Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TGIC (Triad Guaranty Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 05/22/2014, Common starting date is 10/22/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TGIC (Triad Guaranty Inc) | 10/22/1993 | 05/22/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | NA | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | 0.00 | -100.00 | -36.46 | -54.17 | -11.11 | -28.95 | -96.24 | -81.10 | 25.08 | -27.27 | 20.12 | 36.11 | 1.63 | 21.82 | 45.58 | 3.13 | -23.93 | 101.74 | 61.17 | 107.76 | -21.59 | -70.30 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | NA | -0.13 | -0.24 | -0.06 | -0.16 | -0.49 | -0.81 | 0.80 | -1.05 | 0.76 | 1.23 | 0.01 | 0.43 | 0.77 | 0.00 | -0.38 | 1.10 | 1.78 | 3.39 | -0.52 | -0.40 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | 0.00 | NA | 288.72 | 227.44 | 173.62 | 184.89 | 197.26 | 103.83 | 27.52 | 28.09 | 25.26 | 28.83 | 40.65 | 46.10 | 53.66 | 57.34 | 71.44 | 41.96 | 32.02 | 30.69 | 47.47 | 253.63 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | NA | 100.00 | 93.33 | 89.36 | 74.58 | 83.83 | 97.01 | 89.02 | 18.51 | 40.89 | 14.08 | 22.78 | 36.04 | 26.37 | 34.59 | 47.25 | 67.96 | 15.32 | 18.66 | 5.48 | 39.49 | 71.23 |
| Yield(%) | NA | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | NA | 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 | 0.00 | 0.00 |
Data as of 05/22/2014, Common starting date is 10/22/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGIC (Triad Guaranty Inc) |
-100.00%
Nov 2010 – Nov 2013 |
-100.00%
Nov 2008 – Nov 2013 |
-100.00%
Nov 2003 – Nov 2013 |
-100.00%
Nov 1998 – Nov 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TGIC (Triad Guaranty Inc) |
97.74%
Mar 1995 – Mar 1998 |
40.73%
Nov 1994 – Nov 1999 |
32.06%
Nov 1994 – Nov 2004 |
-6.92%
Aug 1994 – Aug 2009 |
Annualized Rolling Returns Comparison Chart