Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CMNBX (Principal Capital Appreciation B) | NA | 9.34% | 17.01% | 13.54% | 7.49% | 6.55% | NA | … | … |
Data as of 06/16/2015, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMNBX (Principal Capital Appreciation B) | 06/21/1996 | 06/16/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 9.34 | 17.01 | 13.54 | 7.49 | 6.55 | NA | … | … | 3.15 | 11.33 | 31.07 | 12.31 | -1.02 | 13.65 | 28.04 | -34.09 | 7.60 | 10.78 | 7.12 | 12.19 | 39.95 | -23.20 | 5.45 | 9.82 | 41.31 | 21.87 | 31.62 | 10.30 |
| Sharpe Ratio | NA | 0.91 | 1.53 | 0.92 | 0.32 | NA | NA | … | … | 0.83 | 1.00 | 2.75 | 0.97 | -0.05 | 0.74 | 0.98 | -0.87 | 0.28 | 0.63 | 0.43 | 0.83 | 2.20 | -0.93 | 0.12 | 0.17 | 2.30 | 0.80 | -1.55 | 1.29 |
| Standard Deviation(%) | NA | 10.23 | 11.15 | 14.76 | 20.55 | NA | NA | … | … | 8.50 | 11.34 | 11.27 | 12.75 | 22.33 | 18.25 | 28.53 | 40.34 | 16.30 | 12.00 | 11.51 | 13.57 | 17.88 | 26.10 | 26.83 | 34.52 | 16.55 | 23.30 | 15.22 | 13.17 |
| Draw Down(%) | NA | 7.22 | 7.22 | 20.42 | 52.33 | NA | NA | … | … | 3.23 | 7.22 | 5.96 | 10.01 | 20.42 | 16.32 | 26.22 | 45.40 | 9.08 | 10.08 | 8.58 | 10.77 | 12.60 | 37.37 | 30.03 | 31.14 | 9.89 | 34.08 | 10.93 | 10.84 |
| Yield(%) | 0.00 | 4.75 | 3.94 | 3.73 | 3.70 | 3.66 | 7.73 | … | … | 0.00 | 5.04 | 3.17 | 1.84 | 1.46 | 3.79 | 0.92 | 4.05 | 8.37 | 2.76 | 2.88 | 1.39 | 0.00 | 0.00 | 3.77 | 16.22 | 16.36 | 5.30 | 18.76 | 9.77 |
Data as of 06/16/2015, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMNBX (Principal Capital Appreciation B) |
-14.45%
Feb 2006 – Feb 2009 |
-5.31%
Feb 2004 – Feb 2009 |
1.28%
Aug 2000 – Aug 2010 |
6.14%
Mar 2000 – Mar 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMNBX (Principal Capital Appreciation B) |
38.99%
Aug 1998 – Aug 2001 |
26.88%
Jul 1996 – Jul 2001 |
15.05%
Jul 1996 – Jul 2006 |
11.19%
Aug 1998 – Aug 2013 |
Annualized Rolling Returns Comparison Chart