Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CMSSX (CAPITAL MANAGEMENT SMALL-CAP FUND INSTITUTIONAL SHARES) | NA | -21.63% | -1.32% | -4.76% | 7.57% | 4.54% | NA | 4.42% |
Data as of 12/20/2018, AR inception is 12/27/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMSSX (CAPITAL MANAGEMENT SMALL-CAP FUND INSTITUTIONAL SHARES) | 12/27/2000 | 12/20/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -7.09 | -21.63 | -1.32 | -4.76 | 7.57 | 4.54 | NA | 4.42 | -21.96 | 2.22 | 19.73 | -14.18 | -5.57 | 39.08 | 11.14 | 6.60 | 28.47 | 21.27 | -32.79 | 7.11 | 15.02 | 5.93 | 10.82 | 31.87 | -7.23 | -8.44 | -3.62 |
| Sharpe Ratio | NA | -0.88 | -0.11 | -0.31 | 0.38 | NA | NA | 0.16 | -0.89 | 0.13 | 1.32 | -0.88 | -0.36 | 2.69 | 0.78 | 0.24 | 1.42 | 0.84 | -0.94 | 0.25 | 0.70 | 0.26 | 0.68 | 2.02 | -0.43 | -0.52 | -4.45 |
| Standard Deviation(%) | NA | 26.11 | 17.19 | 16.60 | 19.07 | NA | NA | 19.68 | 26.67 | 12.49 | 14.82 | 16.21 | 15.53 | 14.53 | 14.42 | 27.31 | 20.01 | 25.24 | 35.77 | 16.36 | 16.88 | 14.71 | 14.63 | 15.46 | 19.31 | 21.20 | 23.14 |
| Draw Down(%) | NA | 26.65 | 26.65 | 29.73 | 29.73 | NA | NA | 49.74 | 26.65 | 10.75 | 10.38 | 18.73 | 15.57 | 5.27 | 12.71 | 22.96 | 15.17 | 23.89 | 46.87 | 12.05 | 16.95 | 10.10 | 12.34 | 12.80 | 26.89 | 28.74 | 3.62 |
| Yield(%) | 0.00 | 0.00 | 1.59 | 2.59 | 6.29 | 4.95 | 3.97 | 4.67 | 0.00 | 0.86 | 3.49 | 2.45 | 7.50 | 4.86 | 6.57 | 8.37 | 2.21 | 0.17 | 0.19 | 16.37 | 4.48 | 0.00 | 0.00 | 0.00 | 0.00 | 0.15 | 0.10 |
Data as of 12/20/2018, AR inception is 12/27/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMSSX (CAPITAL MANAGEMENT SMALL-CAP FUND INSTITUTIONAL SHARES) |
-13.27%
Feb 2006 - Feb 2009 |
-4.37%
Feb 2004 - Feb 2009 |
3.99%
Jan 2006 - Jan 2016 |
4.82%
Jan 2001 - Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMSSX (CAPITAL MANAGEMENT SMALL-CAP FUND INSTITUTIONAL SHARES) |
27.29%
Feb 2009 - Feb 2012 |
24.55%
Feb 2009 - Feb 2014 |
10.98%
Mar 2003 - Mar 2013 |
8.59%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart