Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CFGX (Capital Financial Gl) | NA | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | -100.00% | … | … |
Data as of 05/17/2021, Common starting date is 01/02/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CFGX (Capital Financial Gl) | 01/02/2001 | 05/17/2021 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | -100.00 | … | … | -100.00 | 300.00 | -75.00 | 300.00 | 0.00 | 0.00 | -66.67 | -50.00 | -76.00 | -75.00 | 0.00 | -85.71 | -12.50 | -27.27 | -89.00 | 0.00 | -66.67 | -93.02 | 72.00 | -84.85 | -50.00 |
| Sharpe Ratio | NA | 3.24 | 0.27 | 0.17 | -0.07 | NA | NA | … | … | 23.24 | 0.70 | -0.26 | 0.61 | 0.00 | 0.00 | -0.18 | -0.18 | -0.27 | -0.22 | 0.00 | -0.29 | -0.09 | -0.03 | -0.09 | -0.02 | -0.11 | -0.30 | 0.15 | -0.15 | -0.24 |
| Standard Deviation(%) | NA | 463.46 | 368.51 | 443.49 | 410.62 | NA | NA | … | … | 300.46 | 427.71 | 293.67 | 491.74 | 581.93 | 565.14 | 368.95 | 282.19 | 283.29 | 335.67 | 547.38 | 301.25 | 138.89 | 847.02 | 981.25 | 200.84 | 622.03 | 308.71 | 476.08 | 579.85 | 221.58 |
| Draw Down(%) | NA | 100.00 | 100.00 | 100.00 | 100.00 | NA | NA | … | … | 100.00 | 90.00 | 85.71 | 66.67 | 90.00 | 90.00 | 66.67 | 95.35 | 91.43 | 92.73 | 96.76 | 85.71 | 25.00 | 93.07 | 96.94 | 53.85 | 66.67 | 94.55 | 86.48 | 87.18 | 72.50 |
| 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 |
Data as of 05/17/2021, Common starting date is 01/02/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CFGX (Capital Financial Gl) |
-87.11%
Nov 2003 – Nov 2006 |
-80.45%
Dec 2003 – Dec 2008 |
-73.72%
Sep 2004 – Sep 2014 |
-64.36%
Oct 2002 – Oct 2017 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CFGX (Capital Financial Gl) |
171.44%
Aug 2016 – Aug 2019 |
74.11%
Feb 2016 – Feb 2021 |
-16.74%
Feb 2011 – Feb 2021 |
-39.49%
Feb 2006 – Feb 2021 |
Annualized Rolling Returns Comparison Chart