Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CFST (Communities First Financial Corp) | NA | 12.25% | 35.86% | 23.03% | 20.49% | 16.05% | NA | … | … |
Data as of 10/30/2023, Common starting date is 05/08/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CFST (Communities First Financial Corp) | 05/08/2007 | 10/30/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.28 | 12.25 | 35.86 | 23.03 | 20.49 | 16.05 | NA | … | … | 11.92 | 6.14 | 49.15 | 7.86 | 45.20 | 1.28 | 70.00 | 13.19 | -5.49 | 7.50 | 8.36 | 16.28 | -8.22 | 0.10 | 25.00 | -3.03 | -43.10 |
| Sharpe Ratio | NA | 0.28 | 1.28 | 0.80 | 0.72 | NA | NA | … | … | 0.32 | 0.23 | 2.88 | 0.21 | 2.72 | 0.00 | 2.19 | 1.03 | -0.22 | 0.25 | 0.19 | 0.33 | -0.20 | 0.00 | 0.39 | -0.06 | -1.48 |
| Standard Deviation(%) | NA | 31.77 | 26.68 | 27.19 | 27.12 | NA | NA | … | … | 31.96 | 20.35 | 26.43 | 36.65 | 16.13 | 23.54 | 31.89 | 12.60 | 25.44 | 29.43 | 44.85 | 49.59 | 40.37 | 53.05 | 64.24 | 69.41 | 41.01 |
| Draw Down(%) | NA | 22.88 | 22.88 | 39.24 | 39.24 | NA | NA | … | … | 22.88 | 15.48 | 7.93 | 39.24 | 4.85 | 26.53 | 13.33 | 5.82 | 9.95 | 12.50 | 13.04 | 27.42 | 17.41 | 18.18 | 32.00 | 42.56 | 53.77 |
| 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 |
Data as of 10/30/2023, Common starting date is 05/08/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CFST (Communities First Financial Corp) |
-8.04%
Jun 2007 – Jun 2010 |
-4.65%
Jun 2007 – Jun 2012 |
2.05%
Jun 2007 – Jun 2017 |
10.56%
Jun 2007 – Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CFST (Communities First Financial Corp) |
43.18%
Sep 2020 – Sep 2023 |
38.35%
Nov 2016 – Nov 2021 |
22.43%
Jan 2013 – Jan 2023 |
17.24%
Jul 2008 – Jul 2023 |
Annualized Rolling Returns Comparison Chart