Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CGAIX (CAUSEWAY GLOBAL ABSOLUTE RETURN FUND INSTITUTIONAL CLASS) | NA | -30.49% | -12.02% | -7.74% | NA | NA | NA | … | … |
Data as of 07/20/2020, Common starting date is 02/01/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CGAIX (CAUSEWAY GLOBAL ABSOLUTE RETURN FUND INSTITUTIONAL CLASS) | 02/01/2011 | 07/20/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.02 | -30.49 | -12.02 | -7.74 | NA | NA | NA | … | … | -27.94 | -15.89 | 9.05 | -8.17 | 11.24 | -5.21 | 0.09 | 12.48 | -3.74 | 9.64 |
| Sharpe Ratio | NA | -2.56 | -1.26 | -0.91 | NA | NA | NA | … | … | -3.13 | -2.13 | 0.71 | -1.29 | 1.36 | -0.79 | 0.01 | 1.85 | -0.52 | 1.18 |
| Standard Deviation(%) | NA | 12.09 | 10.44 | 9.39 | NA | NA | NA | … | … | 14.52 | 8.11 | 10.79 | 6.87 | 8.08 | 6.64 | 5.97 | 6.72 | 7.34 | 8.94 |
| Draw Down(%) | NA | 31.39 | 42.52 | 42.52 | NA | NA | NA | … | … | 28.87 | 20.46 | 8.30 | 13.97 | 4.48 | 9.04 | 4.70 | 3.96 | 7.71 | 5.63 |
| Yield(%) | 0.00 | 0.00 | 3.31 | 4.54 | 3.43 | 2.29 | 1.72 | … | … | 0.00 | 0.00 | 9.63 | 0.00 | 11.06 | 3.58 | 0.00 | 4.35 | 2.65 | 4.02 |
Data as of 07/20/2020, Common starting date is 02/01/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CGAIX (CAUSEWAY GLOBAL ABSOLUTE RETURN FUND INSTITUTIONAL CLASS) |
-11.84%
May 2017 – May 2020 |
-7.64%
Jun 2015 – Jun 2020 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CGAIX (CAUSEWAY GLOBAL ABSOLUTE RETURN FUND INSTITUTIONAL CLASS) |
5.66%
Mar 2011 – Mar 2014 |
3.37%
Nov 2011 – Nov 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart