Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TST (TheStreet Inc) | NA | -0.62% | 21.51% | -1.77% | 0.54% | -2.20% | -9.90% | -14.76% |
Data as of 08/07/2019, AR inception is 05/12/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TST (TheStreet Inc) | 05/12/1999 | 08/07/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.21 | -0.62 | 21.51 | -1.77 | 0.54 | -2.20 | -9.90 | -14.76 | 8.60 | 40.19 | 70.56 | -43.38 | -36.98 | 5.30 | 35.30 | -0.60 | -37.08 | 11.25 | -17.24 | -81.78 | 78.88 | 23.44 | 76.72 | 0.49 | 38.57 | 128.91 | -55.48 | -85.02 | -64.30 |
| Sharpe Ratio | NA | -0.04 | 0.40 | -0.05 | 0.00 | NA | NA | -0.27 | 0.33 | 0.67 | 1.37 | -0.94 | -1.10 | 0.16 | 1.15 | -0.02 | -0.92 | 0.23 | -0.29 | -1.36 | 1.63 | 0.36 | 1.73 | -0.01 | 0.72 | 1.62 | -0.69 | -0.74 | -0.80 |
| Standard Deviation(%) | NA | 51.57 | 50.66 | 46.25 | 43.00 | NA | NA | 59.32 | 39.56 | 58.32 | 51.45 | 46.14 | 33.76 | 32.41 | 30.77 | 37.38 | 40.36 | 48.05 | 59.97 | 60.62 | 46.75 | 55.46 | 43.11 | 40.39 | 52.57 | 78.79 | 84.95 | 119.77 | 104.04 |
| Draw Down(%) | NA | 34.08 | 44.01 | 73.02 | 82.49 | NA | NA | 98.72 | 32.21 | 38.83 | 22.69 | 44.06 | 39.57 | 28.55 | 14.75 | 39.37 | 56.87 | 35.11 | 51.29 | 83.04 | 26.24 | 36.29 | 39.23 | 40.43 | 28.01 | 44.29 | 75.25 | 91.54 | 73.02 |
| 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 |
Data as of 08/07/2019, AR inception is 05/12/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TST (TheStreet Inc) |
-60.14%
Jun 1999 - Jun 2002 |
-36.46%
Jun 1999 - Jun 2004 |
-24.77%
Jun 1999 - Jun 2009 |
-16.49%
Jun 1999 - Jun 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TST (TheStreet Inc) |
58.35%
Oct 2004 - Oct 2007 |
56.04%
Sep 2001 - Sep 2006 |
9.42%
Jul 2001 - Jul 2011 |
-0.24%
Jul 2001 - Jul 2016 |
Annualized Rolling Returns Comparison Chart