Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CLBLX (CLS GLOBAL GROWTH FUND CLS GLOBAL GROWTH FUND) | NA | 3.35% | 1.16% | 5.55% | 1.35% | NA | NA | 3.83% |
Data as of 10/31/2017, AR inception is 02/01/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CLBLX (CLS GLOBAL GROWTH FUND CLS GLOBAL GROWTH FUND) | 02/01/2006 | 10/31/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.35 | 1.16 | 5.55 | 1.35 | NA | NA | 3.83 | 4.12 | 3.97 | -3.15 | 2.87 | 18.97 | 12.87 | -3.94 | 15.76 | 36.10 | -42.11 | 10.77 | 7.60 |
| Sharpe Ratio | NA | 0.55 | 0.09 | 0.55 | 0.06 | NA | NA | 0.16 | 1.52 | 0.31 | -0.25 | 0.31 | 2.22 | 1.21 | -0.16 | 1.03 | 1.46 | -1.06 | 0.41 | 0.50 |
| Standard Deviation(%) | NA | 5.15 | 10.41 | 9.79 | 19.54 | NA | NA | 18.73 | 2.88 | 11.92 | 12.49 | 9.16 | 8.55 | 10.66 | 24.41 | 15.24 | 24.69 | 40.52 | 19.05 | 10.12 |
| Draw Down(%) | NA | 4.03 | 16.57 | 16.57 | 57.19 | NA | NA | 57.19 | 1.20 | 8.91 | 12.56 | 6.85 | 5.79 | 8.45 | 19.67 | 10.80 | 21.52 | 53.53 | 11.84 | 10.02 |
| Yield(%) | 0.00 | 15.47 | 6.80 | 6.79 | 3.40 | 3.05 | 2.29 | 4.16 | 15.49 | 0.00 | 4.16 | 1.90 | 9.01 | 1.21 | 1.64 | 3.22 | 2.60 | 2.48 | 1.20 | 1.33 |
Data as of 10/31/2017, AR inception is 02/01/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLBLX (CLS GLOBAL GROWTH FUND CLS GLOBAL GROWTH FUND) |
-13.74%
Mar 2006 - Mar 2009 |
-2.69%
Oct 2007 - Oct 2012 |
1.91%
Sep 2007 - Sep 2017 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLBLX (CLS GLOBAL GROWTH FUND CLS GLOBAL GROWTH FUND) |
23.66%
Feb 2009 - Feb 2012 |
18.69%
Feb 2009 - Feb 2014 |
4.33%
Jul 2006 - Jul 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart