Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TCFC (Community Financial Corp) | NA | -22.37% | 7.81% | -3.56% | 5.91% | 3.83% | NA | … | … |
Data as of 07/07/2023, Common starting date is 01/30/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TCFC (Community Financial Corp) | 01/30/2006 | 07/07/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -22.37 | 7.81 | -3.56 | 5.91 | 3.83 | NA | … | … | -30.78 | 5.25 | 51.64 | -25.56 | 21.65 | -23.66 | 32.07 | 38.36 | 4.43 | -3.09 | 29.60 | 6.53 | -6.83 | 37.02 | -27.24 | -33.02 | 0.25 | 9.32 | 11.45 | 60.77 | 7.61 | 36.97 |
| Sharpe Ratio | NA | -0.98 | 0.24 | -0.14 | 0.15 | NA | NA | … | … | -1.77 | 0.19 | 1.82 | -0.42 | -0.09 | -2.21 | 0.45 | 0.12 | -0.30 | -0.66 | 0.44 | -0.26 | -0.59 | 0.29 | -0.44 | -2.10 | -0.18 | -0.64 | -0.06 | 0.35 | -0.23 | 0.23 |
| Standard Deviation(%) | NA | 26.44 | 27.37 | 34.75 | 34.49 | NA | NA | … | … | 31.78 | 20.05 | 28.38 | 60.68 | 18.83 | 20.51 | 28.90 | 33.98 | 47.76 | 32.69 | 25.16 | 46.98 | 42.74 | 63.07 | 103.19 | 24.98 | 124.95 | 21.95 | 75.24 | 119.13 | 50.10 | 97.31 |
| Draw Down(%) | NA | 39.71 | 39.71 | 49.05 | 52.65 | NA | NA | … | … | 39.71 | 18.71 | 12.41 | 48.30 | 11.12 | 29.37 | 17.15 | 10.00 | 16.97 | 17.47 | 12.73 | 27.84 | 25.00 | 30.82 | 47.50 | 35.40 | 62.50 | 11.27 | 13.10 | 18.91 | 5.80 | 14.70 |
| Yield(%) | 0.00 | 1.88 | 2.44 | 1.48 | 2.53 | 2.05 | 1.85 | … | … | 0.86 | 1.75 | 2.22 | 1.41 | 1.65 | 1.04 | 1.40 | 1.90 | 1.49 | 1.95 | 3.13 | 2.71 | 2.48 | 3.40 | 2.37 | 1.66 | 3.33 | 1.67 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 07/07/2023, Common starting date is 01/30/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCFC (Community Financial Corp) |
-21.96%
Jun 2007 – Jun 2010 |
-9.18%
Sep 2007 – Sep 2012 |
4.26%
Jan 2007 – Jan 2017 |
3.04%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCFC (Community Financial Corp) |
26.60%
Jan 2015 – Jan 2018 |
21.44%
Sep 2012 – Sep 2017 |
14.48%
Oct 2009 – Oct 2019 |
8.20%
Oct 2006 – Oct 2021 |
Annualized Rolling Returns Comparison Chart