Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TRV (The Travelers Companies, Inc.) | 14.92% | 32.05% | 17.84% | 23.01% | 13.08% | 14.95% | 13.09% | 12.77% |
Data as of 05/30/2025, AR inception is 11/05/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRV (The Travelers Companies, Inc.) | 11/05/1984 | 05/30/2025 |
| 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 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.72 | 32.05 | 17.84 | 23.01 | 13.08 | 14.95 | 13.09 | 12.77 | 14.92 | 28.76 | 3.93 | 22.42 | 13.96 | 5.31 | 17.00 | -9.64 | 13.36 | 10.97 | 9.10 | 19.61 | 29.09 | 24.85 | 9.31 | 14.84 | 13.48 | -13.77 | 2.38 | 22.92 | 23.20 | -3.64 | 20.24 | -19.21 | -16.92 | 65.67 | 0.01 | -12.92 | 43.46 | 8.76 | 28.15 | 3.32 | 20.66 | 9.68 | 20.81 | 10.64 | 35.92 | -5.43 | 14.29 | 0.78 | 48.95 | 12.30 |
| Sharpe Ratio | NA | 1.11 | 0.65 | 0.90 | 0.47 | NA | NA | 0.38 | 1.40 | 0.94 | -0.02 | 0.93 | 0.64 | 0.10 | 0.93 | -0.54 | 0.99 | 0.63 | 0.51 | 1.65 | 1.94 | 1.53 | 0.34 | 0.80 | 0.35 | -0.22 | -0.03 | 1.12 | 1.15 | -0.21 | 0.77 | -0.51 | -0.54 | 1.47 | -0.09 | -0.51 | 1.92 | 0.29 | 1.18 | 0.02 | 1.06 | 0.39 | 0.87 | 0.23 | 1.68 | -0.47 | 0.27 | -0.12 | 2.18 | 4.82 |
| Standard Deviation(%) | NA | 25.96 | 22.93 | 23.88 | 24.67 | NA | NA | 27.08 | 26.80 | 23.51 | 20.79 | 22.78 | 21.77 | 49.71 | 16.82 | 20.39 | 12.92 | 17.09 | 17.77 | 11.88 | 14.97 | 16.31 | 27.31 | 18.53 | 38.25 | 66.62 | 23.96 | 17.55 | 18.22 | 21.56 | 25.31 | 39.51 | 36.11 | 41.86 | 37.63 | 32.00 | 20.73 | 18.28 | 20.59 | 19.13 | 17.50 | 18.33 | 19.46 | 23.76 | 18.01 | 21.22 | 37.35 | 28.34 | 20.05 | 22.89 |
| Draw Down(%) | NA | 12.47 | 17.15 | 18.90 | 46.28 | NA | NA | 55.11 | 11.81 | 12.14 | 17.15 | 18.90 | 10.40 | 41.82 | 16.28 | 23.15 | 11.31 | 11.80 | 11.84 | 11.35 | 10.89 | 8.00 | 25.81 | 12.34 | 25.18 | 42.22 | 14.31 | 14.02 | 13.95 | 27.06 | 19.99 | 51.36 | 33.83 | 36.50 | 29.25 | 37.70 | 10.62 | 14.55 | 15.61 | 14.90 | 10.82 | 13.98 | 21.47 | 21.19 | 10.63 | 23.00 | 25.44 | 32.40 | 11.42 | 3.53 |
| Yield(%) | 0.00 | 1.98 | 2.22 | 3.45 | 3.29 | 5.81 | 6.32 | 3.88 | 0.44 | 2.17 | 2.10 | 2.36 | 2.57 | 2.45 | 2.75 | 2.30 | 2.34 | 2.38 | 2.26 | 2.41 | 2.69 | 3.03 | 2.85 | 2.83 | 2.72 | 2.27 | 2.11 | 2.20 | 2.44 | 2.93 | 3.31 | 3.32 | 2.18 | 3.27 | 2.97 | 1.52 | 3.22 | 3.12 | 3.62 | 2.12 | 3.64 | 3.73 | 4.19 | 4.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/30/2025, AR inception is 11/05/1984
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRV (The Travelers Companies, Inc.) |
-10.34%
Feb 1997 - Feb 2000 |
-4.06%
Feb 1998 - Feb 2003 |
3.08%
Aug 2000 - Aug 2010 |
6.10%
Jul 1997 - Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRV (The Travelers Companies, Inc.) |
29.96%
Sep 1994 - Sep 1997 |
24.31%
Mar 2020 - Mar 2025 |
18.65%
May 1988 - May 1998 |
15.62%
Feb 2009 - Feb 2024 |
Annualized Rolling Returns Comparison Chart