Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| SMCEX (COLUMBIA DISCIPLINED SMALL CORE FUND COLUMBIA DISCIPLINED SMALL CORE FUND CLASS Z) | NA | -13.85% | -5.19% | -1.83% | 5.71% | 4.27% | 6.57% | 8.17% |
Data as of 07/10/2020, AR inception is 12/30/1992
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| SMCEX (COLUMBIA DISCIPLINED SMALL CORE FUND COLUMBIA DISCIPLINED SMALL CORE FUND CLASS Z) | 12/30/1992 | 07/10/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -2.32 | -13.85 | -5.19 | -1.83 | 5.71 | 4.27 | 6.57 | 8.17 | -19.84 | 20.98 | -17.68 | 6.53 | 16.08 | -7.29 | -0.19 | 36.15 | 13.39 | -2.95 | 28.33 | 33.95 | -33.01 | -0.38 | 16.20 | 6.27 | 16.55 | 39.14 | -12.75 | 18.90 | 17.18 | 10.81 | -5.22 | 31.67 | 27.19 | 22.74 | -4.95 | 4.66 | 1.59 |
| Sharpe Ratio | NA | -0.34 | -0.22 | -0.08 | 0.18 | NA | NA | 0.29 | -0.60 | 1.17 | -1.05 | 0.47 | 0.28 | -0.47 | -0.01 | 2.54 | 0.80 | -0.09 | 1.21 | 0.97 | -0.84 | -0.19 | 0.90 | 0.30 | 1.12 | 2.66 | -0.70 | 1.11 | 0.89 | 0.80 | -0.60 | 2.63 | 2.78 | 1.96 | -0.76 | 0.28 | NA |
| Standard Deviation(%) | NA | 43.26 | 28.35 | 34.17 | 28.12 | NA | NA | 22.38 | 57.93 | 16.66 | 18.09 | 12.62 | 56.38 | 15.42 | 14.99 | 14.24 | 16.82 | 32.25 | 23.39 | 34.75 | 40.51 | 17.92 | 14.47 | 13.45 | 13.87 | 14.44 | 19.76 | 15.23 | 14.76 | 9.53 | 14.23 | 10.64 | 8.44 | 9.66 | 10.38 | 9.38 | 0.00 |
| Draw Down(%) | NA | 45.07 | 49.09 | 49.09 | 49.09 | NA | NA | 58.73 | 45.07 | 12.98 | 28.79 | 7.71 | 32.01 | 15.20 | 14.00 | 6.27 | 14.05 | 27.56 | 18.41 | 33.02 | 48.67 | 14.27 | 11.98 | 9.98 | 10.67 | 12.14 | 28.71 | 15.12 | 7.44 | 11.82 | 31.15 | 9.45 | 10.11 | 8.48 | 12.48 | 9.79 | 0.00 |
| Yield(%) | 0.00 | 0.85 | 12.58 | 14.39 | 14.36 | 9.09 | 11.18 | 14.19 | 0.00 | 0.95 | 21.16 | 18.16 | 37.13 | 30.09 | 7.97 | 10.20 | 3.92 | 3.50 | 0.00 | 0.00 | 7.50 | 19.32 | 11.85 | 8.10 | 6.50 | 3.77 | 0.09 | 10.41 | 15.04 | 10.85 | 8.73 | 19.92 | 17.28 | 0.14 | 0.12 | 0.04 | 0.02 |
Data as of 07/10/2020, AR inception is 12/30/1992
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMCEX (COLUMBIA DISCIPLINED SMALL CORE FUND COLUMBIA DISCIPLINED SMALL CORE FUND CLASS Z) |
-17.14%
Feb 2006 - Feb 2009 |
-6.17%
Feb 2004 - Feb 2009 |
2.82%
Mar 2010 - Mar 2020 |
3.26%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| SMCEX (COLUMBIA DISCIPLINED SMALL CORE FUND COLUMBIA DISCIPLINED SMALL CORE FUND CLASS Z) |
32.33%
Feb 2009 - Feb 2012 |
26.86%
Feb 2009 - Feb 2014 |
15.58%
Dec 1994 - Dec 2004 |
11.94%
May 1993 - May 2008 |
Annualized Rolling Returns Comparison Chart