Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TEN_old (Tenneco Inc) | NA | 58.28% | 55.26% | 15.34% | 16.68% | 14.73% | 17.15% | … | … |
Data as of 07/05/2024, Common starting date is 03/05/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TEN_old (Tenneco Inc) | 03/05/2002 | 07/05/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.59 | 58.28 | 55.26 | 15.34 | 16.68 | 14.73 | 17.15 | … | … | 27.05 | 38.06 | 138.46 | -8.74 | -61.57 | 89.66 | 6.62 | 33.28 | -20.33 | 32.93 | 30.27 | 87.27 | 27.75 | -30.30 | -15.52 | 19.03 | -30.51 | 84.02 | 44.52 | 29.34 | 111.80 | 35.65 | 14.69 |
| Sharpe Ratio | NA | 1.64 | 1.02 | 0.23 | 0.30 | NA | NA | … | … | 1.90 | 0.73 | 2.14 | -0.19 | -0.72 | 2.24 | 0.13 | 0.88 | -0.44 | 0.78 | 0.66 | 1.85 | 0.54 | -0.98 | -0.41 | 0.31 | -0.56 | 2.62 | 1.78 | 0.85 | 2.21 | 1.32 | 0.51 |
| Standard Deviation(%) | NA | 33.22 | 51.11 | 58.57 | 50.83 | NA | NA | … | … | 29.73 | 47.04 | 64.53 | 45.30 | 85.45 | 39.34 | 42.09 | 37.28 | 46.94 | 42.20 | 45.71 | 47.09 | 51.59 | 30.99 | 37.75 | 60.39 | 55.91 | 31.11 | 23.31 | 31.98 | 50.09 | 26.50 | 33.25 |
| Draw Down(%) | NA | 15.00 | 39.62 | 67.53 | 67.53 | NA | NA | … | … | 10.68 | 34.56 | 33.28 | 39.62 | 67.24 | 20.06 | 24.21 | 17.85 | 39.34 | 33.62 | 35.46 | 21.84 | 50.55 | 44.93 | 37.05 | 44.01 | 47.61 | 15.04 | 17.52 | 20.94 | 23.87 | 23.77 | 42.38 |
| Yield(%) | 0.00 | 3.79 | 5.45 | 10.62 | 12.87 | 8.34 | 8.33 | … | … | 0.00 | 6.31 | 3.12 | 1.19 | 4.30 | 17.99 | 36.86 | 41.15 | 18.93 | 17.24 | 12.61 | 20.22 | 48.45 | 29.79 | 19.99 | 28.69 | 23.92 | 17.35 | 15.73 | 27.92 | 16.01 | 11.74 | 8.28 |
Data as of 07/05/2024, Common starting date is 03/05/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TEN_old (Tenneco Inc) |
-19.02%
Aug 2008 – Aug 2011 |
-11.84%
Nov 2007 – Nov 2012 |
6.24%
Jul 2010 – Jul 2020 |
5.12%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TEN_old (Tenneco Inc) |
75.29%
Sep 2002 – Sep 2005 |
69.72%
Sep 2002 – Sep 2007 |
28.69%
Sep 2002 – Sep 2012 |
25.98%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart