Performance Comparison
Portfolio Performance Comparison
The return data shown below all have the same latest date: 05/05/2025.
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TWEIX (EQUITY INCOME FUND INVESTOR CLASS) | 0.48% | -1.53% | -2.11% | 4.01% | 1.80% | 3.84% | 3.67% | 7.00% |
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TWEIX (EQUITY INCOME FUND INVESTOR CLASS) | 09/22/1994 | 05/05/2025 |
The return data shown below all have the same latest date: 05/05/2025.
AR inception is since 09/22/1994.
AR inception is since 09/22/1994.
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.48 | -1.53 | -2.11 | 4.01 | 1.80 | 3.84 | 3.67 | 7.00 | 0.48 | 1.73 | -1.51 | -8.99 | 11.15 | 1.09 | 18.07 | -8.94 | 2.97 | 12.89 | -6.77 | 4.60 | 12.24 | 10.36 | 3.58 | 13.31 | 12.24 | -20.03 | 1.63 | 19.47 | 2.45 | 11.58 | 24.23 | -4.99 | 10.51 | 21.91 | -0.17 | 12.97 | 28.27 | 23.33 | 20.12 | -1.75 |
| Sharpe Ratio | NA | -0.48 | -0.45 | 0.13 | 0.01 | NA | NA | 0.37 | 0.02 | -0.41 | -0.56 | -0.68 | 1.09 | 0.03 | 1.68 | -0.78 | 0.21 | 1.08 | -0.48 | 0.41 | 1.26 | 1.20 | 0.21 | 1.08 | 0.68 | -0.65 | -0.11 | 2.51 | 0.04 | 1.31 | 1.97 | -0.33 | 0.68 | 1.39 | -0.36 | 0.84 | 3.03 | 3.28 | 1.88 | -1.06 |
| Standard Deviation(%) | NA | 14.50 | 13.23 | 12.87 | 15.01 | NA | NA | 13.91 | 16.49 | 11.80 | 10.46 | 15.34 | 10.16 | 29.70 | 9.91 | 13.27 | 11.00 | 11.72 | 14.04 | 11.06 | 9.69 | 8.68 | 17.26 | 12.28 | 17.75 | 32.10 | 12.98 | 6.47 | 7.84 | 8.09 | 11.95 | 18.38 | 12.19 | 12.78 | 9.49 | 11.55 | 8.13 | 6.00 | 8.68 | 9.29 |
| Draw Down(%) | NA | 17.58 | 17.58 | 17.58 | 35.14 | NA | NA | 39.30 | 10.41 | 13.94 | 9.93 | 13.70 | 5.66 | 32.92 | 4.89 | 17.80 | 9.57 | 5.96 | 10.68 | 10.30 | 8.31 | 6.09 | 14.95 | 10.24 | 20.68 | 32.10 | 9.17 | 3.49 | 5.55 | 4.35 | 11.37 | 20.15 | 11.67 | 11.25 | 11.65 | 13.90 | 6.14 | 4.57 | 8.07 | 6.99 |
| Yield(%) | 0.00 | 2.17 | 2.13 | 2.56 | 2.23 | 2.93 | 3.48 | 7.40 | 0.00 | 2.70 | 2.44 | 2.05 | 2.05 | 1.97 | 2.61 | 2.51 | 1.87 | 2.19 | 2.32 | 2.56 | 2.58 | 2.69 | 2.65 | 3.16 | 2.88 | 3.07 | 10.98 | 9.42 | 6.10 | 7.08 | 4.62 | 3.59 | 2.52 | 3.27 | 11.03 | 17.73 | 22.56 | 12.69 | 3.88 | 1.00 |
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TWEIX (EQUITY INCOME FUND INVESTOR CLASS) |
-6.80%
Feb 2006 - Feb 2009 |
-1.74%
Mar 2015 - Mar 2020 |
1.39%
Oct 2013 - Oct 2023 |
2.76%
Sep 2007 - Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TWEIX (EQUITY INCOME FUND INVESTOR CLASS) |
23.86%
Dec 1994 - Dec 1997 |
16.87%
Nov 1994 - Nov 1999 |
14.29%
Dec 1994 - Dec 2004 |
10.12%
Dec 1994 - Dec 2009 |
Annualized Rolling Returns Comparison Chart