Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CSI | NA | 0.00% | -67.09% | -47.30% | -24.11% | -16.28% | -11.10% | -3.46% |
Data as of 07/18/2018, AR inception is 09/10/1984
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CSI | 09/10/1984 | 07/18/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2018 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.00 | -67.09 | -47.30 | -24.11 | -16.28 | -11.10 | -3.46 | -96.79 | 9.02 | -0.44 | 11.54 | -1.33 | 10.29 | 13.08 | 15.57 | 19.79 | -9.26 | 4.29 | 10.14 | -0.31 | 4.71 | 3.11 | 10.17 | 8.09 | 27.33 | -17.48 | 11.67 | 11.68 | 1.63 | 19.69 | -9.07 | 8.59 | 10.32 | 18.04 | 4.04 | 35.92 | 0.36 | -18.14 | 7.95 | 21.56 | 13.35 |
| Sharpe Ratio | NA | 0.99 | -0.24 | -0.26 | -0.20 | NA | NA | -0.09 | NA | 1.03 | -0.05 | 1.41 | -0.13 | 1.01 | 1.73 | 1.85 | 1.11 | -0.25 | 0.12 | 0.67 | -0.22 | 0.39 | 0.21 | 0.84 | 0.67 | 2.74 | -1.99 | 0.60 | 0.87 | -0.19 | 1.38 | -0.90 | 0.52 | 0.54 | 0.99 | -0.09 | 2.31 | -0.27 | -0.83 | 0.15 | 0.76 | 1.86 |
| Standard Deviation(%) | NA | 0.00 | 285.17 | 185.31 | 119.61 | NA | NA | 62.34 | 0.00 | 8.57 | 9.41 | 8.18 | 10.25 | 10.22 | 7.56 | 8.37 | 17.82 | 40.99 | 10.72 | 10.27 | 11.24 | 9.65 | 11.61 | 10.73 | 8.71 | 8.48 | 10.38 | 13.98 | 9.31 | 9.71 | 11.44 | 13.33 | 12.47 | 14.68 | 14.40 | 13.55 | 13.09 | 16.20 | 26.47 | 24.39 | 21.50 | 23.52 |
| Draw Down(%) | NA | 96.79 | 97.07 | 97.07 | 97.07 | NA | NA | 97.07 | 96.79 | 11.76 | 7.84 | 5.31 | 14.09 | 6.49 | 5.25 | 5.48 | 17.01 | 42.35 | 9.86 | 6.06 | 6.85 | 13.56 | 15.06 | 5.60 | 6.39 | 4.50 | 19.19 | 3.75 | 3.70 | 10.95 | 4.02 | 13.44 | 7.56 | 12.96 | 6.98 | 12.97 | 3.29 | 15.33 | 31.67 | 12.63 | 13.40 | 6.50 |
| Yield(%) | 0.00 | 0.00 | 2.95 | 4.12 | 5.80 | 4.97 | 5.18 | 7.80 | 0.00 | 4.92 | 5.28 | 5.86 | 5.38 | 5.75 | 6.48 | 7.07 | 7.80 | 6.64 | 6.44 | 6.48 | 6.21 | 6.61 | 6.86 | 7.28 | 7.55 | 9.01 | 6.96 | 7.41 | 7.70 | 7.39 | 8.79 | 7.69 | 8.15 | 9.69 | 8.66 | 8.43 | 10.18 | 7.34 | 1.95 | 0.00 | 0.00 | 0.00 |
Data as of 07/18/2018, AR inception is 09/10/1984
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSI (CSI) |
-3.92%
Dec 1985 - Dec 1988 |
-0.82%
Oct 2003 - Oct 2008 |
2.41%
Oct 1998 - Oct 2008 |
3.70%
Oct 1993 - Oct 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSI (CSI) |
21.51%
Feb 2009 - Feb 2012 |
14.87%
Dec 1988 - Dec 1993 |
10.68%
Dec 1988 - Dec 1998 |
9.06%
Jun 1988 - Jun 2003 |
Annualized Rolling Returns Comparison Chart