Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TTO | NA | 155.57% | -27.82% | -13.32% | NA | NA | NA | -13.51% |
Data as of 03/30/2015, AR inception is 02/02/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TTO | 02/02/2007 | 03/30/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 155.57 | -27.82 | -13.32 | NA | NA | NA | -13.51 | 10.26 | 16.08 | 16.34 | 62.85 | -59.27 | -15.05 |
| Sharpe Ratio | NA | 0.64 | 0.54 | 0.01 | NA | NA | NA | -0.08 | 0.53 | 0.59 | 0.44 | 0.93 | -1.09 | -0.73 |
| Standard Deviation(%) | NA | 21.67 | 29.67 | 48.37 | NA | NA | NA | 44.00 | 21.32 | 27.22 | 36.87 | 67.14 | 55.25 | 26.51 |
| Draw Down(%) | NA | 13.22 | 33.76 | 67.19 | NA | NA | NA | 75.60 | 13.22 | 23.12 | 33.76 | 46.33 | 67.19 | 40.25 |
| Yield(%) | 0.00 | 2.31 | 1.52 | 3.35 | 2.39 | 1.59 | 1.19 | 2.98 | 5.77 | 5.58 | 6.44 | 12.28 | 8.52 | 3.80 |
Data as of 03/30/2015, AR inception is 02/02/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TTO (TTO) |
-49.79%
Feb 2011 - Feb 2014 |
-40.61%
Jun 2008 - Jun 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TTO (TTO) |
35.76%
Jun 2009 - Jun 2012 |
-1.73%
Oct 2007 - Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart