Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| LOMMX (CGM MUTUAL FUND CGM MUTUAL FUND) | NA | -24.03% | 1.67% | -1.96% | 3.72% | 2.04% | 6.04% | … | … |
Data as of 12/02/2022, Common starting date is 01/15/1980
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| LOMMX (CGM MUTUAL FUND CGM MUTUAL FUND) | 01/15/1980 | 12/02/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | 1980 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.42 | -24.03 | 1.67 | -1.96 | 3.72 | 2.04 | 6.04 | … | … | -24.95 | 25.14 | 8.31 | 2.08 | -13.70 | 17.11 | 7.58 | -3.07 | 5.29 | 20.99 | 16.78 | -16.94 | 15.59 | 15.86 | -28.21 | 38.49 | 5.50 | 14.63 | 10.82 | 39.74 | -17.38 | -11.36 | -11.64 | 22.48 | 8.23 | 8.16 | 23.67 | 24.31 | -9.73 | 21.84 | 6.07 | 40.87 | 1.11 | 21.65 | 3.18 | 12.57 | 26.36 | 34.44 | -4.08 | 10.00 | 40.92 | 0.26 | 14.51 |
| Sharpe Ratio | NA | -0.79 | 0.04 | -0.11 | 0.16 | NA | NA | … | … | -0.85 | 1.42 | 0.25 | 0.05 | -0.95 | 1.62 | 0.46 | -0.21 | 0.43 | 1.46 | 1.12 | -0.71 | 0.79 | 0.77 | -0.84 | 1.66 | 0.14 | 0.93 | 0.69 | 2.52 | -0.88 | -0.86 | -1.13 | 1.36 | 0.27 | 0.30 | 1.88 | 1.95 | -1.38 | 2.26 | 0.37 | 2.67 | -0.31 | 1.26 | -0.16 | 0.27 | 1.60 | 2.02 | -0.64 | 0.28 | 1.73 | -0.68 | 0.51 |
| Standard Deviation(%) | NA | 31.90 | 27.81 | 23.45 | 19.20 | NA | NA | … | … | 32.85 | 17.65 | 31.77 | 13.20 | 15.86 | 10.17 | 15.91 | 14.75 | 12.36 | 14.36 | 15.06 | 23.91 | 19.70 | 20.48 | 34.71 | 21.33 | 15.24 | 13.34 | 14.31 | 15.49 | 21.07 | 16.28 | 13.99 | 14.02 | 17.51 | 14.92 | 10.53 | 10.43 | 9.26 | 8.66 | 9.70 | 13.78 | 14.06 | 12.47 | 10.66 | 30.89 | 13.66 | 14.30 | 17.26 | 13.02 | 18.97 | 14.96 | 13.07 |
| Draw Down(%) | NA | 33.13 | 37.31 | 47.75 | 47.75 | NA | NA | … | … | 32.75 | 11.13 | 37.31 | 12.64 | 23.05 | 6.05 | 17.56 | 11.90 | 8.12 | 8.70 | 13.97 | 25.39 | 17.50 | 15.87 | 43.77 | 12.33 | 14.81 | 10.56 | 11.99 | 8.57 | 26.35 | 25.12 | 21.41 | 10.57 | 23.73 | 13.77 | 5.91 | 5.16 | 16.20 | 6.05 | 8.47 | 6.56 | 16.10 | 8.25 | 8.38 | 34.44 | 10.05 | 3.05 | 20.33 | 6.17 | 6.76 | 12.67 | 9.62 |
| Yield(%) | 0.06 | 21.51 | 10.19 | 7.49 | 7.29 | 4.99 | 8.87 | … | … | 0.16 | 26.75 | 0.07 | 1.01 | 0.80 | 16.12 | 2.92 | 0.00 | 11.10 | 7.71 | 0.39 | 0.17 | 0.60 | 1.99 | 0.95 | 24.03 | 5.78 | 4.58 | 0.63 | 1.36 | 1.48 | 1.14 | 2.65 | 18.08 | 4.80 | 27.21 | 16.51 | 6.64 | 3.64 | 10.66 | 8.80 | 16.78 | 4.14 | 9.43 | 5.24 | 24.41 | 17.28 | 6.35 | 5.05 | 6.00 | 7.84 | 6.53 | 6.37 |
Data as of 12/02/2022, Common starting date is 01/15/1980
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LOMMX (CGM MUTUAL FUND CGM MUTUAL FUND) |
-13.51%
Dec 1999 – Dec 2002 |
-5.59%
Mar 2015 – Mar 2020 |
0.76%
Mar 2010 – Mar 2020 |
1.66%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| LOMMX (CGM MUTUAL FUND CGM MUTUAL FUND) |
35.28%
Jul 1984 – Jul 1987 |
25.04%
Jul 1982 – Jul 1987 |
17.72%
May 1984 – May 1994 |
16.77%
Jul 1982 – Jul 1997 |
Annualized Rolling Returns Comparison Chart