Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CEMZX (Columbia Absolute Ret Enh Multi-Strat Z) | NA | -0.24% | 0.22% | NA | NA | NA | NA | … | … |
Data as of 03/06/2015, Common starting date is 04/07/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CEMZX (Columbia Absolute Ret Enh Multi-Strat Z) | 04/07/2011 | 03/06/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.14 | -0.24 | 0.22 | NA | NA | NA | NA | … | … | -2.30 | -0.13 | 1.74 | 2.84 | -1.39 |
| Sharpe Ratio | NA | -0.03 | 0.03 | NA | NA | NA | NA | … | … | -0.78 | -0.04 | 0.36 | 0.81 | -0.41 |
| Standard Deviation(%) | NA | 7.50 | 5.53 | NA | NA | NA | NA | … | … | 16.03 | 3.90 | 4.71 | 3.48 | 4.68 |
| Draw Down(%) | NA | 6.32 | 7.98 | NA | NA | NA | NA | … | … | 6.32 | 5.18 | 3.75 | 2.07 | 3.87 |
| Yield(%) | 0.00 | 0.07 | 1.07 | 0.66 | 0.33 | 0.22 | 0.17 | … | … | 0.00 | 0.07 | 0.53 | 2.64 | 0.10 |
Data as of 03/06/2015, Common starting date is 04/07/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CEMZX (Columbia Absolute Ret Enh Multi-Strat Z) |
0.05%
May 2011 – May 2014 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CEMZX (Columbia Absolute Ret Enh Multi-Strat Z) |
2.44%
Jan 2012 – Jan 2015 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart