Performance Comparison
Comparison Box

Portfolio Performance Comparison
The return data shown below all have the same latest date: 04/25/2018.
Name YTD Return 1Yr AR 3Yr AR 5Yr AR 10Yr AR 15Yr AR 20Yr AR Inception
TYC (TYCO INTERNATIONAL plc) NA 0.00% 31.86% 25.03% 16.40% 14.64% 7.50% 13.36%
More Performance Analytics Comparison
Name Start Date End Date
TYC (TYCO INTERNATIONAL plc) 12/30/1987 04/25/2018
The return data shown below all have the same latest date: 04/25/2018.
AR inception is since 12/30/1987.
Last 1 Week 1 Yr 3 Yr 5 Yr 10 Yr 15 Yr 20 Yr Inception 2018 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987
Annualized Return (%) 0.00 0.00 31.86 25.03 16.40 14.64 7.50 13.36 102.68 40.33 -25.81 8.66 43.00 28.40 15.10 18.70 68.84 -44.30 -33.25 6.83 -18.17 35.42 55.58 -70.91 6.21 42.45 3.52 67.68 70.93 49.33 50.81 -7.21 25.90 21.58 -19.34 -14.06 41.85 58.45 -0.55
Sharpe Ratio NA 1.03 0.12 0.08 -0.10 NA NA -0.01 NA 2.48 -2.30 -0.56 1.30 0.50 -0.11 0.00 1.21 -1.26 -1.68 -0.78 -1.66 0.73 1.01 -0.80 -0.45 0.38 0.01 1.81 2.23 1.80 2.51 -0.50 1.00 0.74 -0.66 -0.57 1.47 1.68 NA
Standard Deviation(%) NA 0.00 64.61 43.51 38.48 NA NA 39.29 0.00 26.26 19.29 17.64 18.81 19.87 30.94 22.56 41.39 50.61 33.06 19.90 23.58 21.73 36.00 113.17 33.88 51.02 49.97 35.51 30.06 25.20 18.72 20.32 23.65 25.85 35.01 33.64 24.56 31.94 0.00
Draw Down(%) NA 0.00 26.35 33.97 66.55 NA NA 86.83 0.00 8.53 28.46 15.87 8.30 12.21 26.97 14.64 29.06 66.67 44.08 20.10 28.61 10.68 36.81 85.97 35.01 23.49 46.95 34.79 16.27 10.65 7.38 21.67 19.61 19.14 43.55 41.32 10.43 14.89 0.55
Yield(%) 0.00 0.00 1.05 1.71 1.45 13.22 2.72 4.73 0.00 2.66 1.82 1.72 2.06 1.88 2.28 2.24 2.64 1.79 69.10 1.35 1.13 0.51 0.30 0.09 0.07 0.14 0.12 0.22 0.33 0.70 0.64 0.79 0.92 1.09 0.85 0.65 0.81 1.09 0.00
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
TYC (TYCO INTERNATIONAL plc) -36.34%
Mar 2000 - Mar 2003 		-18.10%
Mar 2004 - Mar 2009 		-11.54%
Feb 1999 - Feb 2009 		-2.29%
Jan 2001 - Jan 2016
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name 3 Year 5 Year 10 Year 15 Year
TYC (TYCO INTERNATIONAL plc) 69.04%
Aug 1996 - Aug 1999 		56.55%
Aug 1994 - Aug 1999 		31.79%
Nov 1991 - Nov 2001 		15.48%
Jun 1992 - Jun 2007
Annualized Rolling Returns Comparison Chart