Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CPBEX (PL Port Optimization Aggressive 529 MT B) | NA | 13.68% | 0.16% | 1.44% | NA | NA | NA | … | … |
Data as of 01/21/2011, Common starting date is 02/04/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CPBEX (PL Port Optimization Aggressive 529 MT B) | 02/04/2004 | 01/21/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 13.68 | 0.16 | 1.44 | NA | NA | NA | … | … | 0.00 | 12.66 | 33.98 | -40.99 | 5.79 | 16.77 | 8.42 | 9.68 |
| Sharpe Ratio | NA | 0.76 | -0.02 | 0.00 | NA | NA | NA | … | … | 0.00 | 0.69 | 1.16 | -1.01 | 0.17 | 1.26 | 0.72 | 0.94 |
| Standard Deviation(%) | NA | 17.89 | 31.20 | 26.02 | NA | NA | NA | … | … | NA | 18.15 | 29.12 | 41.30 | 16.33 | 10.74 | 8.72 | 10.36 |
| Draw Down(%) | NA | 14.12 | 54.85 | 58.63 | NA | NA | NA | … | … | 0.00 | 14.12 | 27.30 | 52.84 | 10.47 | 11.50 | 6.05 | 9.20 |
| Yield(%) | 0.00 | 0.50 | 1.15 | 2.76 | 1.82 | 1.21 | 0.91 | … | … | 0.00 | 0.49 | 0.34 | 2.52 | 5.23 | 4.78 | 1.20 | 0.30 |
Data as of 01/21/2011, Common starting date is 02/04/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPBEX (PL Port Optimization Aggressive 529 MT B) |
-17.00%
Feb 2006 – Feb 2009 |
-5.20%
Mar 2004 – Mar 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPBEX (PL Port Optimization Aggressive 529 MT B) |
15.92%
Oct 2004 – Oct 2007 |
2.97%
Apr 2005 – Apr 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart