Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TIE (Titanium Metals Corp) | NA | -23.60% | 1,038.27% | 314.18% | 133.67% | 92.81% | NA | … | … |
Data as of 03/30/2015, Common starting date is 06/06/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TIE (Titanium Metals Corp) | 06/06/1996 | 03/30/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.80 | -23.60 | 1,038.27 | 314.18 | 133.67 | 92.81 | NA | … | … | 10.08 | 2.29 | 115,045.53 | 12.76 | -11.59 | 37.22 | 42.11 | -65.88 | -10.13 | 86.60 | 424.11 | 134.48 | 170.54 | -49.61 | -42.72 | 46.88 | -45.50 | -69.99 | -12.17 | 28.93 |
| Sharpe Ratio | NA | -0.01 | 0.86 | 0.34 | 0.20 | NA | NA | … | … | 1.63 | -0.10 | 179.53 | 0.29 | -0.27 | 0.73 | 0.59 | -0.74 | -0.33 | 1.27 | 7.43 | 2.53 | 3.57 | -0.49 | -0.42 | 0.68 | -0.68 | -1.24 | -1.88 | 1.33 |
| Standard Deviation(%) | NA | 1,965.15 | 1,204.98 | 936.25 | 665.81 | NA | NA | … | … | 30.42 | 40.10 | 659.07 | 44.89 | 43.60 | 51.18 | 71.11 | 90.37 | 40.30 | 65.77 | 56.79 | 52.79 | 47.61 | 103.85 | 109.46 | 63.40 | 71.70 | 59.21 | 35.69 | 39.38 |
| Draw Down(%) | NA | 99.99 | 99.99 | 99.99 | 99.99 | NA | NA | … | … | 9.43 | 40.35 | 18.18 | 35.15 | 34.57 | 27.22 | 57.01 | 79.47 | 35.64 | 47.84 | 20.63 | 28.94 | 22.89 | 83.19 | 82.81 | 36.37 | 68.59 | 77.03 | 27.30 | 18.19 |
| Yield(%) | 0.00 | 8.76 | 10,826.47 | 5,265.40 | 1,276.41 | 6,613.94 | 883.82 | … | … | 9.59 | 8.95 | 9,090.91 | 1.93 | 1.32 | 0.00 | 0.00 | 1.15 | 0.25 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.35 | 0.07 | 0.00 | 0.00 |
Data as of 03/30/2015, Common starting date is 06/06/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIE (Titanium Metals Corp) |
-47.69%
Jul 1997 – Jul 2000 |
-49.96%
Oct 1997 – Oct 2002 |
8.93%
Mar 1998 – Mar 2008 |
2.83%
Aug 1997 – Aug 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TIE (Titanium Metals Corp) |
1,028.31%
Mar 2011 – Mar 2014 |
446.60%
Mar 2009 – Mar 2014 |
177.32%
Mar 2003 – Mar 2013 |
93.24%
Mar 1999 – Mar 2014 |
Annualized Rolling Returns Comparison Chart