Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CFT (iShares Barclays Credit Bond) | NA | -4.07% | -0.48% | -0.06% | 0.96% | NA | NA | 0.62% |
Data as of 07/31/2018, AR inception is 01/11/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CFT (iShares Barclays Credit Bond) | 01/11/2007 | 07/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.28 | -4.07 | -0.48 | -0.06 | 0.96 | NA | NA | 0.62 | -3.95 | 2.57 | 2.35 | -4.56 | 4.59 | -5.53 | 3.85 | 4.64 | 3.58 | 5.54 | -4.74 | -0.60 |
| Sharpe Ratio | NA | -1.62 | -0.26 | -0.09 | 0.10 | NA | NA | 0.01 | -2.35 | 0.60 | 0.51 | -0.90 | 1.35 | -1.23 | 1.03 | 0.83 | 0.59 | 0.57 | -0.31 | -0.70 |
| Standard Deviation(%) | NA | 3.14 | 3.78 | 4.01 | 7.49 | NA | NA | 7.37 | 3.35 | 3.27 | 4.18 | 5.08 | 3.39 | 4.51 | 3.73 | 5.56 | 5.92 | 9.55 | 18.41 | 5.12 |
| Draw Down(%) | NA | 5.62 | 7.14 | 7.64 | 21.37 | NA | NA | 24.81 | 4.95 | 1.86 | 5.86 | 7.26 | 2.15 | 8.15 | 2.05 | 2.44 | 5.38 | 7.78 | 24.81 | 4.54 |
| Yield(%) | 0.00 | 0.00 | 1.59 | 2.25 | 3.37 | 2.44 | 1.83 | 3.32 | 0.00 | 0.52 | 2.67 | 3.08 | 3.11 | 3.32 | 3.37 | 4.30 | 4.70 | 4.36 | 2.77 | 2.96 |
Data as of 07/31/2018, AR inception is 01/11/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CFT (iShares Barclays Credit Bond) |
-1.94%
Dec 2012 - Dec 2015 |
-1.21%
Apr 2013 - Apr 2018 |
0.65%
Feb 2008 - Feb 2018 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CFT (iShares Barclays Credit Bond) |
8.65%
Oct 2008 - Oct 2011 |
4.94%
Oct 2008 - Oct 2013 |
1.29%
Jul 2007 - Jul 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart