Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CPLAX (PL Lg-Cap Val MT 529 A) | NA | 0.97% | -9.52% | -2.44% | NA | NA | NA | … | … |
Data as of 08/03/2010, Common starting date is 08/02/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CPLAX (PL Lg-Cap Val MT 529 A) | 08/02/2002 | 08/03/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 0.97 | -9.52 | -2.44 | NA | NA | NA | … | … | -9.65 | 22.78 | -34.50 | 2.52 | 16.65 | 4.98 | 9.01 | 29.40 | 2.36 |
| Sharpe Ratio | NA | 0.05 | -0.36 | -0.18 | NA | NA | NA | … | … | -0.90 | 0.88 | -0.95 | -0.03 | 1.48 | 0.29 | 0.80 | 1.66 | 0.16 |
| Standard Deviation(%) | NA | 16.94 | 28.44 | 23.14 | NA | NA | NA | … | … | 17.91 | 25.90 | 37.09 | 14.94 | 9.09 | 9.78 | 10.13 | 17.30 | 31.03 |
| Draw Down(%) | NA | 15.02 | 52.83 | 53.19 | NA | NA | NA | … | … | 15.02 | 25.99 | 44.71 | 9.68 | 7.62 | 7.08 | 10.11 | 16.31 | 24.33 |
| Yield(%) | 0.00 | 1.54 | 1.41 | 2.92 | 2.23 | 1.49 | 1.11 | … | … | 0.46 | 1.59 | 1.03 | 2.57 | 8.72 | 0.31 | 0.38 | 0.00 | 0.00 |
Data as of 08/03/2010, Common starting date is 08/02/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPLAX (PL Lg-Cap Val MT 529 A) |
-14.50%
Feb 2006 – Feb 2009 |
-6.98%
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 |
|---|---|---|---|---|
| CPLAX (PL Lg-Cap Val MT 529 A) |
17.65%
Mar 2003 – Mar 2006 |
15.43%
Sep 2002 – Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart