Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TCRD (THL Credit Inc) | NA | -37.84% | -17.87% | -7.64% | -2.04% | NA | NA | … | … |
Data as of 01/22/2021, Common starting date is 04/22/2010
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TCRD (THL Credit Inc) | 04/22/2010 | 01/22/2021 |
| 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 (%) | -3.25 | -37.84 | -17.87 | -7.64 | -2.04 | NA | NA | … | … | -2.19 | -35.34 | -8.41 | -39.41 | -19.25 | -17.39 | -18.96 | -35.60 | 2.20 | 9.77 | -13.65 | -0.38 |
| Sharpe Ratio | NA | -0.41 | -0.34 | -0.19 | -0.07 | NA | NA | … | … | -1.73 | -0.38 | -0.49 | -1.88 | -1.21 | -0.70 | -0.75 | -1.75 | 0.13 | 0.48 | -0.48 | -0.02 |
| Standard Deviation(%) | NA | 93.68 | 56.07 | 45.19 | 35.39 | NA | NA | … | … | 19.01 | 93.63 | 20.07 | 21.67 | 16.45 | 25.07 | 25.17 | 20.41 | 17.03 | 20.27 | 28.32 | 31.71 |
| Draw Down(%) | NA | 75.36 | 76.99 | 78.61 | 79.89 | NA | NA | … | … | 5.80 | 75.36 | 24.75 | 42.37 | 23.45 | 26.39 | 28.86 | 38.36 | 12.66 | 10.50 | 28.52 | 15.78 |
| Yield(%) | 0.00 | 4.83 | 7.22 | 9.15 | 8.48 | 5.85 | 4.39 | … | … | 0.00 | 4.88 | 13.57 | 8.76 | 10.66 | 11.98 | 11.36 | 8.28 | 9.61 | 10.81 | 7.66 | 2.36 |
Data as of 01/22/2021, Common starting date is 04/22/2010
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCRD (THL Credit Inc) |
-27.30%
Sep 2017 – Sep 2020 |
-16.51%
Mar 2015 – Mar 2020 |
-4.54%
Sep 2010 – Sep 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TCRD (THL Credit Inc) |
20.49%
Sep 2010 – Sep 2013 |
11.15%
Aug 2010 – Aug 2015 |
-1.28%
Jul 2010 – Jul 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart