Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CGCBX (Columbia US Government Mortgage Port C) | NA | 13.12% | -3.81% | -0.84% | 0.76% | NA | NA | … | … |
Data as of 09/13/2024, Common starting date is 10/23/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CGCBX (Columbia US Government Mortgage Port C) | 10/23/2013 | 09/13/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.63 | 13.12 | -3.81 | -0.84 | 0.76 | NA | NA | … | … | 6.94 | 2.89 | -17.28 | -0.87 | 5.04 | 5.82 | 1.05 | 2.29 | 1.31 | 0.36 | 4.89 | -0.98 |
| Sharpe Ratio | NA | 1.00 | -0.77 | -0.38 | -0.09 | NA | NA | … | … | 0.64 | -0.14 | -1.99 | -0.53 | 1.09 | 1.58 | -0.09 | 0.66 | 0.48 | 0.13 | 2.17 | -1.72 |
| Standard Deviation(%) | NA | 8.56 | 8.77 | 7.13 | 5.37 | NA | NA | … | … | 8.28 | 9.61 | 9.44 | 1.68 | 4.39 | 2.78 | 3.01 | 2.52 | 2.28 | 2.50 | 2.25 | 3.01 |
| Draw Down(%) | NA | 5.65 | 25.84 | 26.30 | 26.30 | NA | NA | … | … | 5.65 | 11.82 | 21.42 | 2.93 | 7.96 | 1.37 | 2.44 | 1.63 | 3.01 | 1.43 | 0.67 | 1.21 |
| 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 |
Data as of 09/13/2024, Common starting date is 10/23/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CGCBX (Columbia US Government Mortgage Port C) |
-8.37%
Oct 2020 – Oct 2023 |
-2.84%
Oct 2018 – Oct 2023 |
-0.40%
Apr 2014 – Apr 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CGCBX (Columbia US Government Mortgage Port C) |
5.07%
Feb 2018 – Feb 2021 |
3.32%
Feb 2016 – Feb 2021 |
0.50%
Aug 2014 – Aug 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart