Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TSLF (THL Credit Senior Loan Fund) | NA | -12.55% | -5.83% | -0.04% | NA | NA | NA | … | … |
Data as of 06/01/2020, Common starting date is 09/23/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TSLF (THL Credit Senior Loan Fund) | 09/23/2013 | 06/01/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.76 | -12.55 | -5.83 | -0.04 | NA | NA | NA | … | … | -16.46 | 8.16 | -11.86 | -10.03 | 18.16 | -7.03 | -7.08 | -8.20 |
| Sharpe Ratio | NA | -0.41 | -0.31 | -0.04 | NA | NA | NA | … | … | -0.66 | 0.83 | -1.22 | -1.13 | 1.66 | -0.54 | -0.83 | -1.43 |
| Standard Deviation(%) | NA | 35.09 | 22.40 | 18.62 | NA | NA | NA | … | … | 54.23 | 8.17 | 10.85 | 9.48 | 10.77 | 13.19 | 8.60 | 18.85 |
| Draw Down(%) | NA | 36.74 | 36.74 | 36.74 | NA | NA | NA | … | … | 36.74 | 8.22 | 17.65 | 12.43 | 9.96 | 24.58 | 9.48 | 14.86 |
| Yield(%) | 0.00 | 7.31 | 6.03 | 6.59 | 3.99 | 2.66 | 1.99 | … | … | 2.66 | 8.08 | 5.72 | 6.59 | 8.01 | 7.19 | 7.74 | 1.19 |
Data as of 06/01/2020, Common starting date is 09/23/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSLF (THL Credit Senior Loan Fund) |
-6.86%
Mar 2017 – Mar 2020 |
-1.16%
May 2015 – May 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSLF (THL Credit Senior Loan Fund) |
10.94%
Apr 2016 – Apr 2019 |
4.96%
Jan 2015 – Jan 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart