Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TTBRX (Target Total Return Bond R) | NA | 1.37% | 1.08% | 1.60% | NA | NA | NA | 1.66% |
Data as of 06/16/2015, AR inception is 09/08/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TTBRX (Target Total Return Bond R) | 09/08/2006 | 06/16/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.37 | 1.08 | 1.60 | NA | NA | NA | 1.66 | -0.56 | 4.40 | -3.27 | 6.71 | 3.38 | 0.38 | 9.84 | -10.23 | 4.27 | -0.19 |
| Sharpe Ratio | NA | 0.39 | 0.32 | 0.41 | NA | NA | NA | 0.13 | -0.28 | 1.62 | -0.90 | 2.31 | 0.96 | 0.05 | 1.50 | -1.14 | 0.28 | -0.16 |
| Standard Deviation(%) | NA | 3.48 | 3.37 | 3.82 | NA | NA | NA | 7.06 | 4.39 | 2.71 | 3.67 | 2.91 | 3.49 | 5.28 | 6.49 | 9.74 | 4.44 | 25.61 |
| Draw Down(%) | NA | 3.45 | 6.87 | 7.72 | NA | NA | NA | 16.90 | 3.45 | 1.27 | 6.87 | 1.52 | 2.43 | 7.72 | 5.06 | 14.63 | 4.40 | 9.56 |
| Yield(%) | 0.00 | 4.12 | 2.94 | 2.03 | 1.07 | 0.71 | 0.54 | 1.34 | 0.00 | 4.57 | 1.28 | 4.29 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 06/16/2015, AR inception is 09/08/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TTBRX (Target Total Return Bond R) |
-1.34%
Jan 2008 - Jan 2011 |
0.90%
Nov 2006 - Nov 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TTBRX (Target Total Return Bond R) |
5.31%
Feb 2009 - Feb 2012 |
3.94%
Feb 2009 - Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart