Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CPABX (Federated Capital Appreciation B) | NA | -3.57% | 1.17% | -2.25% | 3.99% | 3.08% | NA | … | … |
Data as of 04/19/2013, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CPABX (Federated Capital Appreciation B) | 06/21/1996 | 04/19/2013 |
| 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 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -12.31 | -3.57 | 1.17 | -2.25 | 3.99 | 3.08 | NA | … | … | -3.26 | 9.04 | -6.07 | 11.58 | 13.17 | -29.55 | 9.90 | 15.11 | 1.10 | 6.40 | 22.93 | -19.38 | -6.92 | -4.64 | 42.26 | 18.90 | -78.32 | -0.62 |
| Sharpe Ratio | NA | -0.18 | 0.06 | -0.10 | 0.15 | NA | NA | … | … | -0.41 | 0.62 | -0.27 | 0.69 | 0.55 | -0.89 | 0.46 | 1.17 | -0.11 | 0.48 | 1.37 | -0.92 | -0.53 | -0.37 | 2.26 | 0.78 | -0.81 | -0.34 |
| Standard Deviation(%) | NA | 20.12 | 20.21 | 24.34 | 19.65 | NA | NA | … | … | 25.56 | 14.66 | 22.77 | 16.57 | 23.88 | 34.07 | 15.12 | 10.12 | 10.00 | 11.28 | 16.18 | 22.20 | 17.77 | 23.60 | 17.26 | 19.86 | 165.26 | 13.51 |
| Draw Down(%) | NA | 13.45 | 19.60 | 44.88 | 47.27 | NA | NA | … | … | 13.45 | 13.56 | 19.60 | 16.46 | 23.85 | 39.65 | 9.48 | 9.67 | 7.36 | 9.51 | 13.94 | 30.16 | 21.73 | 18.86 | 9.56 | 27.58 | 84.62 | 9.85 |
| Yield(%) | 0.00 | 0.80 | 0.29 | 0.19 | 5.67 | 4.69 | 0.92 | … | … | 0.00 | 0.86 | 0.00 | 0.00 | 0.00 | 0.21 | 23.49 | 17.54 | 2.30 | 0.26 | 0.00 | 0.00 | 0.08 | 5.99 | 6.28 | 4.51 | 2.48 | 0.95 |
Data as of 04/19/2013, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPABX (Federated Capital Appreciation B) |
-34.02%
Jul 1997 – Jul 2000 |
-28.22%
Sep 1997 – Sep 2002 |
-10.24%
Jul 1997 – Jul 2007 |
-7.52%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPABX (Federated Capital Appreciation B) |
21.35%
Oct 1997 – Oct 2000 |
12.84%
Sep 2002 – Sep 2007 |
8.19%
Oct 1997 – Oct 2007 |
4.63%
Jan 1998 – Jan 2013 |
Annualized Rolling Returns Comparison Chart