Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CESPX (CMG Enhanced S&P 500) | NA | -18.39% | -7.16% | -0.65% | NA | NA | NA | … | … |
Data as of 09/11/2009, Common starting date is 05/09/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CESPX (CMG Enhanced S&P 500) | 05/09/2003 | 09/11/2009 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -18.39 | -7.16 | -0.65 | NA | NA | NA | … | … | 10.44 | -36.78 | 3.25 | 17.89 | 6.85 | 8.81 | 20.30 |
| Sharpe Ratio | NA | -0.41 | -0.30 | -0.11 | NA | NA | NA | … | … | 0.51 | -0.91 | 0.01 | 1.41 | 0.45 | 0.71 | 2.55 |
| Standard Deviation(%) | NA | 45.17 | 29.86 | 24.34 | NA | NA | NA | … | … | 29.90 | 41.12 | 16.31 | 10.41 | 10.36 | 11.11 | 12.71 |
| Draw Down(%) | NA | 44.12 | 54.90 | 54.90 | NA | NA | NA | … | … | 26.60 | 48.22 | 10.32 | 8.17 | 7.13 | 7.20 | 4.39 |
| Yield(%) | 0.00 | 2.24 | 4.90 | 4.88 | 3.00 | 2.00 | 1.50 | … | … | 0.00 | 1.95 | 4.56 | 8.42 | 7.42 | 0.00 | 0.00 |
Data as of 09/11/2009, Common starting date is 05/09/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CESPX (CMG Enhanced S&P 500) |
-14.92%
Feb 2006 – Feb 2009 |
-6.39%
Feb 2004 – Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CESPX (CMG Enhanced S&P 500) |
13.87%
May 2004 – May 2007 |
7.16%
Jun 2003 – Jun 2008 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart