Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TVBAX (Transparent Val DJ RBP US LC Core Idx A) | NA | -6.89% | 5.78% | 7.87% | NA | NA | NA | … | … |
Data as of 05/03/2016, Common starting date is 04/20/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TVBAX (Transparent Val DJ RBP US LC Core Idx A) | 04/20/2011 | 05/03/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -6.89 | 5.78 | 7.87 | NA | NA | NA | … | … | -1.80 | -6.47 | -13.04 | 12.67 | 13.79 | -6.82 |
| Sharpe Ratio | NA | -0.47 | -0.31 | -0.05 | NA | NA | NA | … | … | -0.31 | -0.43 | -0.52 | 0.57 | 0.83 | -0.34 |
| Standard Deviation(%) | NA | 16.65 | 25.22 | 25.61 | NA | NA | NA | … | … | 17.56 | 15.26 | 24.91 | 22.31 | 16.62 | 28.37 |
| Draw Down(%) | NA | 19.24 | 40.84 | 40.84 | NA | NA | NA | … | … | 12.93 | 13.82 | 23.56 | 16.95 | 14.37 | 20.83 |
| Yield(%) | 0.00 | 1.11 | 13.49 | 10.33 | 5.26 | 3.51 | 2.63 | … | … | 0.00 | 1.10 | 20.16 | 22.36 | 3.47 | 0.00 |
Data as of 05/03/2016, Common starting date is 04/20/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TVBAX (Transparent Val DJ RBP US LC Core Idx A) |
6.22%
Feb 2013 – Feb 2016 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TVBAX (Transparent Val DJ RBP US LC Core Idx A) |
21.83%
Sep 2011 – Sep 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart