Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CMN | NA | 22.34% | 29.81% | 48.21% | 29.19% | 22.38% | 22.31% | … | … |
Data as of 12/02/2016, Common starting date is 02/23/1993
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMN | 02/23/1993 | 12/02/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.89 | 22.34 | 29.81 | 48.21 | 29.19 | 22.38 | 22.31 | … | … | 30.83 | 43.94 | 27.90 | 71.33 | 60.64 | 19.95 | 16.57 | 37.56 | 0.62 | -9.94 | -9.75 | -28.09 | 131.13 | 27.88 | -0.52 | 74.54 | 130.26 | -28.30 | -10.17 | -4.84 | -29.55 | 120.00 | -13.04 | 58.62 |
| Sharpe Ratio | NA | -0.46 | 0.23 | 0.92 | 0.22 | NA | NA | … | … | 0.10 | 0.86 | 0.34 | 2.01 | 1.21 | 0.03 | -0.06 | 0.41 | -0.27 | -0.72 | -1.04 | -0.70 | 2.36 | 0.32 | -0.39 | 0.67 | 1.55 | -0.55 | -0.38 | -0.13 | -0.47 | 1.16 | -0.17 | 0.76 |
| Standard Deviation(%) | NA | 25.59 | 27.76 | 29.08 | 40.45 | NA | NA | … | … | 25.33 | 29.72 | 27.95 | 26.32 | 35.03 | 42.83 | 33.71 | 46.60 | 69.60 | 44.51 | 30.98 | 69.69 | 47.22 | 27.15 | 51.50 | 81.99 | 68.98 | 57.56 | 35.40 | 62.55 | 69.69 | 100.00 | 95.37 | 91.06 |
| Draw Down(%) | NA | 15.37 | 19.42 | 20.21 | 60.92 | NA | NA | … | … | 14.77 | 14.25 | 15.21 | 11.97 | 16.80 | 29.62 | 35.75 | 25.32 | 48.08 | 29.27 | 30.07 | 52.89 | 24.77 | 20.06 | 49.74 | 39.69 | 25.00 | 36.36 | 27.78 | 46.71 | 38.64 | 29.03 | 46.43 | 25.00 |
| Yield(%) | 0.00 | 0.18 | 0.28 | 0.40 | 0.51 | 0.24 | 0.49 | … | … | 0.20 | 0.23 | 0.27 | 0.12 | 0.60 | 0.51 | 0.49 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 12/02/2016, Common starting date is 02/23/1993
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMN (CMN) |
-29.63%
May 2005 – May 2008 |
-10.96%
May 2005 – May 2010 |
8.06%
Sep 2001 – Sep 2011 |
9.14%
Aug 1995 – Aug 2010 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMN (CMN) |
73.25%
May 1999 – May 2002 |
63.87%
Dec 1999 – Dec 2004 |
29.70%
Nov 2006 – Nov 2016 |
29.27%
Nov 1999 – Nov 2014 |
Annualized Rolling Returns Comparison Chart