Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TUES (Tuesday Morning Corporation) | NA | 11.73% | -16.63% | -23.22% | -11.73% | -16.65% | -5.37% | -10.77% |
Data as of 10/16/2020, AR inception is 04/22/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TUES (Tuesday Morning Corporation) | 04/22/1999 | 10/16/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 9.75 | 11.73 | -16.63 | -23.22 | -11.73 | -16.65 | -5.37 | -10.77 | -16.05 | 8.82 | -38.18 | -49.07 | -16.92 | -70.05 | 35.96 | 155.36 | 81.16 | -34.66 | 104.65 | 58.28 | -67.85 | -67.40 | -25.67 | -31.70 | 1.26 | 76.90 | -5.47 | 240.52 | -71.19 | 8.46 |
| Sharpe Ratio | NA | 0.08 | -0.19 | -0.29 | -0.17 | NA | NA | -0.16 | -0.12 | -0.29 | -1.41 | -0.98 | -0.96 | -1.19 | 0.43 | 2.81 | 1.55 | -0.92 | 1.07 | 0.37 | -0.69 | -1.70 | -1.33 | -1.81 | -0.54 | 1.73 | -0.43 | 3.21 | -1.33 | 0.73 |
| Standard Deviation(%) | NA | 147.50 | 93.28 | 82.85 | 69.65 | NA | NA | 72.12 | 164.14 | 49.68 | 42.36 | 69.81 | 53.10 | 74.63 | 40.15 | 48.68 | 40.93 | 57.97 | 80.44 | 107.95 | 127.14 | 52.89 | 36.13 | 29.08 | 34.13 | 33.37 | 58.40 | 70.30 | 105.37 | 63.51 |
| Draw Down(%) | NA | 93.39 | 96.95 | 98.61 | 99.45 | NA | NA | 99.66 | 93.32 | 57.79 | 58.02 | 72.17 | 49.55 | 76.17 | 25.25 | 25.06 | 20.30 | 43.43 | 58.91 | 79.22 | 84.60 | 73.33 | 47.94 | 40.85 | 28.22 | 19.97 | 51.41 | 39.24 | 80.00 | 33.50 |
| 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 |
Data as of 10/16/2020, AR inception is 04/22/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TUES (Tuesday Morning Corporation) |
-65.81%
Feb 2006 - Feb 2009 |
-57.29%
Jun 2015 - Jun 2020 |
-27.50%
Jun 2010 - Jun 2020 |
-29.68%
Jun 2005 - Jun 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TUES (Tuesday Morning Corporation) |
94.40%
Oct 2000 - Oct 2003 |
77.81%
Feb 2009 - Feb 2014 |
12.07%
Feb 2009 - Feb 2019 |
2.56%
Feb 2000 - Feb 2015 |
Annualized Rolling Returns Comparison Chart