Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CCOAX (VICTORY CEMP COMMODITY VOLATILITY WTD INDEX STRATEGY FUND CLASS A) | NA | -14.43% | -9.43% | -9.04% | NA | NA | NA | -9.37% |
Data as of 12/22/2017, AR inception is 11/20/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CCOAX (VICTORY CEMP COMMODITY VOLATILITY WTD INDEX STRATEGY FUND CLASS A) | 11/20/2012 | 12/22/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -11.78 | -14.43 | -9.43 | -9.04 | NA | NA | NA | -9.37 | -14.97 | 7.60 | -17.32 | -10.12 | -8.51 | -1.69 |
| Sharpe Ratio | NA | -0.89 | -0.70 | -0.73 | NA | NA | NA | -0.78 | -1.03 | 0.65 | -1.51 | -1.11 | -0.98 | -0.66 |
| Standard Deviation(%) | NA | 16.88 | 13.93 | 12.51 | NA | NA | NA | 11.96 | 15.41 | 11.36 | 11.46 | 9.12 | 8.70 | 22.46 |
| Draw Down(%) | NA | 18.06 | 26.00 | 39.27 | NA | NA | NA | 40.79 | 18.06 | 8.16 | 19.13 | 18.67 | 12.36 | 8.20 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 1.97 | 0.97 | 0.64 | 0.48 | 1.93 | 0.00 | 0.00 | 0.00 | 10.86 | 0.00 | 0.00 |
Data as of 12/22/2017, AR inception is 11/20/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CCOAX (VICTORY CEMP COMMODITY VOLATILITY WTD INDEX STRATEGY FUND CLASS A) |
-13.30%
Jan 2013 - Jan 2016 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CCOAX (VICTORY CEMP COMMODITY VOLATILITY WTD INDEX STRATEGY FUND CLASS A) |
-5.29%
Jun 2013 - Jun 2016 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart