Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COISX (CMG International Stock) | NA | -17.92% | -9.12% | -2.44% | -4.57% | NA | NA | … | … |
Data as of 09/11/2009, Common starting date is 02/22/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COISX (CMG International Stock) | 02/22/1999 | 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 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -17.92 | -9.12 | -2.44 | -4.57 | NA | NA | … | … | 12.23 | -45.04 | 7.22 | 25.57 | -3.51 | 10.87 | 33.15 | -14.73 | -19.32 | -36.81 | 46.49 |
| Sharpe Ratio | NA | -0.38 | -0.34 | -0.16 | -0.27 | NA | NA | … | … | 0.59 | -1.05 | 0.23 | 1.49 | -0.31 | 0.71 | 2.49 | -0.98 | -1.44 | -1.61 | 3.59 |
| Standard Deviation(%) | NA | 48.12 | 31.75 | 27.46 | 23.87 | NA | NA | … | … | 30.27 | 43.46 | 18.61 | 15.05 | 18.23 | 13.92 | 13.01 | 16.22 | 15.22 | 25.40 | 14.57 |
| Draw Down(%) | NA | 47.40 | 62.95 | 62.95 | 68.16 | NA | NA | … | … | 28.29 | 57.67 | 13.70 | 17.03 | 14.90 | 11.84 | 12.51 | 24.34 | 29.72 | 42.13 | 5.46 |
| Yield(%) | 0.00 | 2.60 | 12.87 | 9.10 | 3.22 | 2.58 | 1.94 | … | … | 0.00 | 1.96 | 15.92 | 24.15 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 09/11/2009, Common starting date is 02/22/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COISX (CMG International Stock) |
-25.98%
Feb 2000 – Feb 2003 |
-9.39%
Feb 2004 – Feb 2009 |
-5.54%
Mar 1999 – Mar 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COISX (CMG International Stock) |
18.51%
Mar 2003 – Mar 2006 |
15.88%
Sep 2002 – Sep 2007 |
-3.21%
May 1999 – May 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart