Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TMW (SPDR Dow Jones Total Market) | NA | 24.80% | 17.89% | 7.66% | 7.23% | NA | NA | … | … |
Data as of 07/08/2013, Common starting date is 10/10/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TMW (SPDR Dow Jones Total Market) | 10/10/2000 | 07/08/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.70 | 24.80 | 17.89 | 7.66 | 7.23 | NA | NA | … | … | 16.74 | 15.86 | 0.77 | 16.90 | 27.95 | -37.12 | 5.21 | 14.28 | 6.66 | 10.56 | 26.98 | -21.59 | -10.39 | -2.69 |
| Sharpe Ratio | NA | 1.93 | 1.01 | 0.28 | 0.29 | NA | NA | … | … | 3.07 | 1.21 | 0.03 | 0.91 | 1.04 | -0.85 | 0.14 | 1.06 | 0.43 | 0.92 | 1.59 | -0.88 | -0.64 | -0.66 |
| Standard Deviation(%) | NA | 11.84 | 17.65 | 26.67 | 21.02 | NA | NA | … | … | 11.49 | 13.17 | 23.72 | 18.39 | 26.86 | 44.45 | 15.34 | 10.46 | 10.36 | 10.43 | 16.52 | 25.65 | 20.31 | 23.80 |
| Draw Down(%) | NA | 7.43 | 19.69 | 47.63 | 55.12 | NA | NA | … | … | 5.23 | 10.29 | 19.69 | 15.93 | 27.10 | 48.14 | 9.74 | 8.35 | 6.67 | 7.32 | 13.63 | 31.97 | 26.44 | 9.60 |
| Yield(%) | 0.00 | 2.21 | 2.35 | 1.68 | 2.09 | 1.23 | 0.92 | … | … | 0.93 | 2.18 | 1.79 | 1.38 | 2.05 | 1.31 | 1.66 | 1.20 | 1.72 | 1.96 | 1.72 | 1.14 | 0.95 | 0.23 |
Data as of 07/08/2013, Common starting date is 10/10/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TMW (SPDR Dow Jones Total Market) |
-15.39%
Feb 2006 – Feb 2009 |
-6.58%
Feb 2004 – Feb 2009 |
1.16%
Nov 2000 – Nov 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TMW (SPDR Dow Jones Total Market) |
25.86%
Feb 2009 – Feb 2012 |
14.83%
Sep 2002 – Sep 2007 |
8.53%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart