Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CGMFX (CGM FOCUS FUND CGM FOCUS FUND) | NA | -3.63% | 9.85% | -4.57% | 4.34% | -0.87% | 6.59% | … | … |
Data as of 12/02/2022, Common starting date is 10/01/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CGMFX (CGM FOCUS FUND CGM FOCUS FUND) | 10/01/1997 | 12/02/2022 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.33 | -3.63 | 9.85 | -4.57 | 4.34 | -0.87 | 6.59 | … | … | -5.47 | 32.08 | -4.35 | -13.07 | -24.73 | 24.82 | 9.03 | -4.11 | 1.39 | 37.61 | 14.23 | -26.29 | 17.15 | 10.42 | -48.18 | 79.92 | 14.95 | 25.37 | 12.33 | 66.46 | -17.79 | 47.65 | 53.93 | 8.45 | 3.52 | -14.96 |
| Sharpe Ratio | NA | -0.15 | 0.33 | -0.20 | 0.16 | NA | NA | … | … | -0.23 | 1.32 | -0.15 | -0.73 | -1.25 | 1.56 | 0.35 | -0.18 | 0.08 | 1.89 | 0.67 | -0.79 | 0.62 | 0.30 | -0.92 | 2.78 | 0.50 | 1.19 | 0.53 | 2.73 | -0.59 | 1.34 | 1.52 | 0.23 | 0.01 | -1.51 |
| Standard Deviation(%) | NA | 31.23 | 28.43 | 25.50 | 23.26 | NA | NA | … | … | 31.63 | 24.24 | 29.95 | 19.83 | 20.84 | 15.62 | 25.11 | 23.43 | 18.21 | 19.89 | 21.25 | 33.29 | 27.70 | 34.65 | 53.32 | 27.85 | 23.55 | 19.56 | 21.33 | 24.12 | 32.14 | 34.41 | 32.72 | 23.12 | 26.73 | 33.80 |
| Draw Down(%) | NA | 30.23 | 42.57 | 65.35 | 65.35 | NA | NA | … | … | 30.23 | 15.83 | 42.49 | 27.64 | 33.58 | 7.44 | 28.01 | 17.63 | 14.00 | 9.77 | 21.88 | 36.47 | 24.17 | 27.53 | 65.07 | 12.94 | 20.38 | 13.71 | 16.46 | 18.90 | 39.39 | 30.30 | 16.55 | 24.81 | 44.02 | 21.72 |
| Yield(%) | 0.43 | 1.51 | 1.01 | 0.41 | 0.40 | 1.31 | 5.76 | … | … | 0.40 | 1.43 | 0.01 | 0.74 | 0.27 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.19 | 0.11 | 0.42 | 28.94 | 10.76 | 12.37 | 13.74 | 0.00 | 0.00 | 8.86 | 3.48 | 0.31 | 0.00 | 0.00 |
Data as of 12/02/2022, Common starting date is 10/01/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CGMFX (CGM FOCUS FUND CGM FOCUS FUND) |
-23.03%
Mar 2017 – Mar 2020 |
-13.00%
Mar 2015 – Mar 2020 |
-3.80%
Mar 2010 – Mar 2020 |
-1.30%
Sep 2007 – Sep 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CGMFX (CGM FOCUS FUND CGM FOCUS FUND) |
44.32%
Mar 1999 – Mar 2002 |
38.65%
Feb 2003 – Feb 2008 |
27.02%
Aug 1998 – Aug 2008 |
15.36%
Sep 1998 – Sep 2013 |
Annualized Rolling Returns Comparison Chart