Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CESBX (AIM LIBOR Alpha C) | NA | 1.52% | 2.22% | 1.94% | NA | NA | NA | … | … |
Data as of 07/01/2011, Common starting date is 04/24/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CESBX (AIM LIBOR Alpha C) | 04/24/2006 | 07/01/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.52 | 2.22 | 1.94 | NA | NA | NA | … | … | -0.16 | 2.50 | 16.54 | -10.62 | 0.84 | 2.43 |
| Sharpe Ratio | NA | 1.54 | 0.59 | 0.25 | NA | NA | NA | … | … | -0.38 | 2.17 | 5.10 | -2.16 | -1.10 | 0.08 |
| Standard Deviation(%) | NA | 0.94 | 3.50 | 3.09 | NA | NA | NA | … | … | 0.98 | 1.11 | 3.22 | 5.33 | 1.98 | 1.68 |
| Draw Down(%) | NA | 1.00 | 11.22 | 12.85 | NA | NA | NA | … | … | 1.00 | 1.18 | 2.83 | 11.22 | 3.32 | 0.71 |
| Yield(%) | 0.00 | 1.40 | 3.01 | 3.81 | 1.96 | 1.31 | 0.98 | … | … | 0.29 | 2.25 | 3.55 | 6.41 | 5.50 | 2.97 |
Data as of 07/01/2011, Common starting date is 04/24/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CESBX (AIM LIBOR Alpha C) |
0.06%
May 2006 – May 2009 |
1.94%
Jun 2006 – Jun 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CESBX (AIM LIBOR Alpha C) |
2.90%
Mar 2008 – Mar 2011 |
2.01%
May 2006 – May 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart