Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DFR (CIFC Corp) | NA | 70.80% | 16.82% | -5.16% | NA | NA | NA | … | … |
Data as of 03/22/2013, Common starting date is 06/29/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DFR (CIFC Corp) | 06/29/2005 | 03/22/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.50 | 70.80 | 16.82 | -5.16 | NA | NA | NA | … | … | 1.63 | 48.15 | -16.92 | 41.30 | 29.21 | -95.25 | -43.70 | 37.04 | -9.09 |
| Sharpe Ratio | NA | 1.58 | 0.26 | -0.03 | NA | NA | NA | … | … | 0.22 | 1.00 | -0.19 | 0.70 | 0.24 | -0.56 | -0.70 | 2.30 | -0.88 |
| Standard Deviation(%) | NA | 44.66 | 64.55 | 93.59 | NA | NA | NA | … | … | 34.63 | 48.53 | 87.53 | 59.16 | 120.65 | 172.18 | 67.12 | 14.71 | 22.11 |
| Draw Down(%) | NA | 18.50 | 59.20 | 92.96 | NA | NA | NA | … | … | 11.49 | 29.92 | 59.20 | 31.67 | 72.75 | 96.98 | 63.87 | 7.56 | 19.94 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 15.04 | 24.84 | 16.56 | 12.42 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 10.77 | 102.44 | 112.31 | 40.63 |
Data as of 03/22/2013, Common starting date is 06/29/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFR (CIFC Corp) |
-78.14%
Mar 2006 – Mar 2009 |
-47.33%
Dec 2006 – Dec 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DFR (CIFC Corp) |
83.71%
Mar 2009 – Mar 2012 |
-32.60%
Feb 2008 – Feb 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart