Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| CYS (CYS Investments Inc) | NA | -14.10% | -1.97% | -2.51% | NA | NA | NA | -10.43% |
Data as of 07/31/2018, AR inception 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 | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.22 | -14.10 | -1.97 | -2.51 | NA | NA | NA | -10.43 | -8.97 | 3.88 | 8.42 | -18.23 | 17.68 | -37.26 | -16.60 | 21.26 | 13.97 | 23.12 |
| Sharpe Ratio | NA | -1.80 | -1.33 | -1.17 | NA | NA | NA | -1.44 | -1.49 | -0.98 | -1.16 | -2.07 | -0.05 | -1.79 | -2.19 | 0.12 | -0.21 | 1.52 |
| Standard Deviation(%) | NA | 18.73 | 19.62 | 20.78 | NA | NA | NA | 21.53 | 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 | 57.93 | 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 | 9.81 | 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, AR inception 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