Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TRSWF (TransAlta Renewables Inc) | NA | 8.47% | -2.90% | 8.42% | NA | NA | NA | 2.03% |
Data as of 10/10/2023, AR inception is 06/10/2015
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRSWF (TransAlta Renewables Inc) | 06/10/2015 | 10/10/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 5.66 | 8.47 | -2.90 | 8.42 | NA | NA | NA | 2.03 | 25.36 | -37.44 | -9.21 | 43.10 | 57.46 | -28.33 | 0.90 | 40.20 | -27.79 |
| Sharpe Ratio | NA | 0.12 | -0.17 | 0.21 | NA | NA | NA | 0.03 | 1.01 | -1.07 | -0.35 | 0.89 | 3.19 | -1.37 | 0.01 | 1.59 | -1.63 |
| Standard Deviation(%) | NA | 37.11 | 31.06 | 33.25 | NA | NA | NA | 29.35 | 29.62 | 36.31 | 26.40 | 48.02 | 17.57 | 21.62 | 18.67 | 25.00 | 26.92 |
| Draw Down(%) | NA | 26.88 | 51.63 | 51.63 | NA | NA | NA | 51.63 | 13.53 | 44.41 | 22.28 | 45.59 | 12.56 | 31.66 | 18.35 | 16.63 | 30.45 |
| Yield(%) | 0.00 | 7.28 | 5.41 | 8.74 | 5.50 | 3.67 | 2.75 | 6.87 | 6.55 | 4.88 | 4.08 | 6.09 | 9.43 | 5.71 | 6.61 | 8.25 | 3.47 |
Data as of 10/10/2023, AR inception is 06/10/2015
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRSWF (TransAlta Renewables Inc) |
-6.68%
Dec 2019 - Dec 2022 |
-1.71%
Dec 2017 - Dec 2022 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRSWF (TransAlta Renewables Inc) |
26.94%
Dec 2018 - Dec 2021 |
18.96%
Jan 2016 - Jan 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart