Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CCRT | NA | 1.10% | 22.67% | -19.87% | -4.63% | NA | NA | … | … |
Data as of 11/30/2012, Common starting date is 04/23/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CCRT | 04/23/1999 | 11/30/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.81 | 1.10 | 22.67 | -19.87 | -4.63 | NA | NA | … | … | -1.08 | -46.99 | 109.61 | -29.55 | -44.59 | -74.93 | 3.51 | 40.67 | 28.48 | 200.99 | -39.88 | -35.10 | -52.94 | 167.73 |
| Sharpe Ratio | NA | 0.01 | 0.29 | -0.18 | NA | NA | NA | … | … | -0.02 | -0.74 | 1.74 | -0.29 | -0.36 | -1.16 | 0.01 | 1.16 | 0.61 | 3.01 | -0.44 | -0.37 | -0.58 | 4.94 |
| Standard Deviation(%) | NA | 74.05 | 78.20 | 113.76 | NA | NA | NA | … | … | 64.84 | 63.13 | 62.77 | 101.31 | 126.68 | 67.22 | 31.68 | 33.32 | 44.98 | 66.45 | 92.87 | 101.55 | 98.88 | 62.69 |
| Draw Down(%) | NA | 45.17 | 68.88 | 88.44 | 96.29 | NA | NA | … | … | 45.17 | 67.77 | 43.85 | 72.62 | 87.76 | 77.62 | 37.40 | 18.09 | 38.99 | 41.43 | 65.08 | 75.04 | 77.50 | 31.33 |
| Yield(%) | 0.00 | 0.00 | 7.18 | 0.77 | 0.73 | 0.23 | 0.17 | … | … | 0.00 | 0.00 | 0.00 | 8.99 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/30/2012, Common starting date is 04/23/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CCRT (CCRT) |
-61.84%
Feb 2006 – Feb 2009 |
-41.15%
Jun 2006 – Jun 2011 |
-22.12%
Nov 1999 – Nov 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CCRT (CCRT) |
111.22%
Oct 2002 – Oct 2005 |
45.32%
Jan 2002 – Jan 2007 |
1.74%
Mar 2002 – Mar 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart