Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CT (Capital Trust, Inc. A) | NA | 102.62% | 39.52% | -26.15% | -6.86% | -7.53% | 1.71% | … | … |
Data as of 05/13/2013, Common starting date is 11/05/1987
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CT (Capital Trust, Inc. A) | 11/05/1987 | 05/13/2013 |
| 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 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 102.62 | 39.52 | -26.15 | -6.86 | -7.53 | 1.71 | … | … | 19.52 | 95.90 | 45.16 | 22.05 | -64.72 | -86.88 | -29.41 | 85.97 | 2.97 | 44.75 | 55.16 | -7.99 | 16.60 | -1.20 | -16.67 | -46.67 | 309.09 | 83.33 | -5.83 | -21.80 | 11.77 | 24.68 | -14.10 | 1.41 | -48.42 | 36.78 | -15.04 |
| Sharpe Ratio | NA | 1.96 | 0.53 | -0.24 | -0.09 | NA | NA | … | … | 1.23 | 1.80 | 0.47 | 0.28 | -0.42 | -0.72 | -0.78 | 3.80 | 0.03 | 1.94 | 2.06 | -0.35 | 0.42 | -0.12 | -0.35 | -0.84 | 3.85 | 1.04 | -0.13 | -0.35 | 0.14 | 0.33 | -0.29 | -0.08 | -1.10 | 0.84 | -1.86 |
| Standard Deviation(%) | NA | 50.27 | 74.82 | 109.43 | 88.49 | NA | NA | … | … | 51.68 | 53.78 | 96.75 | 78.58 | 154.83 | 121.25 | 41.97 | 21.90 | 24.40 | 22.62 | 26.38 | 25.62 | 34.22 | 42.09 | 57.31 | 59.65 | 65.45 | 75.68 | 75.36 | 70.18 | 70.29 | 67.72 | 61.68 | 51.16 | 49.42 | 38.23 | 37.64 |
| Draw Down(%) | NA | 22.76 | 61.65 | 96.76 | 97.98 | NA | NA | … | … | 22.76 | 37.35 | 61.65 | 59.07 | 79.53 | 87.61 | 48.19 | 11.79 | 14.88 | 14.18 | 16.04 | 26.39 | 27.69 | 35.00 | 35.33 | 61.51 | 29.47 | 32.00 | 39.08 | 31.52 | 29.00 | 30.79 | 40.81 | 25.00 | 55.07 | 22.36 | 23.25 |
| Yield(%) | 0.00 | 76.92 | 34.36 | 2.61 | 9.92 | 12.57 | 39.27 | … | … | 0.00 | 87.72 | 0.00 | 0.00 | 0.00 | 7.54 | 10.31 | 11.60 | 8.05 | 8.15 | 34.03 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 4.29 | 8.73 | 31.69 | 34.29 | 31.51 | 43.64 | 15.65 | 22.11 | 9.27 |
Data as of 05/13/2013, Common starting date is 11/05/1987
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CT (Capital Trust, Inc. A) |
-68.03%
Dec 2006 – Dec 2009 |
-43.75%
Nov 2005 – Nov 2010 |
-18.32%
Mar 1999 – Mar 2009 |
-11.38%
Aug 1997 – Aug 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CT (Capital Trust, Inc. A) |
92.06%
Nov 1994 – Nov 1997 |
48.83%
Aug 1992 – Aug 1997 |
27.46%
Feb 1996 – Feb 2006 |
20.10%
Dec 1991 – Dec 2006 |
Annualized Rolling Returns Comparison Chart