Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
CPO (Corn Products International, Inc.) | NA | -51.92% | -6.72% | -5.61% | 7.61% | 4.42% | NA | 5.20% |
Data as of 03/15/2013, AR inception is 12/12/1997
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
CPO (Corn Products International, Inc.) | 12/12/1997 | 03/15/2013 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.04 | -51.92 | -6.72 | -5.61 | 7.61 | 4.42 | NA | 5.20 | 1.99 | -4.49 | 15.89 | 58.62 | 3.93 | -20.41 | 7.43 | 45.73 | -9.70 | 56.33 | 15.09 | -13.95 | 22.11 | -10.53 | 9.84 | 2.77 | 1.49 |
Sharpe Ratio | NA | -0.71 | -0.14 | -0.11 | 0.16 | NA | NA | 0.08 | 3.17 | -0.60 | 0.43 | 1.87 | 0.09 | -0.30 | 0.13 | 1.39 | -0.32 | 2.70 | 0.72 | -0.47 | 0.66 | -0.32 | 0.18 | -0.02 | 1.03 |
Standard Deviation(%) | NA | 73.22 | 49.67 | 53.48 | 43.41 | NA | NA | 41.14 | 3.21 | 17.58 | 36.54 | 31.24 | 44.69 | 69.99 | 34.91 | 30.75 | 37.50 | 20.50 | 20.01 | 32.18 | 30.58 | 45.77 | 37.11 | 36.81 | 31.88 |
Draw Down(%) | NA | 57.43 | 57.79 | 64.20 | 64.20 | NA | NA | 64.20 | 0.74 | 13.99 | 36.17 | 20.66 | 41.19 | 61.13 | 26.45 | 18.88 | 39.77 | 10.68 | 12.06 | 29.54 | 18.35 | 39.45 | 28.80 | 39.97 | 6.81 |
Yield(%) | 0.00 | 2.65 | 2.65 | 1.99 | 1.84 | 1.27 | 1.06 | 1.42 | 0.00 | 2.89 | 1.42 | 1.89 | 2.37 | 1.41 | 1.10 | 1.00 | 0.53 | 0.72 | 0.69 | 0.63 | 0.71 | 0.63 | 0.61 | 0.27 | 0.00 |
Data as of 03/15/2013, AR inception is 12/12/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
CPO (Corn Products International, Inc.) |
-11.30%
Jun 2007 - Jun 2010 |
-9.87%
Jun 2007 - Jun 2012 |
6.14%
Jun 2002 - Jun 2012 |
4.32%
Feb 1998 - Feb 2013 |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
CPO (Corn Products International, Inc.) |
43.68%
Feb 2009 - Feb 2012 |
27.95%
Jun 2003 - Jun 2008 |
17.47%
Apr 2001 - Apr 2011 |
4.56%
Jan 1998 - Jan 2013 |
Annualized Rolling Returns Comparison Chart