Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CCOIX (VICTORY CEMP COMMODITY VOLATILITY WTD INDEX STRATEGY FUND CLASS I) | NA | -3.29% | -5.54% | -6.62% | NA | NA | NA | -6.88% |
Data as of 12/22/2017, AR inception is 11/19/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CCOIX (VICTORY CEMP COMMODITY VOLATILITY WTD INDEX STRATEGY FUND CLASS I) | 11/19/2012 | 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 (%) | 0.00 | -3.29 | -5.54 | -6.62 | NA | NA | NA | -6.88 | -3.89 | 7.90 | -17.13 | -10.09 | -8.21 | -1.30 |
| Sharpe Ratio | NA | -0.44 | -0.54 | -0.67 | NA | NA | NA | -0.66 | -0.52 | 0.67 | -1.49 | -1.10 | -0.95 | -0.50 |
| Standard Deviation(%) | NA | 8.97 | 10.75 | 10.05 | NA | NA | NA | 10.44 | 8.90 | 11.46 | 11.48 | 9.18 | 8.68 | 22.15 |
| Draw Down(%) | NA | 9.75 | 22.75 | 36.37 | NA | NA | NA | 37.96 | 9.75 | 8.11 | 18.94 | 18.70 | 12.27 | 8.20 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 2.02 | 0.99 | 0.66 | 0.50 | 1.99 | 0.00 | 0.00 | 0.00 | 11.09 | 0.00 | 0.00 |
Data as of 12/22/2017, AR inception is 11/19/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CCOIX (VICTORY CEMP COMMODITY VOLATILITY WTD INDEX STRATEGY FUND CLASS I) |
-13.07%
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 |
|---|---|---|---|---|
| CCOIX (VICTORY CEMP COMMODITY VOLATILITY WTD INDEX STRATEGY FUND CLASS I) |
-5.06%
Jun 2013 - Jun 2016 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart