Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| COVIX (COLUMBIA OVERSEAS VALUE FUND CLASS I) | NA | 14.03% | 2.80% | 6.45% | NA | NA | NA | … | … |
Data as of 03/24/2017, Common starting date is 04/07/2011
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COVIX (COLUMBIA OVERSEAS VALUE FUND CLASS I) | 04/07/2011 | 03/24/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.57 | 14.03 | 2.80 | 6.45 | NA | NA | NA | … | … | 6.81 | 1.23 | 4.68 | -6.78 | 23.46 | 17.87 | -15.18 |
| Sharpe Ratio | NA | 0.76 | 0.16 | 0.42 | NA | NA | NA | … | … | 3.71 | 0.05 | 0.29 | -0.56 | 1.82 | 1.09 | -0.66 |
| Standard Deviation(%) | NA | 18.05 | 16.41 | 15.86 | NA | NA | NA | … | … | 9.01 | 19.65 | 16.18 | 12.10 | 12.89 | 16.42 | 30.23 |
| Draw Down(%) | NA | 13.45 | 21.26 | 21.26 | NA | NA | NA | … | … | 1.75 | 14.70 | 14.21 | 13.91 | 8.97 | 15.87 | 24.97 |
| Yield(%) | 0.00 | 2.30 | 2.64 | 2.84 | 1.62 | 1.08 | 0.81 | … | … | 0.00 | 2.22 | 2.56 | 3.44 | 2.17 | 2.63 | 3.15 |
Data as of 03/24/2017, Common starting date is 04/07/2011
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COVIX (COLUMBIA OVERSEAS VALUE FUND CLASS I) |
-0.41%
Dec 2013 – Dec 2016 |
2.30%
Jun 2011 – Jun 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COVIX (COLUMBIA OVERSEAS VALUE FUND CLASS I) |
15.51%
May 2012 – May 2015 |
8.15%
Sep 2011 – Sep 2016 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart