Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CXUSF | NA | 27.45% | -31.24% | -29.69% | -13.50% | NA | NA | -13.04% |
Data as of 03/13/2017, AR inception is 05/08/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CXUSF | 05/08/2006 | 03/13/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.83 | 27.45 | -31.24 | -29.69 | -13.50 | NA | NA | -13.04 | 0.07 | 20.99 | -62.68 | -54.60 | -18.63 | 32.18 | -9.65 | 33.02 | 113.71 | -45.61 | -17.54 | -2.70 |
| Sharpe Ratio | NA | 0.84 | -0.53 | -0.58 | -0.27 | NA | NA | -0.28 | 0.00 | 0.50 | -0.78 | -1.08 | -0.67 | 1.56 | -0.34 | 1.37 | 2.32 | -0.67 | -0.60 | -0.21 |
| Standard Deviation(%) | NA | 32.34 | 59.65 | 51.70 | 50.58 | NA | NA | 46.01 | 14.95 | 41.25 | 80.16 | 50.57 | 27.91 | 20.73 | 28.06 | 24.12 | 49.05 | 69.76 | 34.16 | 35.43 |
| Draw Down(%) | NA | 26.40 | 82.84 | 90.28 | 90.28 | NA | NA | 90.28 | 4.91 | 26.40 | 68.85 | 64.33 | 40.92 | 9.79 | 32.82 | 15.02 | 15.87 | 58.35 | 41.61 | 31.04 |
| Yield(%) | 0.00 | 0.84 | 3.39 | 1.37 | 0.93 | 0.56 | 0.42 | 0.84 | 0.00 | 0.85 | 1.11 | 5.70 | 1.49 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/13/2017, AR inception is 05/08/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CXUSF (CXUSF) |
-52.12%
Feb 2013 - Feb 2016 |
-33.20%
Feb 2011 - Feb 2016 |
-17.71%
Aug 2006 - Aug 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CXUSF (CXUSF) |
49.77%
Mar 2009 - Mar 2012 |
22.54%
Dec 2008 - Dec 2013 |
-12.81%
Dec 2006 - Dec 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart