Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CPBK (Community Capital Corp) | NA | -18.92% | -31.95% | -29.99% | -9.36% | NA | NA | … | … |
Data as of 10/31/2011, Common starting date is 02/12/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CPBK (Community Capital Corp) | 02/12/1997 | 10/31/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -6.90 | -18.92 | -31.95 | -29.99 | -9.36 | NA | NA | … | … | 0.00 | -6.90 | -58.95 | -48.71 | -13.95 | -4.55 | -5.62 | 24.30 | 41.75 | 28.29 | 117.23 | -32.80 | -10.53 | -31.96 | 31.95 |
| Sharpe Ratio | NA | -0.45 | -0.41 | -0.45 | -0.20 | NA | NA | … | … | 0.00 | -0.10 | -0.61 | -0.71 | -0.61 | -0.32 | -0.54 | 1.30 | 2.01 | 1.08 | 3.53 | -0.66 | -0.34 | -0.86 | 1.35 |
| Standard Deviation(%) | NA | 41.88 | 77.37 | 68.80 | 53.92 | NA | NA | … | … | 38.31 | 70.16 | 96.08 | 69.82 | 27.84 | 24.97 | 14.46 | 17.98 | 20.44 | 25.08 | 33.34 | 55.91 | 40.36 | 40.80 | 24.66 |
| Draw Down(%) | NA | 25.83 | 71.18 | 86.37 | 86.57 | NA | NA | … | … | 23.05 | 47.96 | 67.11 | 62.11 | 24.01 | 13.51 | 10.80 | 14.91 | 10.09 | 23.40 | 14.74 | 38.24 | 33.33 | 45.19 | 9.19 |
| Yield(%) | 0.00 | 0.00 | 1.11 | 1.37 | 3.27 | 2.04 | 1.53 | … | … | 0.00 | 0.00 | 2.00 | 4.18 | 2.64 | 2.34 | 2.79 | 2.22 | 2.04 | 1.30 | 0.97 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/31/2011, Common starting date is 02/12/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPBK (Community Capital Corp) |
-45.64%
Nov 2006 – Nov 2009 |
-31.90%
Nov 2004 – Nov 2009 |
-9.54%
Sep 2001 – Sep 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPBK (Community Capital Corp) |
58.08%
Dec 2000 – Dec 2003 |
35.89%
Dec 2000 – Dec 2005 |
9.01%
Apr 1997 – Apr 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart