Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COSMX (CMG Small/Mid Cap) | NA | -24.93% | -4.52% | 4.55% | NA | NA | NA | … | … |
Data as of 09/11/2009, Common starting date is 01/11/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COSMX (CMG Small/Mid Cap) | 01/11/2001 | 09/11/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -24.93 | -4.52 | 4.55 | NA | NA | NA | … | … | 16.18 | -43.56 | 19.92 | 15.31 | 15.94 | 11.02 | 38.78 | -22.81 | -14.18 |
| Sharpe Ratio | NA | -0.53 | -0.19 | 0.10 | NA | NA | NA | … | … | 0.74 | -1.03 | 0.87 | 0.72 | 0.95 | 0.62 | 2.08 | -0.98 | -0.72 |
| Standard Deviation(%) | NA | 47.38 | 32.53 | 27.38 | NA | NA | NA | … | … | 32.40 | 43.20 | 19.48 | 16.79 | 14.57 | 16.25 | 18.31 | 24.40 | 23.66 |
| Draw Down(%) | NA | 49.48 | 56.68 | 56.68 | NA | NA | NA | … | … | 20.80 | 54.57 | 11.69 | 17.87 | 10.16 | 19.74 | 9.52 | 29.83 | 33.43 |
| Yield(%) | 0.00 | 0.00 | 10.11 | 21.87 | 9.30 | 6.20 | 4.65 | … | … | 0.00 | 0.00 | 16.57 | 69.63 | 12.32 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/11/2009, Common starting date is 01/11/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COSMX (CMG Small/Mid Cap) |
-14.63%
Feb 2006 – Feb 2009 |
-2.89%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COSMX (CMG Small/Mid Cap) |
27.07%
Mar 2003 – Mar 2006 |
20.66%
Oct 2002 – Oct 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart