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CPMPX: CHANGING PARAMETERS FUND CHANGING PARAMETERS FUND (MUTUAL FUND)
Basic Info 10.67 0.01(0.09%) April 25
Asset Class: | Multisector Bond |
MyPlanIQ Rating: | (89%) |
Start Date: | 10/11/2006 |
Last Dividend Date: | 12/27/2023 |
12-Mo. Yield | 4.70% |
Expenses | 2.64% |
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Performance Analytics (As of 04/19/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Since 10/12/2006 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | 0.0 | 0.1 | 6.5 | 3.2 | 5.5 | 4.2 | 3.8 | 3.5 | 8.1 | -0.3 | 4.0 | 13.4 | 6.8 | -1.2 | 5.3 | 9.4 | -1.8 | 2.0 | 2.9 | 9.5 | -0.1 | -0.9 | 0.5 | -2.8 | 5.1 | 3.5 |
Sharpe Ratio | NA | -1.12 | 1.06 | 0.43 | 1.59 | 1.43 | NA | 0.86 | 1.4 | -0.8 | 2.48 | 3.83 | 3.01 | -2.0 | 2.67 | 3.33 | -1.25 | 1.17 | 1.76 | 6.2 | -0.04 | -0.16 | 0.08 | -1.02 | 0.43 | 3.6 |
Draw Down(%) | NA | 1.5 | 1.5 | 3.8 | 3.8 | 4.6 | NA | 8.9 | 2.9 | 2.6 | 1.3 | 2.7 | 0.8 | 1.7 | 1.7 | 1.7 | 3.3 | 2.9 | 2.1 | 1.1 | 3.2 | 8.9 | 4.4 | 4.0 | 3.5 | 0.6 |
Standard Deviation(%) | NA | 3.0 | 2.6 | 2.3 | 2.5 | 2.2 | NA | 3.1 | 2.8 | 2.1 | 1.6 | 3.4 | 1.8 | 1.2 | 1.8 | 2.8 | 1.4 | 1.7 | 1.6 | 1.5 | 2.3 | 6.3 | 4.9 | 3.6 | 5.1 | 3.8 |
Treynor Ratio | NA | -0.11 | 0.16 | 0.08 | 0.5 | 0.48 | NA | 0.63 | 0.3 | -0.19 | 0.99 | -2.05 | -0.47 | -2.78 | 0.46 | -1.66 | -3.76 | 0.16 | 0.22 | 1.44 | -0.03 | 0.03 | 0.02 | 0.45 | 0.7 | 0.33 |
Alpha | NA | 0.01 | 0.01 | 0.01 | 0.02 | 0.01 | NA | 0.01 | 0.01 | 0.0 | 0.02 | 0.05 | 0.02 | -0.01 | 0.02 | 0.04 | -0.01 | 0.01 | 0.01 | 0.04 | 0.0 | 0.0 | 0.0 | -0.01 | 0.01 | 0.04 |
Beta | NA | 0.32 | 0.17 | 0.12 | 0.08 | 0.07 | NA | 0.04 | 0.13 | 0.09 | 0.04 | -0.06 | -0.12 | 0.01 | 0.1 | -0.06 | 0.0 | 0.13 | 0.13 | 0.07 | 0.03 | -0.3 | 0.19 | -0.08 | 0.03 | 0.41 |
RSquared | NA | 0.4 | 0.19 | 0.12 | 0.04 | 0.02 | NA | 0.0 | 0.12 | 0.11 | 0.01 | 0.01 | 0.05 | 0.0 | 0.03 | 0.01 | 0.0 | 0.04 | 0.07 | 0.01 | 0.0 | 0.04 | 0.03 | 0.02 | 0.0 | 0.15 |
Yield(%) | N/A | 0.0 | 4.3 | 4.3 | 4.8 | 3.6 | 3.3 | N/A | 4.4 | 4.8 | 4.2 | 7.3 | 2.9 | 1.7 | 3.4 | 2.4 | 1.5 | 2.7 | 2.8 | 3.8 | 2.5 | 1.9 | 0.2 | 0.4 | 7.1 | 1.2 |
Dividend Growth(%) | N/A | -100.0 | -13.5 | 18.2 | 118.6 | N/A | N/A | N/A | -13.5 | 13.0 | -38.7 | 158.6 | 70.6 | -50.0 | 54.5 | 57.1 | -46.2 | -3.7 | -22.9 | 45.8 | 33.3 | 800.0 | -50.0 | -94.4 | 500.0 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/12/2006
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