Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CCOMP (CCOM Group Inc. PFD CONV) | NA | 112.80% | 38.10% | 24.20% | 17.07% | 3.03% | 1.56% | … | … |
Data as of 05/02/2022, Common starting date is 08/22/1983
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CCOMP (CCOM Group Inc. PFD CONV) | 08/22/1983 | 05/02/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 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 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 112.80 | 38.10 | 24.20 | 17.07 | 3.03 | 1.56 | … | … | 60.24 | 54.55 | -4.35 | 13.86 | 12.22 | 5.88 | -34.62 | -10.34 | 16.00 | -75.00 | 900.00 | -33.33 | -25.74 | -32.67 | 25.00 | -33.33 | -3.23 | 24.00 | 150.00 | -62.50 | -27.27 | -23.48 | -17.12 | 52.05 | 21.67 | -33.33 | 50.00 | 9.09 | 10.00 | 25.00 | -33.33 | 9.09 | -42.11 | -13.64 | 83.33 | -73.91 | 91.67 | 84.62 | -27.78 | -35.71 |
| Sharpe Ratio | NA | 1.59 | 0.51 | 0.27 | 0.16 | NA | NA | … | … | 3.65 | 1.48 | -0.09 | 0.13 | 0.08 | 0.10 | -0.42 | -0.22 | 0.50 | -0.47 | 5.26 | -0.43 | -0.20 | -0.20 | 0.12 | -0.94 | -0.11 | 0.32 | 1.86 | -0.40 | -0.30 | -0.20 | -0.18 | 0.89 | 0.08 | -0.36 | 0.51 | 0.07 | 0.06 | 0.16 | -0.35 | 0.09 | -0.90 | -0.31 | 0.87 | -1.17 | 1.07 | 0.86 | -0.57 | -0.64 |
| Standard Deviation(%) | NA | 70.76 | 74.12 | 87.96 | 102.83 | NA | NA | … | … | 87.23 | 57.40 | 49.97 | 93.42 | 143.91 | 51.50 | 82.66 | 48.03 | 31.93 | 159.55 | 174.56 | 77.21 | 129.25 | 167.44 | 202.77 | 38.95 | 61.31 | 67.72 | 80.04 | 156.75 | 95.52 | 130.43 | 119.94 | 55.04 | 235.96 | 101.61 | 91.01 | 70.22 | 123.26 | 140.81 | 101.29 | 61.56 | 52.39 | 61.91 | 89.89 | 66.37 | 81.62 | 92.14 | 60.69 | 120.31 |
| Draw Down(%) | NA | 25.00 | 42.86 | 62.00 | 86.00 | NA | NA | … | … | 14.29 | 22.22 | 32.67 | 42.86 | 60.00 | 25.00 | 46.15 | 37.00 | 25.64 | 78.00 | 0.00 | 48.00 | 65.35 | 82.67 | 86.36 | 40.51 | 36.84 | 32.73 | 37.00 | 78.13 | 62.05 | 71.43 | 78.70 | 28.68 | 81.54 | 52.00 | 33.33 | 43.75 | 57.69 | 50.00 | 50.00 | 45.45 | 60.00 | 50.00 | 45.45 | 84.62 | 40.63 | 63.16 | 45.00 | 57.14 |
| 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 | 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 05/02/2022, Common starting date is 08/22/1983
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CCOMP (CCOM Group Inc. PFD CONV) |
-58.08%
Aug 2000 – Aug 2003 |
-34.02%
Jun 1987 – Jun 1992 |
-29.32%
May 2000 – May 2010 |
-10.88%
May 2000 – May 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CCOMP (CCOM Group Inc. PFD CONV) |
157.85%
May 1997 – May 2000 |
97.44%
May 1995 – May 2000 |
39.39%
May 1990 – May 2000 |
20.48%
May 1985 – May 2000 |
Annualized Rolling Returns Comparison Chart