Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NEFGX (CGM ADVISOR TARGETED EQUITY FUND CLASS A) | NA | -12.97% | 4.24% | 3.44% | 4.75% | 4.74% | NA | … | … |
Data as of 02/17/2016, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NEFGX (CGM ADVISOR TARGETED EQUITY FUND CLASS A) | 06/21/1996 | 02/17/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -12.97 | 4.24 | 3.44 | 4.75 | 4.74 | NA | … | … | -11.30 | -5.96 | -6.37 | 12.02 | 9.29 | -15.83 | 16.56 | 24.54 | -41.12 | 21.59 | 4.70 | 12.93 | 13.98 | 42.81 | -28.81 | -16.56 | -14.91 | -3.17 | 9.13 | -10.49 | 5.34 |
| Sharpe Ratio | NA | -1.00 | -0.34 | -0.20 | -0.08 | NA | NA | … | … | -4.05 | -0.31 | -0.32 | 0.54 | 0.51 | -0.50 | 0.69 | 0.96 | -1.04 | 0.74 | 0.10 | 0.84 | 0.87 | 2.08 | -1.03 | -0.86 | -0.95 | -0.24 | 0.18 | -1.69 | 0.39 |
| Standard Deviation(%) | NA | 18.86 | 21.59 | 23.92 | 26.03 | NA | NA | … | … | 15.42 | 19.34 | 19.72 | 22.07 | 18.40 | 31.74 | 23.95 | 25.46 | 40.17 | 25.21 | 14.66 | 12.77 | 15.05 | 20.25 | 29.14 | 22.24 | 19.90 | 27.20 | 31.46 | 38.71 | 17.44 |
| Draw Down(%) | NA | 21.09 | 31.02 | 32.29 | 56.25 | NA | NA | … | … | 11.40 | 14.56 | 12.69 | 13.89 | 17.02 | 32.29 | 20.13 | 21.93 | 48.35 | 13.64 | 14.90 | 9.24 | 13.15 | 11.47 | 31.31 | 36.11 | 21.08 | 19.41 | 41.13 | 34.41 | 8.33 |
| Yield(%) | 0.00 | 6.17 | 11.81 | 8.06 | 6.67 | 5.61 | 3.72 | … | … | 3.91 | 2.76 | 14.27 | 16.11 | 5.97 | 0.46 | 0.97 | 0.64 | 3.90 | 12.02 | 3.63 | 0.26 | 0.00 | 0.00 | 1.18 | 0.37 | 10.34 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/17/2016, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEFGX (CGM ADVISOR TARGETED EQUITY FUND CLASS A) |
-17.04%
Feb 2000 – Feb 2003 |
-12.99%
Jul 1997 – Jul 2002 |
-2.31%
Feb 1999 – Feb 2009 |
-0.69%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEFGX (CGM ADVISOR TARGETED EQUITY FUND CLASS A) |
24.33%
Jan 2003 – Jan 2006 |
21.87%
Dec 2002 – Dec 2007 |
10.14%
Mar 2003 – Mar 2013 |
5.53%
Jul 2000 – Jul 2015 |
Annualized Rolling Returns Comparison Chart