TSP-F
TSP F Fund
TSP fund
$20.32−0.04 (−0.20%)Close Oct 2, 2026
Jun 2, 2003 – Oct 2, 2026, Dividends reinvested
- Final balance
- $20,379
- CAGR
- +3.10%
- Max drawdown
- −17.98%
- Sharpe ratio
- 0.74
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Growth of $10,000
Trailing returns (%)
Annualized from 3Y- 1M
- −2.36%
- 3M
- −3.24%
- 6M
- −2.95%
- YTD
- −2.70%
- 1Y
- −2.10%
- 3Y
- +4.33%
- 5Y
- −0.62%
- 10Y
- +1.23%
- 15Y
- +1.96%
- 20Y
- +3.11%
- Since 2003
- +3.10%
Metrics
Since 2003| Volatility | 4.30% |
|---|---|
| Sortino ratio | 1.06 |
| Calmar ratio | 0.17 |
| Best year, 2019 | +8.68% |
| Worst year, 2022 | −12.83% |
| Positive years | 19 of 22 |
| Longest drawdown | 6.2 years |
Worst drawdowns
Since 2003| Decline | Peak | Bottom | Recovered | Length |
|---|---|---|---|---|
| −18.0% | Aug 2020 | Oct 2022 | Not yet | 6.2 years so far |
| −6.4% | Mar 2020 | Mar 2020 | Jun 2020 | 4 months |
| −5.1% | Sep 2008 | Oct 2008 | Dec 2008 | 3 months |
| −4.8% | May 2013 | Sep 2013 | Apr 2014 | 1 year |
| −4.8% | Jun 2003 | Aug 2003 | Jan 2004 | 7 months |
Annual returns
2003 from Jun 2 · 2026 through Oct 2