Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TBIG | NA | 116.14% | -8.34% | -10.95% | 3.54% | NA | NA | … | … |
Data as of 11/29/2021, Common starting date is 10/26/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TBIG | 10/26/2010 | 11/29/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 8.07 | 116.14 | -8.34 | -10.95 | 3.54 | NA | NA | … | … | 88.96 | 32.52 | -65.83 | -43.97 | 29.02 | -15.23 | -39.43 | 67.24 | 1.75 | 140.00 | -5.00 | 4.17 |
| Sharpe Ratio | NA | 1.93 | -0.08 | -0.14 | 0.05 | NA | NA | … | … | 1.89 | 0.60 | -0.40 | -1.32 | 0.70 | -0.50 | -1.05 | 2.21 | 0.05 | 5.34 | -0.15 | 0.54 |
| Standard Deviation(%) | NA | 53.75 | 106.24 | 85.87 | 64.87 | NA | NA | … | … | 53.35 | 53.81 | 167.75 | 34.34 | 40.67 | 30.93 | 37.43 | 30.37 | 36.89 | 26.66 | 32.97 | 47.05 |
| Draw Down(%) | NA | 26.67 | 89.16 | 90.33 | 92.45 | NA | NA | … | … | 26.67 | 40.32 | 85.35 | 47.85 | 25.49 | 26.67 | 41.07 | 17.42 | 25.82 | 10.83 | 31.96 | 16.67 |
| 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 |
Data as of 11/29/2021, Common starting date is 10/26/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TBIG (TBIG) |
-45.43%
Jun 2017 – Jun 2020 |
-37.48%
Mar 2015 – Mar 2020 |
-6.28%
Nov 2010 – Nov 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TBIG (TBIG) |
64.30%
Nov 2011 – Nov 2014 |
24.99%
Sep 2011 – Sep 2016 |
4.00%
Sep 2011 – Sep 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart