Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CPCDX (PL Port Optimization Mod-Agrsv 529 MT C) | NA | 11.65% | 1.16% | 2.28% | NA | NA | NA | … | … |
Data as of 01/21/2011, Common starting date is 02/04/2004
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CPCDX (PL Port Optimization Mod-Agrsv 529 MT C) | 02/04/2004 | 01/21/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.65 | 1.16 | 2.28 | NA | NA | NA | … | … | 0.00 | 10.99 | 30.92 | -34.73 | 6.40 | 13.17 | 6.86 | 8.36 |
| Sharpe Ratio | NA | 0.78 | 0.02 | 0.04 | NA | NA | NA | … | … | 0.00 | 0.73 | 1.27 | -1.07 | 0.26 | 1.09 | 0.64 | 0.96 |
| Standard Deviation(%) | NA | 14.74 | 25.33 | 21.06 | NA | NA | NA | … | … | NA | 14.95 | 24.24 | 33.12 | 13.05 | 9.06 | 7.32 | 8.62 |
| Draw Down(%) | NA | 11.82 | 48.23 | 51.17 | NA | NA | NA | … | … | 0.00 | 11.82 | 23.52 | 45.83 | 8.23 | 9.56 | 4.95 | 7.85 |
| Yield(%) | 0.00 | 0.54 | 1.44 | 2.80 | 1.83 | 1.22 | 0.91 | … | … | 0.00 | 0.53 | 0.93 | 2.96 | 5.19 | 4.20 | 1.39 | 0.58 |
Data as of 01/21/2011, Common starting date is 02/04/2004
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPCDX (PL Port Optimization Mod-Agrsv 529 MT C) |
-13.72%
Feb 2006 – Feb 2009 |
-3.81%
Mar 2004 – Mar 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPCDX (PL Port Optimization Mod-Agrsv 529 MT C) |
13.15%
Oct 2004 – Oct 2007 |
3.46%
Apr 2005 – Apr 2010 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart