Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CTMTX (Compass EMP Multi-Asset Balanced T) | NA | 1.76% | 2.94% | 1.94% | NA | NA | NA | … | … |
Data as of 10/16/2015, Common starting date is 12/31/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CTMTX (Compass EMP Multi-Asset Balanced T) | 12/31/2009 | 10/16/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 1.76 | 2.94 | 1.94 | NA | NA | NA | … | … | -2.58 | 1.01 | -1.41 | -0.58 | -1.78 | 1.73 | 0.00 |
| Sharpe Ratio | NA | -0.16 | -0.22 | -0.27 | NA | NA | NA | … | … | -0.45 | 0.18 | -0.17 | -0.15 | -0.36 | 0.20 | NA |
| Standard Deviation(%) | NA | 7.36 | 7.50 | 6.89 | NA | NA | NA | … | … | 7.26 | 5.62 | 8.75 | 4.14 | 4.98 | 8.35 | 0.00 |
| Draw Down(%) | NA | 9.25 | 10.97 | 13.56 | NA | NA | NA | … | … | 7.99 | 5.22 | 7.81 | 2.83 | 6.03 | 5.53 | 0.00 |
| Yield(%) | 0.00 | 2.98 | 4.47 | 3.66 | 1.98 | 1.32 | 0.99 | … | … | 0.00 | 2.96 | 8.31 | 2.37 | 0.54 | 5.63 | 0.00 |
Data as of 10/16/2015, Common starting date is 12/31/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTMTX (Compass EMP Multi-Asset Balanced T) |
1.80%
Jan 2011 – Jan 2014 |
1.76%
Sep 2010 – Sep 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTMTX (Compass EMP Multi-Asset Balanced T) |
4.69%
Nov 2011 – Nov 2014 |
4.30%
May 2010 – May 2015 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart