Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CEGDX (Columbia US Government Mortgage Port E) | NA | 13.98% | -3.07% | -0.08% | 1.53% | NA | NA | 1.88% |
Data as of 09/13/2024, AR inception is 10/23/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CEGDX (Columbia US Government Mortgage Port E) | 10/23/2013 | 09/13/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.66 | 13.98 | -3.07 | -0.08 | 1.53 | NA | NA | 1.88 | 7.87 | 3.72 | -16.65 | -0.17 | 5.84 | 6.67 | 1.78 | 3.07 | 2.07 | 1.15 | 7.24 | -0.93 |
| Sharpe Ratio | NA | 1.15 | -0.68 | -0.27 | 0.05 | NA | NA | 0.11 | 0.81 | -0.06 | -1.91 | -0.11 | 1.28 | 1.87 | 0.16 | 0.96 | 0.80 | 0.45 | 2.46 | -1.71 |
| Standard Deviation(%) | NA | 8.55 | 8.77 | 7.12 | 5.37 | NA | NA | 5.22 | 8.26 | 9.58 | 9.46 | 1.66 | 4.36 | 2.81 | 2.97 | 2.57 | 2.32 | 2.51 | 2.93 | 2.88 |
| Draw Down(%) | NA | 5.56 | 24.63 | 24.84 | 24.84 | NA | NA | 24.84 | 5.53 | 11.39 | 20.90 | 2.38 | 7.90 | 1.35 | 2.15 | 1.55 | 2.95 | 1.32 | 0.62 | 1.22 |
| 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 |
Data as of 09/13/2024, AR inception is 10/23/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CEGDX (Columbia US Government Mortgage Port E) |
-7.67%
Oct 2020 - Oct 2023 |
-2.11%
Oct 2018 - Oct 2023 |
0.41%
May 2014 - May 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CEGDX (Columbia US Government Mortgage Port E) |
5.87%
Apr 2018 - Apr 2021 |
4.10%
Feb 2016 - Feb 2021 |
1.26%
Aug 2014 - Aug 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart