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CBG: CBRE Group Inc (STOCK)
Basic Info
| Asset Class: | ROOT |
| MyPlanIQ Rating: |
Not Rated
|
| Start Date: | 06/10/2004 |
| Last Dividend Date: | 06/10/2004 |
| 12-Mo. Yield | 0.00% |
| Expenses | - |
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Performance Analytics (As of 03/22/2018)
Not up-to-date? Try| Last 1 Week* | 1 Yr | 3 Yr | 5 Yr | 10 Yr | Since 06/10/2004 |
2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -1.9 | 33.3 | 8.1 | 13.5 | 9.1 | 15.9 | 7.3 | 37.5 | -8.9 | 1.0 | 30.2 | 32.2 | 30.7 | -25.7 | 50.9 | 214.1 | -80.0 | -35.1 | 69.2 | 75.4 | 82.8 |
| Sharpe Ratio | NA | 0.73 | -0.57 | -0.32 | -0.18 | -0.09 | 0.66 | 0.94 | -1.23 | -0.68 | 0.56 | 0.56 | 0.35 | -0.82 | 0.77 | 1.68 | -0.76 | -1.14 | 1.17 | 1.57 | 6.02 |
| Draw Down(%) | NA | 9.9 | 40.1 | 40.1 | 90.2 | 94.3 | 9.8 | 10.8 | 32.6 | 20.5 | 17.5 | 16.6 | 27.6 | 57.0 | 26.4 | 54.2 | 86.6 | 55.6 | 30.6 | 14.7 | 8.9 |
| Standard Deviation(%) | NA | 19.1 | 27.4 | 25.4 | 62.4 | 57.5 | 23.0 | 19.5 | 34.8 | 25.7 | 20.8 | 24.4 | 35.0 | 53.6 | 41.7 | 116.5 | 129.9 | 50.1 | 40.3 | 34.7 | 27.7 |
| Treynor Ratio | NA | 0.14 | -0.11 | -0.06 | -0.05 | -0.02 | 0.18 | 0.12 | -0.22 | -0.15 | 0.11 | 0.1 | 0.06 | -0.25 | 0.18 | 0.62 | -0.46 | -0.29 | 0.24 | 0.39 | 2.29 |
| Alpha | NA | 0.07 | 0.02 | 0.02 | 0.1 | 0.13 | 0.13 | 0.05 | 0.01 | 0.02 | 0.06 | -0.01 | 0.08 | -0.04 | 0.14 | 0.54 | 0.11 | -0.09 | 0.2 | 0.25 | 0.38 |
| Beta | NA | 1.02 | 1.42 | 1.34 | 2.11 | 2.06 | 0.84 | 1.54 | 1.93 | 1.18 | 1.04 | 1.41 | 1.9 | 1.76 | 1.83 | 3.14 | 2.18 | 2.0 | 1.93 | 1.4 | 0.73 |
| RSquared | NA | 0.32 | 0.44 | 0.43 | 0.44 | 0.42 | 0.48 | 0.27 | 0.53 | 0.5 | 0.32 | 0.4 | 0.47 | 0.59 | 0.62 | 0.48 | 0.46 | 0.41 | 0.23 | 0.17 | 0.07 |
| Yield(%) | N/A | 0.0 | 0.0 | 0.0 | 0.0 | N/A | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 06/10/2004
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