Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TSM (Taiwan Semiconductor Manufacturing Company Limited) | 22.60% | 41.85% | 44.70% | 31.42% | 29.77% | 26.94% | 21.77% | 17.26% |
Data as of 07/18/2025, AR inception is 10/08/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TSM (Taiwan Semiconductor Manufacturing Company Limited) | 10/08/1997 | 07/18/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.34 | 41.85 | 44.70 | 31.42 | 29.77 | 26.94 | 21.77 | 17.26 | 22.60 | 92.58 | 42.33 | -36.75 | 12.08 | 92.71 | 64.92 | -3.59 | 42.38 | 31.17 | 4.86 | 31.20 | 4.46 | 37.66 | 7.29 | 15.03 | 52.62 | -16.43 | -4.90 | 18.49 | 26.27 | -4.54 | 34.49 | -54.83 | 39.35 | -50.93 | 290.13 | 13.11 | -30.38 |
| Sharpe Ratio | NA | 0.51 | 1.09 | 0.78 | 0.84 | NA | NA | 0.35 | 0.70 | 2.21 | 1.28 | -0.96 | 0.37 | 2.02 | 2.58 | -0.18 | 2.50 | 1.30 | 0.19 | 1.37 | 0.18 | 1.53 | 0.24 | 0.57 | 1.20 | -0.30 | -0.25 | 0.50 | 0.94 | -0.14 | 0.68 | -0.82 | 0.54 | -0.66 | 5.17 | 0.15 | -0.81 |
| Standard Deviation(%) | NA | 45.75 | 38.53 | 37.98 | 33.12 | NA | NA | 43.48 | 47.93 | 40.21 | 30.43 | 39.97 | 32.93 | 45.57 | 24.63 | 27.16 | 16.78 | 23.72 | 25.32 | 22.70 | 24.44 | 24.86 | 30.73 | 26.36 | 43.62 | 57.50 | 32.13 | 30.31 | 25.44 | 39.05 | 49.43 | 67.97 | 70.24 | 83.77 | 55.46 | 62.99 | 102.24 |
| Draw Down(%) | NA | 36.81 | 36.81 | 56.47 | 56.47 | NA | NA | 84.63 | 36.81 | 22.56 | 20.77 | 56.47 | 22.45 | 26.55 | 17.11 | 21.39 | 10.03 | 13.76 | 23.84 | 14.21 | 19.90 | 19.38 | 17.86 | 18.57 | 23.31 | 48.21 | 22.40 | 24.78 | 18.98 | 34.26 | 26.86 | 71.64 | 50.93 | 68.99 | 21.08 | 51.26 | 44.98 |
| Yield(%) | 0.00 | 1.53 | 2.58 | 3.04 | 7.18 | 12.62 | 11.62 | 3.09 | 0.68 | 2.30 | 2.49 | 1.44 | 1.68 | 2.87 | 5.56 | 3.20 | 3.93 | 4.25 | 3.24 | 2.91 | 2.77 | 3.75 | 4.12 | 4.02 | 5.54 | 5.20 | 4.08 | 3.68 | 3.39 | 0.84 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/18/2025, AR inception is 10/08/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSM (Taiwan Semiconductor Manufacturing Company Limited) |
-38.41%
Feb 2000 - Feb 2003 |
-20.75%
Mar 2000 - Mar 2005 |
-7.45%
Feb 2000 - Feb 2010 |
2.18%
Feb 2000 - Feb 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSM (Taiwan Semiconductor Manufacturing Company Limited) |
52.73%
Jun 2018 - Jun 2021 |
45.37%
Jan 2016 - Jan 2021 |
30.49%
Feb 2011 - Feb 2021 |
27.16%
Jun 2010 - Jun 2025 |
Annualized Rolling Returns Comparison Chart