Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CMFB (Commercefirst Bancorp Inc) | NA | 55.05% | 29.77% | 0.16% | NA | NA | NA | … | … |
Data as of 05/31/2012, Common starting date is 02/18/2005
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMFB (Commercefirst Bancorp Inc) | 02/18/2005 | 05/31/2012 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.36 | 55.05 | 29.77 | 0.16 | NA | NA | NA | … | … | 3.09 | 43.24 | 60.87 | 6.48 | -51.35 | -18.98 | 0.00 | 1.48 |
| Sharpe Ratio | NA | 0.69 | 0.45 | -0.01 | NA | NA | NA | … | … | 0.34 | 0.48 | 1.02 | 0.10 | -0.84 | -0.86 | -0.14 | -0.02 |
| Standard Deviation(%) | NA | 79.95 | 66.34 | 66.64 | NA | NA | NA | … | … | 22.65 | 90.02 | 59.86 | 62.24 | 62.08 | 25.61 | 23.02 | 26.39 |
| Draw Down(%) | NA | 38.90 | 43.84 | 71.48 | NA | NA | NA | … | … | 7.29 | 38.90 | 21.88 | 27.68 | 53.54 | 30.99 | 10.84 | 18.52 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/31/2012, Common starting date is 02/18/2005
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMFB (Commercefirst Bancorp Inc) |
-32.30%
Apr 2006 – Apr 2009 |
-13.34%
Sep 2006 – Sep 2011 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMFB (Commercefirst Bancorp Inc) |
45.25%
Feb 2009 – Feb 2012 |
-0.23%
Mar 2007 – Mar 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart