Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CMFN (CM Finance Inc) | NA | -15.08% | 1.08% | 0.16% | NA | NA | NA | … | … |
Data as of 09/06/2019, Common starting date is 02/06/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMFN (CM Finance Inc) | 02/06/2014 | 09/06/2019 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.28 | -15.08 | 1.08 | 0.16 | NA | NA | NA | … | … | 5.13 | -31.74 | -21.01 | -20.07 | -18.96 | -36.79 |
| Sharpe Ratio | NA | -1.23 | -0.78 | -0.73 | NA | NA | NA | … | … | 0.22 | -1.13 | -0.90 | -0.51 | -0.55 | -1.30 |
| Standard Deviation(%) | NA | 28.67 | 27.29 | 31.93 | NA | NA | NA | … | … | 27.38 | 29.26 | 24.20 | 39.41 | 34.52 | 30.83 |
| Draw Down(%) | NA | 40.56 | 56.58 | 75.22 | NA | NA | NA | … | … | 19.72 | 45.19 | 33.57 | 33.72 | 36.97 | 43.40 |
| Yield(%) | 0.00 | 10.70 | 11.00 | 9.63 | 4.54 | 3.03 | 2.27 | … | … | 8.05 | 12.05 | 10.64 | 13.91 | 16.78 | 7.84 |
Data as of 09/06/2019, Common starting date is 02/06/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMFN (CM Finance Inc) |
-3.42%
Apr 2015 – Apr 2018 |
-1.42%
Mar 2014 – Mar 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMFN (CM Finance Inc) |
17.30%
Feb 2016 – Feb 2019 |
1.71%
Jul 2014 – Jul 2019 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart