Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| AHDEX (CNI Charter Diversified Equity Instl) | NA | 3.32% | 14.05% | 9.28% | 4.60% | 3.94% | NA | … | … |
Data as of 11/18/2014, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| AHDEX (CNI Charter Diversified Equity Instl) | 06/21/1996 | 11/18/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 3.32 | 14.05 | 9.28 | 4.60 | 3.94 | NA | … | … | -0.28 | 29.94 | 13.36 | -7.16 | 12.68 | 28.45 | -38.09 | 0.23 | 14.71 | 7.35 | 13.17 | 28.91 | -19.59 | -1.77 | -2.16 | 21.88 | 17.56 | 34.25 | 13.28 |
| Sharpe Ratio | NA | 0.50 | 1.17 | 0.56 | 0.18 | NA | NA | … | … | -0.05 | 2.53 | 0.98 | -0.29 | 0.66 | 1.06 | -1.00 | -0.18 | 1.14 | 0.50 | 1.17 | 1.73 | -0.84 | -0.22 | -0.28 | 1.12 | 0.74 | -1.35 | 2.25 |
| Standard Deviation(%) | NA | 6.57 | 11.97 | 16.58 | 20.31 | NA | NA | … | … | 6.19 | 11.80 | 13.75 | 24.89 | 19.03 | 26.76 | 39.06 | 15.48 | 10.09 | 10.33 | 10.46 | 16.29 | 24.48 | 19.29 | 22.00 | 16.70 | 19.14 | 15.49 | 10.29 |
| Draw Down(%) | NA | 6.44 | 11.50 | 23.29 | 55.28 | NA | NA | … | … | 6.44 | 5.58 | 11.50 | 23.29 | 16.70 | 24.36 | 48.61 | 11.54 | 8.21 | 7.02 | 7.89 | 13.52 | 31.33 | 22.84 | 13.32 | 13.29 | 22.12 | 9.67 | 7.01 |
| Yield(%) | 0.00 | 0.24 | 0.77 | 0.65 | 3.68 | 4.24 | 6.79 | … | … | 0.00 | 0.99 | 0.96 | 0.36 | 0.48 | 0.93 | 0.91 | 14.88 | 10.09 | 5.47 | 0.57 | 0.55 | 0.64 | 5.91 | 24.34 | 12.23 | 10.46 | 27.74 | 12.81 |
Data as of 11/18/2014, 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 |
|---|---|---|---|---|
| AHDEX (CNI Charter Diversified Equity Instl) |
-16.08%
Feb 2006 – Feb 2009 |
-6.56%
Feb 2004 – Feb 2009 |
-1.09%
Feb 1999 – Feb 2009 |
4.01%
Apr 1998 – Apr 2013 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| AHDEX (CNI Charter Diversified Equity Instl) |
26.88%
Jul 1996 – Jul 1999 |
18.58%
Feb 2009 – Feb 2014 |
10.98%
Jul 1996 – Jul 2006 |
7.26%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart