Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CMGCX (CMG Absolute Return Strategies C) | NA | 0.98% | 1.38% | NA | NA | NA | NA | … | … |
Data as of 02/08/2013, Common starting date is 05/05/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMGCX (CMG Absolute Return Strategies C) | 05/05/2009 | 02/08/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.98 | 1.38 | NA | NA | NA | NA | … | … | 0.00 | -5.39 | 7.65 | 1.88 | -4.20 |
| Sharpe Ratio | NA | 0.22 | 0.16 | NA | NA | NA | NA | … | … | 0.00 | -0.68 | 0.70 | 0.33 | -1.06 |
| Standard Deviation(%) | NA | 4.22 | 8.41 | NA | NA | NA | NA | … | … | NA | 8.09 | 10.85 | 5.45 | 6.00 |
| Draw Down(%) | NA | 4.45 | 8.33 | NA | NA | NA | NA | … | … | 0.00 | 8.33 | 6.39 | 4.91 | 7.17 |
| Yield(%) | 0.00 | 0.00 | 2.33 | 1.33 | 0.67 | 0.44 | 0.33 | … | … | 0.00 | 0.00 | 6.81 | 0.00 | 0.00 |
Data as of 02/08/2013, Common starting date is 05/05/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMGCX (CMG Absolute Return Strategies C) |
-0.34%
Jun 2009 – Jun 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMGCX (CMG Absolute Return Strategies C) |
1.49%
Nov 2009 – Nov 2012 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart