Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TSCDD (Tesco PLC) | NA | 3.80% | 1.75% | 2.06% | -7.04% | -4.14% | -0.85% | -1.23% |
Data as of 03/11/2021, AR inception is 11/20/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TSCDD (Tesco PLC) | 11/20/2000 | 03/11/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.98 | 3.80 | 1.75 | 2.06 | -7.04 | -4.14 | -0.85 | -1.23 | -4.03 | -4.07 | 37.70 | -13.78 | 11.86 | 15.17 | -24.25 | -48.34 | 1.57 | -12.00 | -6.64 | -1.90 | 29.78 | -43.49 | 15.91 | 38.29 | -7.41 | 33.57 | 52.97 | -17.78 | -10.89 | 6.32 |
| Sharpe Ratio | NA | 0.12 | 0.03 | 0.04 | -0.26 | NA | NA | -0.06 | -0.94 | -0.13 | 1.45 | -0.62 | 0.46 | 0.37 | -0.75 | -1.57 | 0.08 | -0.46 | -0.26 | -0.08 | 0.90 | -0.81 | 0.47 | 1.48 | -0.47 | 1.34 | 1.46 | -0.39 | -0.22 | 1.37 |
| Standard Deviation(%) | NA | 30.06 | 27.16 | 29.15 | 28.72 | NA | NA | 33.56 | 21.17 | 31.95 | 25.08 | 24.39 | 24.27 | 41.00 | 32.46 | 30.76 | 18.77 | 26.41 | 25.99 | 23.69 | 33.05 | 54.38 | 27.41 | 23.80 | 20.33 | 24.36 | 35.78 | 48.75 | 60.76 | 53.36 |
| Draw Down(%) | NA | 16.11 | 31.50 | 31.50 | 71.11 | NA | NA | 80.46 | 11.22 | 25.60 | 22.39 | 31.50 | 17.65 | 30.52 | 43.85 | 54.33 | 15.29 | 28.37 | 21.35 | 20.52 | 25.18 | 55.58 | 17.25 | 6.27 | 15.87 | 11.56 | 23.08 | 25.13 | 27.85 | 8.16 |
| 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 | 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 03/11/2021, AR inception is 11/20/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSCDD (Tesco PLC) |
-28.49%
Jul 2013 - Jul 2016 |
-20.09%
Jul 2011 - Jul 2016 |
-13.41%
Oct 2007 - Oct 2017 |
-4.82%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSCDD (Tesco PLC) |
33.22%
Feb 2003 - Feb 2006 |
27.02%
Oct 2002 - Oct 2007 |
8.38%
Feb 2003 - Feb 2013 |
0.92%
Feb 2003 - Feb 2018 |
Annualized Rolling Returns Comparison Chart