.69 | 19.68 | -2.99 | 10.62 | 35.20 | 14.06 | -25.80 | 19.31 | 15.11 | -25.08 | 0.67 | 22.44 | 0.26 | -0.38 | 38.96 | -13.18 |
| Sharpe Ratio | NA | 1.22 | 1.08 | 1.22 | 0.87 | NA | NA | 0.43 | 2.02 | 0.26 | 1.60 | -0.20 | 2.47 | 0.52 | 3.09 | 0.12 | 0.15 | 1.10 | -0.16 | 0.72 | 2.45 | 0.74 | -1.00 | 0.92 | 0.40 | -0.51 | -0.10 | 1.11 | -0.13 | -0.07 | 1.90 | -0.69 |
| Standard Deviation(%) | NA | 20.57 | 20.04 | 19.96 | 20.58 | NA | NA | 23.54 | 22.97 | 17.84 | 19.42 | 21.58 | 19.62 | 31.26 | 16.24 | 21.63 | 14.17 | 17.76 | 18.32 | 14.70 | 14.38 | 18.97 | 25.84 | 20.93 | 38.00 | 50.94 | 22.74 | 17.29 | 14.79 | 19.52 | 20.12 | 34.48 |
| Draw Down(%) | NA | 10.81 | 14.94 | 24.60 | 35.37 | NA | NA | 56.41 | 9.97 | 11.96 | 14.34 | 22.25 | 8.39 | 35.37 | 7.84 | 18.39 | 9.60 | 9.66 | 11.20 | 10.97 | 10.02 | 10.47 | 37.31 | 11.70 | 24.70 | 50.06 | 21.06 | 10.37 | 13.21 | 18.29 | 12.55 | 26.72 |
| Yield(%) | 0.00 | 1.47 | 3.18 | 3.96 | 5.13 | 4.88 | 4.64 | 4.89 | 0.74 | 1.50 | 5.75 | 1.52 | 2.00 | 2.11 | 3.03 | 3.16 | 3.15 | 3.66 | 3.35 | 3.53 | 4.41 | 4.73 | 3.25 | 3.56 | 3.89 | 3.35 | 2.35 | 2.54 | 2.25 | 2.04 | 2.63 | 1.15 |
Data as of 08/05/2025, AR inception is 06/13/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRI (Thomson Reuters Corporation) |
-11.01%
Feb 2006 - Feb 2009 |
-6.20%
Oct 2007 - Oct 2012 |
3.18%
Feb 2006 - Feb 2016 |
4.69%
Dec 2003 - Dec 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRI (Thomson Reuters Corporation) |
37.96%
Dec 2018 - Dec 2021 |
28.33%
Jun 2018 - Jun 2023 |
20.08%
Jun 2015 - Jun 2025 |
16.16%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart