Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CAGMX (Columbia US Government Mortgage Port Ag) | NA | 13.84% | -3.23% | -0.23% | 1.37% | NA | NA | … | … |
Data as of 09/13/2024, Common starting date is 10/23/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CAGMX (Columbia US Government Mortgage Port Ag) | 10/23/2013 | 09/13/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.67 | 13.84 | -3.23 | -0.23 | 1.37 | NA | NA | … | … | 7.41 | 3.50 | -16.79 | -0.28 | 5.72 | 6.47 | 1.60 | 2.89 | 1.94 | 1.01 | 5.49 | -0.85 |
| Sharpe Ratio | NA | 1.08 | -0.71 | -0.30 | 0.02 | NA | NA | … | … | 0.73 | -0.08 | -1.93 | -0.18 | 1.25 | 1.82 | 0.09 | 0.89 | 0.77 | 0.40 | 2.41 | -1.50 |
| Standard Deviation(%) | NA | 8.59 | 8.78 | 7.14 | 5.37 | NA | NA | … | … | 8.26 | 9.65 | 9.44 | 1.64 | 4.37 | 2.78 | 3.02 | 2.54 | 2.25 | 2.49 | 2.27 | 2.99 |
| Draw Down(%) | NA | 5.55 | 24.86 | 25.11 | 25.11 | NA | NA | … | … | 5.55 | 11.43 | 21.03 | 2.46 | 7.91 | 1.36 | 2.16 | 1.56 | 2.96 | 1.33 | 0.62 | 1.20 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/13/2024, Common starting date is 10/23/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CAGMX (Columbia US Government Mortgage Port Ag) |
-7.83%
Oct 2020 – Oct 2023 |
-2.25%
Oct 2018 – Oct 2023 |
0.20%
Apr 2014 – Apr 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CAGMX (Columbia US Government Mortgage Port Ag) |
5.71%
Apr 2018 – Apr 2021 |
3.95%
Feb 2016 – Feb 2021 |
1.11%
Aug 2014 – Aug 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart