Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CBG (CBRE Group Inc) | NA | 33.26% | 8.31% | 13.47% | 7.75% | NA | NA | 16.88% |
Data as of 03/22/2018, AR inception is 06/10/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CBG (CBRE Group Inc) | 06/10/2004 | 03/22/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.94 | 33.26 | 8.31 | 13.47 | 7.75 | NA | NA | 16.88 | 7.32 | 37.54 | -8.94 | 0.96 | 30.23 | 32.16 | 30.75 | -25.68 | 50.92 | 214.12 | -79.95 | -35.09 | 69.24 | 75.41 | 82.83 |
| Sharpe Ratio | NA | 0.73 | -0.57 | -0.32 | -0.18 | NA | NA | -0.09 | 0.66 | 0.94 | -1.23 | -0.68 | 0.56 | 0.56 | 0.35 | -0.82 | 0.77 | 1.68 | -0.76 | -1.14 | 1.17 | 1.57 | 6.02 |
| Standard Deviation(%) | NA | 19.11 | 27.44 | 25.38 | 62.39 | NA | NA | 57.52 | 22.96 | 19.54 | 34.77 | 25.67 | 20.82 | 24.36 | 34.96 | 53.65 | 41.74 | 116.49 | 129.93 | 50.12 | 40.29 | 34.75 | 27.73 |
| Draw Down(%) | NA | 9.90 | 40.08 | 40.08 | 90.17 | NA | NA | 94.31 | 9.84 | 10.84 | 32.56 | 20.53 | 17.49 | 16.62 | 27.61 | 56.97 | 26.41 | 54.17 | 86.59 | 55.65 | 30.57 | 14.71 | 8.90 |
| 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 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/22/2018, AR inception is 06/10/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CBG (CBRE Group Inc) |
-49.84%
Feb 2006 - Feb 2009 |
-15.07%
May 2007 - May 2012 |
-2.12%
Jan 2007 - Jan 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CBG (CBRE Group Inc) |
85.11%
Feb 2009 - Feb 2012 |
57.43%
Feb 2009 - Feb 2014 |
17.21%
Aug 2004 - Aug 2014 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart