Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TETSX (RBC Enterprise S) | NA | 23.43% | 15.11% | 1.45% | 6.92% | 5.76% | 8.68% | … | … |
Data as of 11/29/2012, Common starting date is 07/11/1989
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TETSX (RBC Enterprise S) | 07/11/1989 | 11/29/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.63 | 23.43 | 15.11 | 1.45 | 6.92 | 5.76 | 8.68 | … | … | 17.35 | -1.73 | 23.76 | 23.27 | -38.19 | -3.07 | 6.59 | 4.09 | 11.61 | 50.61 | -3.15 | 29.47 | 12.52 | -7.27 | -11.35 | 32.37 | 21.27 | 16.58 | 2.47 | 16.29 | 24.57 | 43.08 | -15.85 | 2.91 |
| Sharpe Ratio | NA | 1.13 | 0.56 | 0.04 | 0.23 | NA | NA | … | … | 1.03 | -0.05 | 0.92 | 0.71 | -0.95 | -0.34 | 0.20 | 0.15 | 0.76 | 4.04 | -0.26 | 1.93 | 0.61 | -1.02 | -1.10 | 2.92 | 2.15 | 2.01 | -0.07 | 2.12 | 2.63 | 3.61 | -1.82 | 0.07 |
| Standard Deviation(%) | NA | 20.60 | 27.07 | 31.50 | 24.52 | NA | NA | … | … | 18.60 | 34.78 | 25.81 | 32.44 | 40.89 | 18.34 | 16.12 | 12.03 | 13.95 | 12.34 | 16.60 | 14.27 | 13.64 | 10.41 | 13.45 | 9.80 | 8.11 | 6.25 | 8.71 | 6.63 | 8.31 | 10.79 | 11.69 | 8.51 |
| Draw Down(%) | NA | 11.01 | 27.41 | 58.65 | 62.63 | NA | NA | … | … | 11.01 | 27.41 | 21.70 | 31.33 | 51.05 | 14.91 | 10.45 | 8.48 | 12.40 | 7.32 | 30.01 | 15.23 | 14.57 | 17.84 | 30.29 | 8.16 | 9.29 | 3.55 | 6.97 | 3.54 | 6.57 | 6.23 | 28.29 | 7.04 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 4.26 | 5.56 | 5.06 | 7.65 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 7.90 | 14.53 | 0.10 | 12.52 | 0.64 | 0.34 | 0.27 | 2.94 | 9.23 | 7.50 | 13.30 | 15.35 | 16.98 | 13.07 | 10.46 | 7.66 | 17.04 | 8.01 | 3.32 | 6.50 |
Data as of 11/29/2012, Common starting date is 07/11/1989
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TETSX (RBC Enterprise S) |
-22.98%
Feb 2006 – Feb 2009 |
-11.36%
Feb 2004 – Feb 2009 |
2.45%
Feb 1999 – Feb 2009 |
4.35%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TETSX (RBC Enterprise S) |
31.37%
Oct 1990 – Oct 1993 |
21.45%
Oct 1990 – Oct 1995 |
14.72%
Sep 1990 – Sep 2000 |
15.60%
Oct 1990 – Oct 2005 |
Annualized Rolling Returns Comparison Chart