Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| TWODF (Taylor Wimpey plc) | 6.39% | -19.71% | 6.61% | 3.54% | 1.58% | 16.17% | NA | 13.01% |
Data as of 07/23/2025, AR inception is 02/23/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TWODF (Taylor Wimpey plc) | 02/23/2010 | 07/23/2025 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 7.09 | -19.71 | 6.61 | 3.54 | 1.58 | 16.17 | NA | 13.01 | 6.39 | -15.14 | 67.85 | -41.52 | 12.52 | 3.08 | 65.41 | -32.58 | 54.98 | -35.00 | 48.40 | 26.82 | 51.79 | 103.64 | 17.02 | -20.34 |
| Sharpe Ratio | NA | -0.45 | 0.17 | 0.01 | -0.01 | NA | NA | 0.25 | -0.03 | -0.38 | 2.18 | -0.77 | 0.43 | 0.04 | 1.53 | -1.29 | 2.58 | -0.56 | 1.45 | 0.84 | 1.50 | 2.11 | 0.36 | -0.40 |
| Standard Deviation(%) | NA | 58.77 | 47.82 | 45.32 | 45.88 | NA | NA | 45.13 | 54.24 | 49.02 | 29.74 | 55.69 | 28.91 | 69.57 | 41.86 | 26.38 | 21.16 | 62.98 | 33.33 | 32.03 | 34.52 | 49.53 | 46.91 | 58.40 |
| Draw Down(%) | NA | 42.50 | 42.50 | 61.02 | 61.02 | NA | NA | 61.02 | 15.57 | 34.86 | 15.63 | 59.03 | 22.31 | 58.15 | 24.99 | 40.66 | 12.50 | 49.83 | 17.70 | 18.65 | 11.32 | 27.91 | 28.36 | 46.15 |
| Yield(%) | 0.00 | 6.08 | 7.40 | 6.50 | 5.54 | 31.03 | 15.38 | 20.51 | 4.10 | 6.60 | 9.92 | 4.80 | 8.19 | 12.92 | 13.53 | 6.34 | 8.70 | 5.10 | 7.39 | 2.35 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/23/2025, AR inception is 02/23/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TWODF (Taylor Wimpey plc) |
-12.14%
Dec 2019 - Dec 2022 |
-8.38%
Sep 2017 - Sep 2022 |
2.54%
Jun 2015 - Jun 2025 |
12.38%
Apr 2010 - Apr 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TWODF (Taylor Wimpey plc) |
71.19%
Jul 2012 - Jul 2015 |
54.48%
Nov 2010 - Nov 2015 |
25.60%
Nov 2010 - Nov 2020 |
16.01%
Jun 2010 - Jun 2025 |
Annualized Rolling Returns Comparison Chart