Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CPFSX (Counterpoint Select) | NA | -13.57% | -9.48% | NA | NA | NA | NA | … | … |
Data as of 10/22/2010, Common starting date is 12/07/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CPFSX (Counterpoint Select) | 12/07/2006 | 10/22/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -13.57 | -9.48 | NA | NA | NA | NA | … | … | -13.57 | 21.87 | -25.00 | 1.40 | 0.10 |
| Sharpe Ratio | NA | -0.92 | -0.46 | NA | NA | NA | NA | … | … | -1.14 | 1.13 | -0.92 | -0.11 | -0.45 |
| Standard Deviation(%) | NA | 14.89 | 21.62 | NA | NA | NA | NA | … | … | 14.58 | 19.21 | 28.12 | 14.17 | 3.77 |
| Draw Down(%) | NA | 20.68 | 43.29 | NA | NA | NA | NA | … | … | 20.68 | 13.80 | 36.56 | 11.40 | 0.60 |
| Yield(%) | 0.00 | 0.05 | 0.02 | 0.01 | 0.01 | 0.00 | 0.00 | … | … | 0.05 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 10/22/2010, Common starting date is 12/07/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPFSX (Counterpoint Select) |
-9.68%
Sep 2007 – Sep 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CPFSX (Counterpoint Select) |
-1.16%
Mar 2007 – Mar 2010 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart