Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CYS (CYS Investments Inc) | NA | -14.10% | -1.97% | -2.51% | NA | NA | NA | … | … |
Data as of 07/31/2018, Common starting date is 06/18/2012
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CYS (CYS Investments Inc) | 06/18/2012 | 07/31/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.22 | -14.10 | -1.97 | -2.51 | NA | NA | NA | … | … | -8.97 | 3.88 | 8.42 | -18.23 | 17.68 | -37.26 | -16.60 | 21.26 | 13.97 | 23.12 |
| Sharpe Ratio | NA | -0.81 | -0.13 | -0.14 | NA | NA | NA | … | … | -0.75 | 0.21 | 0.37 | -1.03 | 1.01 | -1.19 | -1.37 | 0.12 | -0.21 | 1.52 |
| Standard Deviation(%) | NA | 18.73 | 19.62 | 20.78 | NA | NA | NA | … | … | 21.52 | 15.66 | 22.07 | 17.73 | 17.42 | 31.22 | 21.11 | 23.33 | 21.90 | 19.30 |
| Draw Down(%) | NA | 28.43 | 30.93 | 33.62 | NA | NA | NA | … | … | 21.30 | 11.66 | 18.91 | 22.78 | 12.62 | 47.31 | 21.57 | 13.48 | 9.41 | 8.34 |
| Yield(%) | 1.23 | 12.11 | 13.15 | 15.24 | 5.89 | 3.92 | 2.94 | … | … | 6.69 | 12.59 | 14.09 | 15.82 | 16.38 | 14.75 | 9.53 | 0.00 | 0.00 | 0.00 |
Data as of 07/31/2018, Common starting date is 06/18/2012
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CYS (CYS Investments Inc) |
-19.83%
Sep 2012 – Sep 2015 |
-12.31%
Jan 2013 – Jan 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CYS (CYS Investments Inc) |
4.68%
Aug 2013 – Aug 2016 |
-4.02%
Jun 2013 – Jun 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart