Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TRI.TO (Thomson Reuters Corp TSE) | NA | 43.40% | 39.49% | 24.65% | 20.30% | NA | NA | … | … |
Data as of 08/23/2021, Common starting date is 06/04/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TRI.TO (Thomson Reuters Corp TSE) | 06/04/2008 | 08/23/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.19 | 43.40 | 39.49 | 24.65 | 20.30 | NA | NA | … | … | 40.00 | 14.46 | 43.46 | 23.95 | -4.35 | 16.01 | 13.70 | 21.00 | 44.96 | 10.61 | -24.16 | 13.33 | -1.66 | -2.05 |
| Sharpe Ratio | NA | 2.26 | 1.71 | 1.18 | 1.08 | NA | NA | … | … | 3.32 | 0.48 | 2.60 | 1.15 | -0.34 | 1.04 | 0.81 | 1.46 | 3.23 | 0.64 | -1.23 | 0.84 | -0.06 | -0.08 |
| Standard Deviation(%) | NA | 19.53 | 22.71 | 20.30 | 18.33 | NA | NA | … | … | 20.89 | 29.18 | 16.14 | 19.63 | 14.78 | 15.21 | 16.90 | 14.38 | 13.93 | 16.51 | 19.65 | 15.81 | 31.47 | 55.94 |
| Draw Down(%) | NA | 12.03 | 29.49 | 29.49 | 29.49 | NA | NA | … | … | 6.60 | 29.49 | 7.70 | 15.36 | 10.35 | 8.67 | 9.51 | 10.24 | 9.08 | 8.79 | 34.48 | 8.47 | 20.65 | 30.71 |
| Yield(%) | 0.00 | 0.99 | 6.18 | 5.10 | 6.69 | 4.30 | 3.23 | … | … | 0.50 | 2.17 | 2.41 | 13.91 | 2.52 | 3.49 | 1.76 | 3.65 | 4.60 | 4.66 | 3.28 | 3.59 | 2.99 | 0.72 |
Data as of 08/23/2021, Common starting date is 06/04/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRI.TO (Thomson Reuters Corp TSE) |
-5.45%
Dec 2008 – Dec 2011 |
3.03%
Aug 2008 – Aug 2013 |
8.48%
Jul 2008 – Jul 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TRI.TO (Thomson Reuters Corp TSE) |
37.30%
Jul 2018 – Jul 2021 |
21.93%
Jul 2016 – Jul 2021 |
18.31%
Jul 2011 – Jul 2021 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart