Performance Comparison
Portfolio Performance Comparison
Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
---|---|---|---|---|---|---|---|---|
RDBIX (Columbia Diversified Bond I) | NA | -23.40% | -4.28% | 0.34% | NA | NA | NA | 0.68% |
Data as of 07/26/2013, AR inception is 04/03/2006
More Performance Analytics Comparison
Name | Start Date | End Date |
---|---|---|
RDBIX (Columbia Diversified Bond I) | 04/03/2006 | 07/26/2013 |
Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return (%) | 0.00 | -23.40 | -4.28 | 0.34 | NA | NA | NA | 0.68 | -25.06 | 7.66 | 6.42 | 7.99 | 15.50 | -5.92 | 1.70 | 2.32 |
Sharpe Ratio | NA | -0.85 | -0.27 | 0.03 | NA | NA | NA | -0.02 | -1.10 | 2.83 | 1.50 | 2.19 | 3.38 | -1.10 | -0.36 | -0.07 |
Standard Deviation(%) | NA | 27.61 | 16.25 | 12.97 | NA | NA | NA | 10.95 | 36.36 | 2.71 | 4.25 | 3.61 | 4.56 | 6.19 | 3.55 | 3.29 |
Draw Down(%) | NA | 25.07 | 25.07 | 25.07 | NA | NA | NA | 25.07 | 25.06 | 1.17 | 2.20 | 3.16 | 1.84 | 11.29 | 2.66 | 1.89 |
Yield(%) | 0.00 | 5.83 | 5.22 | 5.03 | 2.87 | 1.91 | 1.44 | 4.10 | 0.40 | 7.56 | 5.53 | 3.74 | 4.85 | 4.68 | 1.28 | 0.00 |
Data as of 07/26/2013, AR inception is 04/03/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
RDBIX (Columbia Diversified Bond I) |
-4.03%
Jun 2010 - Jun 2013 |
0.10%
Apr 2008 - Apr 2013 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
---|---|---|---|---|
RDBIX (Columbia Diversified Bond I) |
10.38%
Nov 2008 - Nov 2011 |
6.33%
Oct 2007 - Oct 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart