Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CGMRX (CGM REALTY FUND CGM REALTY FUND) | NA | -21.01% | -2.01% | -4.73% | 3.35% | 2.36% | 10.87% | 11.30% |
Data as of 12/02/2022, AR inception is 07/27/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CGMRX (CGM REALTY FUND CGM REALTY FUND) | 07/27/1994 | 12/02/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.01 | -21.01 | -2.01 | -4.73 | 3.35 | 2.36 | 10.87 | 11.30 | -26.20 | 26.35 | -3.79 | 3.92 | -20.21 | 32.85 | 2.69 | -2.33 | 21.78 | 9.93 | 10.56 | 1.03 | 29.65 | 34.33 | -46.82 | 34.42 | 29.01 | 26.98 | 35.54 | 90.63 | 2.71 | 6.20 | 29.16 | 2.61 | -21.15 | 26.73 | 44.08 | 19.75 | 1.30 |
| Sharpe Ratio | NA | -0.89 | -0.07 | -0.19 | 0.12 | NA | NA | 0.36 | -1.16 | 1.32 | -0.08 | 0.19 | -1.17 | 2.63 | 0.13 | -0.13 | 1.62 | 0.57 | 0.68 | 0.03 | 1.00 | 0.59 | -0.67 | 1.10 | 1.60 | 1.30 | 1.37 | 3.51 | 0.06 | 0.35 | 2.34 | -0.06 | -1.45 | 2.18 | 5.23 | 2.09 | -0.04 |
| Standard Deviation(%) | NA | 24.80 | 34.69 | 28.77 | 23.32 | NA | NA | 26.82 | 25.22 | 19.91 | 51.20 | 13.17 | 18.47 | 12.33 | 18.52 | 18.30 | 13.43 | 17.24 | 15.61 | 31.64 | 29.69 | 57.80 | 71.14 | 28.58 | 16.17 | 19.09 | 25.21 | 25.59 | 27.71 | 11.38 | 10.73 | 10.77 | 16.88 | 10.59 | 7.68 | 7.60 | 9.21 |
| Draw Down(%) | NA | 34.61 | 50.31 | 58.35 | 58.35 | NA | NA | 69.93 | 34.61 | 9.01 | 50.31 | 11.19 | 26.85 | 6.20 | 22.24 | 12.60 | 8.68 | 15.20 | 11.18 | 28.04 | 21.02 | 39.38 | 69.07 | 18.40 | 13.41 | 13.27 | 18.49 | 12.39 | 27.21 | 13.68 | 6.83 | 15.67 | 30.58 | 8.51 | 4.09 | 3.74 | 9.93 |
| Yield(%) | 0.48 | 1.83 | 1.61 | 4.81 | 6.53 | 4.78 | 17.83 | 20.68 | 0.85 | 2.41 | 0.76 | 2.48 | 1.23 | 23.93 | 1.32 | 8.65 | 14.91 | 5.07 | 1.00 | 0.97 | 1.23 | 4.63 | 1.94 | 18.16 | 28.57 | 35.30 | 16.25 | 4.97 | 3.52 | 6.25 | 6.67 | 6.91 | 4.81 | 19.10 | 9.65 | 7.04 | 2.29 |
Data as of 12/02/2022, AR inception is 07/27/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CGMRX (CGM REALTY FUND CGM REALTY FUND) |
-16.85%
Mar 2006 - Mar 2009 |
-7.17%
Mar 2015 - Mar 2020 |
2.12%
Mar 2010 - Mar 2020 |
1.83%
Oct 2007 - Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CGMRX (CGM REALTY FUND CGM REALTY FUND) |
53.60%
Mar 2003 - Mar 2006 |
42.01%
Oct 2002 - Oct 2007 |
23.61%
Aug 1998 - Aug 2008 |
17.86%
Apr 1995 - Apr 2010 |
Annualized Rolling Returns Comparison Chart