Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TSU (TIM Participações S.A) | NA | -39.67% | -15.26% | 9.90% | -10.97% | -6.44% | -3.91% | … | … |
Data as of 01/22/2021, Common starting date is 11/16/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TSU (TIM Participações S.A) | 11/16/1998 | 01/22/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -8.02 | -39.67 | -15.26 | 9.90 | -10.97 | -6.44 | -3.91 | … | … | -12.72 | -27.16 | 24.58 | -20.56 | 63.64 | 39.15 | -61.82 | -15.36 | 32.39 | -23.18 | -24.43 | 14.91 | 137.87 | -64.26 | 0.95 | 36.95 | 63.94 | 7.46 | 82.57 | -51.93 | -37.42 | -17.72 | 82.08 | 34.78 |
| Sharpe Ratio | NA | -0.68 | -0.38 | 0.23 | -0.27 | NA | NA | … | … | -2.01 | -0.47 | 0.04 | -1.19 | 1.52 | 0.12 | -1.86 | -0.89 | 0.45 | -1.22 | -0.76 | -0.10 | 2.47 | -1.03 | -0.48 | 0.32 | 1.08 | -0.24 | 1.30 | -1.16 | -0.98 | -1.08 | 1.71 | 7.77 |
| Standard Deviation(%) | NA | 59.00 | 43.19 | 40.54 | 41.17 | NA | NA | … | … | 45.41 | 58.20 | 29.57 | 35.27 | 29.32 | 42.89 | 43.25 | 38.00 | 30.84 | 34.54 | 56.57 | 36.25 | 48.36 | 81.29 | 43.88 | 46.24 | 39.56 | 50.32 | 48.80 | 61.56 | 60.58 | 80.16 | 62.62 | 143.32 |
| Draw Down(%) | NA | 50.07 | 56.13 | 56.13 | 86.06 | NA | NA | … | … | 12.72 | 50.07 | 26.61 | 38.68 | 17.66 | 18.56 | 65.38 | 28.68 | 22.65 | 48.83 | 56.64 | 24.62 | 22.65 | 73.89 | 29.50 | 42.02 | 21.47 | 33.57 | 35.70 | 64.90 | 67.79 | 70.86 | 30.65 | 38.84 |
| 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 | 0.00 |
Data as of 01/22/2021, Common starting date is 11/16/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSU (TIM Participações S.A) |
-50.26%
Feb 2000 – Feb 2003 |
-27.38%
May 2011 – May 2016 |
-14.35%
Jan 2006 – Jan 2016 |
-7.79%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TSU (TIM Participações S.A) |
84.35%
Feb 2003 – Feb 2006 |
47.03%
Feb 2003 – Feb 2008 |
13.81%
Feb 2003 – Feb 2013 |
8.84%
Feb 2003 – Feb 2018 |
Annualized Rolling Returns Comparison Chart