Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TMVSX (RBC Microcap Value S) | NA | 22.62% | 14.31% | 1.82% | 7.87% | 6.81% | 9.18% | … | … |
Data as of 11/29/2012, Common starting date is 07/11/1989
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TMVSX (RBC Microcap Value 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 (%) | 0.49 | 22.62 | 14.31 | 1.82 | 7.87 | 6.81 | 9.18 | … | … | 14.29 | -2.42 | 26.10 | 28.78 | -39.44 | -9.19 | 13.90 | 7.40 | 19.06 | 50.51 | -11.71 | 22.63 | 11.27 | 2.23 | -1.49 | 27.64 | 21.37 | 23.68 | -4.50 | 15.30 | 17.43 | 40.00 | -19.30 | -2.40 |
| Sharpe Ratio | NA | 1.33 | 0.63 | 0.05 | 0.29 | NA | NA | … | … | 1.03 | -0.09 | 1.12 | 0.85 | -1.02 | -0.72 | 0.70 | 0.38 | 1.34 | 3.43 | -0.76 | 1.76 | 0.58 | -0.11 | -0.38 | -3.39 | 2.48 | 3.59 | -1.08 | 2.23 | 2.22 | 4.11 | -2.64 | -1.43 |
| Standard Deviation(%) | NA | 16.96 | 22.94 | 29.56 | 23.49 | NA | NA | … | … | 15.34 | 28.39 | 23.13 | 33.63 | 39.35 | 16.94 | 15.29 | 13.66 | 13.56 | 14.54 | 16.95 | 11.74 | 12.50 | 8.92 | 12.73 | 8.11 | 7.13 | 5.53 | 6.88 | 5.90 | 6.71 | 8.77 | 9.26 | 7.29 |
| Draw Down(%) | NA | 10.86 | 24.35 | 60.32 | 65.51 | NA | NA | … | … | 10.86 | 24.35 | 21.15 | 35.55 | 50.55 | 18.46 | 11.82 | 10.82 | 11.21 | 12.15 | 31.87 | 13.33 | 10.26 | 11.31 | 24.13 | 6.23 | 8.33 | 3.28 | 10.75 | 3.34 | 9.62 | 4.40 | 27.01 | 8.80 |
| Yield(%) | 0.00 | 0.70 | 0.74 | 2.81 | 4.55 | 4.82 | 7.21 | … | … | 0.00 | 0.62 | 0.85 | 0.55 | 5.56 | 6.93 | 0.17 | 9.52 | 0.92 | 3.76 | 0.76 | 2.84 | 12.33 | 3.35 | 7.04 | 18.35 | 13.21 | 8.96 | 18.23 | 9.55 | 1.42 | 1.21 | 1.01 | 1.37 |
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 |
|---|---|---|---|---|
| TMVSX (RBC Microcap Value S) |
-23.33%
Feb 2006 – Feb 2009 |
-10.43%
Feb 2004 – Feb 2009 |
2.09%
Feb 1999 – Feb 2009 |
4.79%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TMVSX (RBC Microcap Value S) |
32.26%
Mar 2003 – Mar 2006 |
19.04%
Sep 1992 – Sep 1997 |
15.65%
Oct 1990 – Oct 2000 |
15.29%
Nov 1990 – Nov 2005 |
Annualized Rolling Returns Comparison Chart