Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TRXI (TRX Inc) | NA | -47.83% | 0.00% | -14.43% | NA | NA | NA | -31.41% |
Data as of 07/30/2013, AR inception is 10/05/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRXI (TRX Inc) | 10/05/2005 | 07/30/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -47.83 | 0.00 | -14.43 | NA | NA | NA | -31.41 | -40.00 | -20.00 | 78.57 | 27.27 | 14.58 | -59.72 | -81.51 | -14.81 | -9.90 |
| Sharpe Ratio | NA | -0.35 | 0.00 | -0.07 | NA | NA | NA | -0.22 | -0.41 | -0.21 | 0.95 | 0.16 | 0.07 | -0.44 | -1.09 | -0.35 | -1.24 |
| Standard Deviation(%) | NA | 135.06 | 133.47 | 212.36 | NA | NA | NA | 132.87 | 145.00 | 97.50 | 82.84 | 166.05 | 218.43 | 136.08 | 77.63 | 51.69 | 30.56 |
| Draw Down(%) | NA | 74.66 | 75.82 | 80.89 | NA | NA | NA | 97.75 | 63.00 | 43.79 | 33.33 | 63.22 | 64.17 | 80.97 | 85.15 | 57.26 | 13.48 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/30/2013, AR inception is 10/05/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRXI (TRX Inc) |
-68.94%
Apr 2006 - Apr 2009 |
-44.63%
Nov 2005 - Nov 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRXI (TRX Inc) |
64.46%
Mar 2009 - Mar 2012 |
-3.45%
Dec 2007 - Dec 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart