Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CBRI (CMTSU Liquidation Inc) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 05/17/2021, Common starting date is 03/18/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CBRI (CMTSU Liquidation Inc) | 03/18/1994 | 05/17/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | 121.05 | -45.71 | -89.55 | -97.35 | -82.00 | -1.13 | -14.25 | 23.95 | -13.47 | -17.52 | 35.65 | -28.27 | -21.28 | -9.88 | 2.73 | -31.54 | 11.32 | 68.16 | -45.50 | 93.85 | -82.27 | -1.13 | -4.09 | 93.33 | 156.67 | 133.76 | 15.94 |
| Sharpe Ratio | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 0.40 | -0.17 | -0.26 | -0.31 | -0.86 | -0.03 | -0.36 | 0.60 | -0.30 | -0.27 | 0.60 | -0.39 | -0.25 | -0.42 | -0.02 | -1.21 | 0.25 | 1.24 | -0.63 | 1.28 | -1.18 | -0.07 | -0.10 | 1.74 | 2.09 | 1.95 | 0.43 |
| Standard Deviation(%) | NA | NA | NA | NA | NA | NA | NA | … | … | NA | 300.67 | 271.90 | 350.92 | 316.84 | 95.48 | 36.72 | 39.65 | 39.95 | 45.64 | 65.95 | 59.35 | 73.51 | 86.77 | 30.75 | 31.22 | 27.96 | 40.89 | 54.59 | 74.05 | 72.90 | 72.94 | 64.10 | 73.63 | 51.44 | 72.50 | 66.79 | 40.40 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 65.00 | 68.23 | 96.13 | 99.44 | 82.00 | 26.20 | 41.47 | 38.28 | 40.22 | 59.48 | 40.42 | 61.50 | 65.57 | 34.08 | 19.39 | 40.35 | 43.01 | 34.29 | 60.61 | 49.79 | 84.09 | 52.44 | 63.82 | 34.44 | 37.50 | 39.69 | 24.40 |
| 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 | 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 05/17/2021, Common starting date is 03/18/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CBRI (CMTSU Liquidation Inc) |
-92.35%
Oct 2015 – Oct 2018 |
-81.08%
Mar 2015 – Mar 2020 |
-57.03%
Sep 2008 – Sep 2018 |
-45.94%
Dec 2004 – Dec 2019 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CBRI (CMTSU Liquidation Inc) |
126.37%
Dec 1994 – Dec 1997 |
61.54%
Dec 1994 – Dec 1999 |
15.72%
Apr 1994 – Apr 2004 |
4.23%
Aug 1994 – Aug 2009 |
Annualized Rolling Returns Comparison Chart