Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CO | NA | -56.20% | -31.33% | -32.82% | -10.32% | -10.23% | NA | … | … |
Data as of 07/12/2023, Common starting date is 05/09/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CO | 05/09/2007 | 07/12/2023 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.73 | -56.20 | -31.33 | -32.82 | -10.32 | -10.23 | NA | … | … | -62.21 | -28.64 | 12.94 | -25.80 | -22.48 | -35.18 | 62.58 | -3.92 | 40.93 | 12.72 | 53.64 | -1.51 | -34.08 | -38.15 | 18.18 | -1.26 | 1.27 |
| Sharpe Ratio | NA | -0.52 | -0.40 | -0.49 | -0.19 | NA | NA | … | … | -0.61 | -0.40 | 0.31 | -0.50 | -1.06 | -1.56 | 0.98 | -0.90 | 0.46 | -0.13 | 0.77 | -0.50 | -1.01 | -0.94 | 0.00 | -2.52 | -5.70 |
| Standard Deviation(%) | NA | 114.39 | 80.38 | 69.23 | 58.31 | NA | NA | … | … | 146.79 | 75.75 | 42.09 | 51.79 | 43.03 | 36.39 | 44.48 | 42.13 | 48.20 | 44.11 | 45.87 | 40.87 | 52.30 | 60.31 | 91.22 | 8.22 | 4.06 |
| Draw Down(%) | NA | 66.56 | 83.92 | 88.26 | 93.12 | NA | NA | … | … | 66.56 | 54.95 | 37.30 | 50.96 | 44.74 | 51.90 | 37.01 | 30.61 | 28.95 | 27.19 | 23.13 | 24.69 | 49.50 | 51.88 | 56.50 | 8.32 | 3.21 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.19 | 0.24 | 0.09 | 0.07 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.80 | 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 07/12/2023, Common starting date is 05/09/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CO (CO) |
-35.60%
Aug 2017 – Aug 2020 |
-35.49%
Jun 2018 – Jun 2023 |
-9.28%
Jun 2013 – Jun 2023 |
-10.67%
Jun 2008 – Jun 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CO (CO) |
38.02%
Jul 2014 – Jul 2017 |
37.35%
Aug 2012 – Aug 2017 |
9.25%
Aug 2007 – Aug 2017 |
-3.92%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison Chart