Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| TWOAX (TWO OAKS DIVERSIFIED GROWTH AND INCOME FUND TWO OAKS DIVERSIFIED GROWTH AND INCOME FUND CLASS A SHARES) | NA | -13.67% | -7.33% | -0.54% | 2.73% | 2.78% | NA | … | … |
Data as of 05/11/2021, Common starting date is 12/30/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| TWOAX (TWO OAKS DIVERSIFIED GROWTH AND INCOME FUND TWO OAKS DIVERSIFIED GROWTH AND INCOME FUND CLASS A SHARES) | 12/30/2002 | 05/11/2021 |
| 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 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.22 | -13.67 | -7.33 | -0.54 | 2.73 | 2.78 | NA | … | … | 8.37 | -33.69 | 23.40 | -10.26 | 12.04 | 14.58 | -0.26 | 5.33 | 12.99 | 12.32 | 1.28 | 18.03 | 27.20 | -30.93 | -3.63 | 13.94 | -1.20 | 7.79 | 20.07 | -0.12 |
| Sharpe Ratio | NA | -0.25 | -0.23 | -0.05 | 0.11 | NA | NA | … | … | 2.00 | -0.57 | 2.52 | -0.99 | 1.73 | 1.27 | -0.03 | 0.67 | 1.54 | 1.31 | 0.08 | 1.90 | 1.42 | -1.20 | -0.61 | 1.53 | -0.33 | 0.36 | 0.88 | NA |
| Standard Deviation(%) | NA | 53.94 | 35.46 | 28.02 | 21.37 | NA | NA | … | … | 12.75 | 59.49 | 8.72 | 11.76 | 6.61 | 11.29 | 10.19 | 7.92 | 8.42 | 9.42 | 16.52 | 9.45 | 19.05 | 26.55 | 10.95 | 6.97 | 10.17 | 18.91 | 21.94 | 0.00 |
| Draw Down(%) | NA | 40.11 | 40.11 | 40.11 | 40.11 | NA | NA | … | … | 4.57 | 40.11 | 4.71 | 17.38 | 3.20 | 8.99 | 10.62 | 6.77 | 6.87 | 9.39 | 15.30 | 7.49 | 21.53 | 40.17 | 9.21 | 3.69 | 7.92 | 24.46 | 15.28 | 0.12 |
| Yield(%) | 0.00 | 0.69 | 3.02 | 3.17 | 3.86 | 3.47 | 3.52 | … | … | 0.00 | 0.86 | 3.33 | 5.60 | 4.21 | 0.72 | 4.02 | 5.44 | 6.02 | 2.24 | 2.17 | 2.73 | 3.73 | 3.37 | 3.27 | 2.39 | 0.42 | 0.00 | 0.59 | 0.97 |
Data as of 05/11/2021, Common starting date is 12/30/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TWOAX (TWO OAKS DIVERSIFIED GROWTH AND INCOME FUND TWO OAKS DIVERSIFIED GROWTH AND INCOME FUND CLASS A SHARES) |
-13.66%
Feb 2006 – Feb 2009 |
-8.10%
Feb 2004 – Feb 2009 |
1.98%
Feb 2011 – Feb 2021 |
2.32%
Jan 2006 – Jan 2021 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| TWOAX (TWO OAKS DIVERSIFIED GROWTH AND INCOME FUND TWO OAKS DIVERSIFIED GROWTH AND INCOME FUND CLASS A SHARES) |
23.59%
Feb 2009 – Feb 2012 |
17.47%
Feb 2009 – Feb 2014 |
11.39%
Feb 2009 – Feb 2019 |
6.62%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart