Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CIFIX (BlackRock Intl Bond Svc) | NA | 4.54% | 0.41% | 3.39% | 3.10% | 4.43% | NA | 5.75% |
Data as of 04/22/2014, AR inception is 06/20/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CIFIX (BlackRock Intl Bond Svc) | 06/20/1996 | 04/22/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 4.54 | 0.41 | 3.39 | 3.10 | 4.43 | NA | 5.75 | 3.90 | -3.74 | 2.79 | 2.26 | 4.99 | -0.18 | 2.43 | 9.16 | 5.83 | -9.74 | 10.86 | 15.87 | 6.58 | 7.72 | 12.20 | 0.26 | 11.18 | 9.98 | 8.40 |
| Sharpe Ratio | NA | 0.71 | 0.07 | 0.41 | 0.24 | NA | NA | 0.18 | 3.12 | -0.57 | 0.47 | 0.29 | 0.58 | -0.02 | 0.13 | 0.92 | 0.33 | -1.38 | 1.00 | 1.76 | 1.50 | 1.48 | 0.66 | -0.66 | 2.08 | -7.22 | 2.02 |
| Standard Deviation(%) | NA | 6.36 | 6.52 | 8.11 | 8.61 | NA | NA | 7.92 | 4.33 | 6.63 | 5.88 | 7.78 | 8.51 | 12.16 | 11.25 | 6.71 | 7.66 | 8.61 | 9.88 | 8.62 | 3.65 | 3.72 | 12.39 | 4.52 | 3.79 | 6.24 | 6.38 |
| Draw Down(%) | NA | 5.99 | 10.62 | 12.39 | 16.45 | NA | NA | 16.45 | 1.57 | 8.32 | 4.07 | 7.18 | 8.50 | 9.31 | 16.45 | 5.00 | 4.34 | 11.74 | 7.94 | 8.46 | 1.90 | 2.45 | 7.57 | 3.67 | 2.11 | 3.66 | 2.80 |
| Yield(%) | 0.00 | 1.76 | 3.73 | 4.09 | 4.22 | 4.98 | 5.20 | 6.12 | 0.42 | 1.74 | 5.78 | 4.28 | 4.75 | 3.36 | 9.62 | 2.98 | 2.03 | 3.52 | 4.56 | 4.11 | 5.76 | 5.32 | 13.26 | 7.13 | 5.64 | 9.08 | 14.96 |
Data as of 04/22/2014, AR inception is 06/20/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CIFIX (BlackRock Intl Bond Svc) |
-0.21%
Oct 2010 - Oct 2013 |
-0.10%
Mar 2008 - Mar 2013 |
2.30%
Dec 2003 - Dec 2013 |
4.28%
Jan 1999 - Jan 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CIFIX (BlackRock Intl Bond Svc) |
11.04%
Dec 2001 - Dec 2004 |
10.60%
Dec 1999 - Dec 2004 |
7.39%
Jul 1996 - Jul 2006 |
6.53%
Jul 1996 - Jul 2011 |
Annualized Rolling Returns Comparison Chart