Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CLSAX (CLS GLOBAL DIVERSIFIED EQUITY FUND CLS GLOBAL DIVERSIFIED EQUITY FUND CLASS N) | NA | -29.29% | -2.52% | 1.44% | 4.36% | 3.25% | 4.61% | 4.30% |
Data as of 02/03/2022, AR inception is 12/30/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CLSAX (CLS GLOBAL DIVERSIFIED EQUITY FUND CLS GLOBAL DIVERSIFIED EQUITY FUND CLASS N) | 12/30/1997 | 02/03/2022 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -29.29 | -2.52 | 1.44 | 4.36 | 3.25 | 4.61 | 4.30 | -19.69 | -17.52 | 10.54 | 20.81 | -9.65 | 22.97 | 8.72 | -5.23 | 3.64 | 24.10 | 14.24 | -6.91 | 15.75 | 40.11 | -42.76 | 13.77 | 12.91 | 9.43 | 11.39 | 32.31 | -22.24 | -15.37 | -14.86 | 39.39 | 15.91 | 0.45 |
| Sharpe Ratio | NA | -0.98 | -0.24 | -0.07 | 0.14 | NA | NA | 0.12 | -1.15 | -0.58 | 0.32 | 1.74 | -0.75 | 3.21 | 0.58 | -0.34 | 0.32 | 2.26 | 1.02 | -0.27 | 0.80 | 1.42 | -1.01 | 0.58 | 0.98 | 0.69 | 0.89 | 2.07 | -1.25 | -0.87 | -0.85 | 2.41 | 0.68 | NA |
| Standard Deviation(%) | NA | 37.98 | 29.31 | 23.93 | 19.36 | NA | NA | 20.64 | 78.83 | 30.30 | 31.58 | 11.15 | 14.57 | 7.00 | 14.60 | 15.57 | 11.49 | 10.65 | 14.03 | 25.99 | 19.52 | 28.22 | 43.16 | 18.55 | 9.86 | 10.45 | 11.76 | 15.27 | 18.73 | 20.74 | 22.35 | 15.02 | 18.46 | 0.00 |
| Draw Down(%) | NA | 43.63 | 43.63 | 43.63 | 43.63 | NA | NA | 56.13 | 21.32 | 30.36 | 35.08 | 7.30 | 19.37 | 2.15 | 10.69 | 15.80 | 8.35 | 6.45 | 11.24 | 25.07 | 15.26 | 22.92 | 53.87 | 11.92 | 9.52 | 7.24 | 10.18 | 12.04 | 29.97 | 28.09 | 27.71 | 8.87 | 25.87 | 0.00 |
| Yield(%) | 0.00 | 11.32 | 6.83 | 8.24 | 6.69 | 4.84 | 5.79 | 5.37 | 0.13 | 11.82 | 1.00 | 5.87 | 10.64 | 10.92 | 3.73 | 4.11 | 2.98 | 0.84 | 0.45 | 0.65 | 0.44 | 1.51 | 3.04 | 5.44 | 13.74 | 2.94 | 0.08 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.36 |
Data as of 02/03/2022, AR inception is 12/30/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLSAX (CLS GLOBAL DIVERSIFIED EQUITY FUND CLS GLOBAL DIVERSIFIED EQUITY FUND CLASS N) |
-19.99%
Mar 2000 - Mar 2003 |
-5.75%
Feb 2004 - Feb 2009 |
-2.46%
Feb 1999 - Feb 2009 |
1.96%
Sep 2000 - Sep 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLSAX (CLS GLOBAL DIVERSIFIED EQUITY FUND CLS GLOBAL DIVERSIFIED EQUITY FUND CLASS N) |
24.95%
Feb 2009 - Feb 2012 |
20.11%
Feb 2009 - Feb 2014 |
12.42%
Feb 2009 - Feb 2019 |
8.91%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart