Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CLEAX (CNI Charter Large Cap Growth Eq N) | NA | -4.14% | 1.29% | -1.13% | 3.27% | NA | NA | … | … |
Data as of 01/07/2013, Common starting date is 02/05/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CLEAX (CNI Charter Large Cap Growth Eq N) | 02/05/2001 | 01/07/2013 |
| 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 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -4.14 | 1.29 | -1.13 | 3.27 | NA | NA | … | … | 0.00 | -2.48 | -4.49 | 13.65 | 29.66 | -33.53 | 9.03 | 8.42 | 2.81 | 5.74 | 22.96 | -22.28 | -13.91 |
| Sharpe Ratio | NA | -0.20 | 0.06 | -0.05 | 0.10 | NA | NA | … | … | 0.00 | -0.13 | -0.18 | 0.78 | 1.23 | -0.89 | 0.40 | 0.51 | 0.06 | 0.42 | 1.34 | -0.92 | -0.74 |
| Standard Deviation(%) | NA | 19.52 | 21.06 | 26.11 | 20.58 | NA | NA | … | … | NA | 19.62 | 25.53 | 17.35 | 24.01 | 38.69 | 15.01 | 10.13 | 10.18 | 11.40 | 16.59 | 25.30 | 24.00 |
| Draw Down(%) | NA | 19.34 | 21.37 | 45.35 | 46.78 | NA | NA | … | … | 0.00 | 19.34 | 21.37 | 14.81 | 20.73 | 44.20 | 9.36 | 8.89 | 7.10 | 10.63 | 11.73 | 30.92 | 30.02 |
| Yield(%) | 0.00 | 17.63 | 6.51 | 3.63 | 2.73 | 1.27 | 0.95 | … | … | 0.00 | 17.59 | 0.00 | 0.51 | 0.43 | 0.21 | 0.31 | 0.07 | 0.04 | 0.35 | 0.02 | 0.00 | 0.00 |
Data as of 01/07/2013, Common starting date is 02/05/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLEAX (CNI Charter Large Cap Growth Eq N) |
-12.03%
Feb 2006 – Feb 2009 |
-6.00%
Feb 2004 – Feb 2009 |
1.40%
Dec 2001 – Dec 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CLEAX (CNI Charter Large Cap Growth Eq N) |
21.12%
Feb 2009 – Feb 2012 |
11.14%
Sep 2002 – Sep 2007 |
6.48%
Sep 2002 – Sep 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart