Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CPMPX (CHANGING PARAMETERS FUND CHANGING PARAMETERS FUND) | 3.11% | 3.54% | 3.13% | 2.60% | 3.51% | 3.59% | NA | 3.03% |
Data as of 07/01/2025, AR inception is 10/11/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CPMPX (CHANGING PARAMETERS FUND CHANGING PARAMETERS FUND) | 10/11/2006 | 07/01/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.38 | 3.54 | 3.13 | 2.60 | 3.51 | 3.59 | NA | 3.03 | 3.11 | 1.45 | 6.77 | -4.33 | 2.01 | 8.70 | 6.82 | -1.19 | 5.29 | 9.39 | -1.76 | 2.01 | 2.86 | 9.51 | -0.06 | -0.93 | 0.47 | -2.77 | 5.14 | 3.48 |
| Sharpe Ratio | NA | 0.03 | -0.06 | 0.14 | 0.67 | NA | NA | 0.55 | 1.68 | -1.53 | 0.88 | -1.22 | 0.83 | 1.54 | 3.01 | -2.01 | 2.67 | 3.33 | -1.25 | 1.17 | 1.76 | 6.20 | -0.04 | -0.16 | 0.08 | -1.02 | 0.43 | 3.60 |
| Standard Deviation(%) | NA | 3.17 | 3.77 | 3.75 | 3.10 | NA | NA | 3.40 | 1.94 | 3.36 | 2.88 | 4.68 | 2.41 | 5.48 | 1.80 | 1.25 | 1.75 | 2.76 | 1.43 | 1.71 | 1.61 | 1.54 | 2.26 | 6.33 | 4.85 | 3.61 | 5.07 | 3.77 |
| Draw Down(%) | NA | 3.45 | 5.03 | 7.27 | 7.27 | NA | NA | 8.87 | 0.86 | 3.45 | 2.90 | 5.03 | 3.08 | 4.14 | 0.77 | 1.67 | 1.65 | 1.65 | 3.28 | 2.86 | 2.10 | 1.14 | 3.21 | 8.87 | 4.40 | 4.01 | 3.53 | 0.60 |
| Yield(%) | 0.00 | 4.99 | 2.97 | 2.77 | 2.74 | 2.86 | 2.44 | 2.71 | 0.00 | 5.06 | 3.10 | 0.79 | 2.33 | 2.75 | 2.96 | 1.67 | 3.38 | 2.41 | 1.46 | 2.63 | 2.75 | 3.83 | 2.59 | 1.85 | 0.26 | 0.44 | 7.11 | 1.17 |
Data as of 07/01/2025, AR inception is 10/11/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPMPX (CHANGING PARAMETERS FUND CHANGING PARAMETERS FUND) |
-1.59%
Nov 2007 - Nov 2010 |
0.34%
Dec 2006 - Dec 2011 |
2.26%
Nov 2007 - Nov 2017 |
2.31%
Dec 2007 - Dec 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPMPX (CHANGING PARAMETERS FUND CHANGING PARAMETERS FUND) |
6.72%
Oct 2018 - Oct 2021 |
6.08%
Nov 2015 - Nov 2020 |
4.55%
Nov 2011 - Nov 2021 |
3.61%
Jun 2010 - Jun 2025 |
Annualized Rolling Returns Comparison Chart