Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CFS (Comforce Corp) | NA | 97.60% | 4.37% | -3.98% | 5.20% | -9.76% | NA | -0.27% |
Data as of 04/21/2011, AR inception is 03/18/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CFS (Comforce Corp) | 03/18/1992 | 04/21/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 97.60 | 4.37 | -3.98 | 5.20 | -9.76 | NA | -0.27 | 0.00 | 104.10 | 35.56 | -58.90 | -7.20 | 2.61 | -16.36 | 418.87 | -11.67 | -50.00 | -31.43 | -39.02 | -46.65 | -32.75 | -43.86 | 54.05 | 222.30 | -48.93 | 538.64 | -66.41 |
| Sharpe Ratio | NA | 1.97 | 0.05 | -0.07 | 0.04 | NA | NA | -0.05 | 0.00 | 1.60 | 0.43 | -0.52 | -0.19 | -0.01 | -0.31 | 4.85 | -0.09 | -0.54 | -0.45 | -0.34 | -0.53 | -0.55 | -1.37 | 0.63 | 1.40 | -0.51 | 4.65 | -0.50 |
| Standard Deviation(%) | NA | 49.50 | 82.32 | 79.18 | 88.73 | NA | NA | 92.23 | NA | 64.80 | 83.25 | 114.83 | 53.72 | 49.36 | 60.50 | 86.23 | 134.06 | 93.84 | 75.59 | 124.94 | 93.60 | 65.13 | 72.17 | 79.43 | 156.22 | 101.08 | 114.41 | 152.68 |
| Draw Down(%) | NA | 20.86 | 72.60 | 80.65 | 82.30 | NA | NA | 99.00 | 0.00 | 21.43 | 38.86 | 77.36 | 37.76 | 33.85 | 55.75 | 36.13 | 52.86 | 59.23 | 55.38 | 63.81 | 84.00 | 64.34 | 69.75 | 63.49 | 56.53 | 75.00 | 34.79 | 71.37 |
| 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 04/21/2011, AR inception is 03/18/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CFS (Comforce Corp) |
-52.44%
Nov 1996 - Nov 1999 |
-46.43%
Jun 1998 - Jun 2003 |
-23.04%
Nov 1993 - Nov 2003 |
-12.27%
Oct 1993 - Oct 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CFS (Comforce Corp) |
119.05%
Dec 1992 - Dec 1995 |
58.74%
Nov 1992 - Nov 1997 |
5.56%
Feb 2001 - Feb 2011 |
7.41%
Nov 1992 - Nov 2007 |
Annualized Rolling Returns Comparison Chart