Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CMTZX (Columbia Masters International Equity Z) | NA | -2.57% | 9.14% | 6.63% | NA | NA | NA | … | … |
Data as of 03/06/2015, Common starting date is 02/21/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CMTZX (Columbia Masters International Equity Z) | 02/21/2006 | 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 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.68 | -2.57 | 9.14 | 6.63 | NA | NA | NA | … | … | 6.66 | -6.24 | 17.68 | 19.09 | -12.47 | 11.53 | 35.52 | -46.76 | 15.09 | 18.13 |
| Sharpe Ratio | NA | -0.24 | 0.66 | 0.36 | NA | NA | NA | … | … | 3.66 | -0.54 | 1.42 | 1.08 | -0.46 | 0.55 | 1.22 | -1.14 | 0.66 | 1.29 |
| Standard Deviation(%) | NA | 10.89 | 13.75 | 18.61 | NA | NA | NA | … | … | 12.20 | 11.68 | 12.41 | 17.85 | 27.21 | 20.79 | 29.00 | 41.87 | 18.19 | 13.85 |
| Draw Down(%) | NA | 13.24 | 15.76 | 25.85 | NA | NA | NA | … | … | 3.12 | 13.24 | 10.45 | 15.76 | 25.85 | 18.53 | 25.66 | 57.85 | 12.92 | 16.17 |
| Yield(%) | 0.00 | 0.00 | 0.56 | 1.67 | 2.65 | 1.77 | 1.33 | … | … | 0.00 | 0.00 | 0.00 | 1.76 | 1.30 | 5.10 | 3.13 | 4.56 | 7.41 | 3.66 |
Data as of 03/06/2015, Common starting date is 02/21/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMTZX (Columbia Masters International Equity Z) |
-14.42%
Mar 2006 – Mar 2009 |
-6.21%
May 2007 – May 2012 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CMTZX (Columbia Masters International Equity Z) |
21.01%
Feb 2009 – Feb 2012 |
17.79%
Feb 2009 – Feb 2014 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart