Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CDI (CDI Corp) | NA | 4,549.61% | 162.06% | 83.98% | 31.68% | 21.58% | 13.41% | … | … |
Data as of 11/10/2017, Common starting date is 06/29/1989
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CDI (CDI Corp) | 06/29/1989 | 11/10/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4,549.61 | 162.06 | 83.98 | 31.68 | 21.58 | 13.41 | … | … | 3,952.70 | 9.47 | -59.85 | -1.25 | 11.04 | 28.86 | -22.78 | 48.41 | 4.96 | -45.28 | -0.95 | -7.49 | 30.52 | -28.71 | 31.68 | 42.00 | 29.91 | -39.38 | 19.50 | -55.87 | 61.23 | 57.64 | -9.43 | 59.00 | 49.25 | 17.54 | 5.56 | -53.45 | -12.78 |
| Sharpe Ratio | NA | 11.86 | 0.75 | 0.50 | 0.25 | NA | NA | … | … | 17.14 | 0.18 | -1.32 | -0.04 | 0.42 | 0.89 | -0.42 | 1.00 | 0.07 | -0.58 | -0.10 | -0.22 | 1.09 | -0.84 | 1.02 | 1.05 | 0.54 | -0.80 | 0.44 | -1.27 | 2.22 | 1.62 | -0.32 | 1.48 | 1.25 | 0.40 | 0.04 | -1.29 | -0.78 |
| Standard Deviation(%) | NA | 383.42 | 217.10 | 168.25 | 126.03 | NA | NA | … | … | 415.22 | 50.96 | 45.23 | 34.55 | 26.49 | 32.64 | 54.90 | 48.54 | 74.13 | 80.04 | 39.96 | 48.06 | 26.04 | 35.32 | 30.46 | 39.04 | 51.68 | 54.30 | 37.28 | 46.58 | 25.82 | 33.05 | 41.98 | 37.77 | 37.48 | 37.18 | 43.98 | 45.40 | 37.50 |
| Draw Down(%) | NA | 42.11 | 75.39 | 75.39 | 79.71 | NA | NA | … | … | 42.11 | 35.21 | 63.36 | 28.96 | 23.37 | 18.74 | 47.78 | 38.72 | 52.25 | 70.92 | 29.22 | 38.25 | 12.04 | 51.19 | 24.55 | 26.27 | 37.92 | 54.63 | 34.95 | 68.38 | 23.43 | 35.91 | 47.14 | 27.83 | 31.71 | 40.00 | 37.66 | 63.11 | 25.52 |
| Yield(%) | 0.00 | 0.00 | 0.99 | 1.95 | 1.62 | 2.51 | 1.24 | … | … | 0.00 | 0.00 | 3.00 | 3.01 | 2.20 | 4.67 | 2.61 | 3.95 | 3.92 | 2.31 | 1.83 | 1.66 | 2.14 | 7.22 | 7.96 | 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 11/10/2017, Common starting date is 06/29/1989
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CDI (CDI Corp) |
-32.92%
Mar 1998 – Mar 2001 |
-20.82%
Feb 2004 – Feb 2009 |
-13.13%
May 2007 – May 2017 |
-7.70%
Jun 2002 – Jun 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CDI (CDI Corp) |
179.73%
Sep 2014 – Sep 2017 |
81.97%
Sep 2012 – Sep 2017 |
30.80%
Oct 2007 – Oct 2017 |
21.77%
Sep 2002 – Sep 2017 |
Annualized Rolling Returns Comparison Chart