Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CRDB | NA | -33.29% | -10.91% | -8.96% | -6.82% | -1.83% | 0.44% | … | … |
Data as of 04/22/2010, Common starting date is 01/12/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CRDB | 01/12/1990 | 04/22/2010 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.90 | -33.29 | -10.91 | -8.96 | -6.82 | -1.83 | 0.44 | … | … | 17.01 | -72.90 | 250.36 | -43.15 | 30.50 | -20.61 | 10.92 | 47.55 | -55.64 | 5.45 | -9.87 | -4.57 | -19.86 | 40.92 | 48.92 | 8.00 | 6.68 | -30.14 | -9.21 | 70.74 | 0.87 |
| Sharpe Ratio | NA | -0.49 | -0.13 | -0.13 | -0.11 | NA | NA | … | … | 1.40 | -0.89 | 2.44 | -0.55 | 0.49 | -0.49 | 0.24 | 0.79 | -0.63 | 0.06 | -0.33 | -0.16 | -0.72 | -0.44 | 1.76 | 0.20 | 0.14 | -1.10 | -0.25 | 2.33 | -0.12 |
| Standard Deviation(%) | NA | 68.65 | 93.14 | 82.80 | 75.62 | NA | NA | … | … | 48.59 | 82.44 | 101.59 | 83.81 | 56.19 | 46.30 | 42.41 | 59.12 | 90.34 | 49.51 | 42.79 | 47.41 | 32.25 | 32.24 | 25.49 | 20.98 | 26.12 | 29.09 | 45.21 | 28.63 | 37.80 |
| Draw Down(%) | NA | 55.14 | 83.01 | 83.01 | 83.01 | NA | NA | … | … | 25.12 | 76.44 | 52.05 | 56.56 | 22.68 | 33.52 | 35.12 | 33.25 | 65.70 | 35.87 | 20.63 | 34.28 | 38.61 | 11.89 | 11.04 | 16.22 | 10.95 | 36.19 | 39.73 | 20.05 | 42.33 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.93 | 1.87 | 2.18 | 7.80 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 3.09 | 3.27 | 3.42 | 4.36 | 3.52 | 4.82 | 4.36 | 3.47 | 2.63 | 2.22 | 2.70 | 2.80 | 2.70 | 1.55 | 1.30 | 1.88 | 83.94 |
Data as of 04/22/2010, Common starting date is 01/12/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CRDB (CRDB) |
-32.22%
Jun 2001 – Jun 2004 |
-22.64%
Feb 1998 – Feb 2003 |
-11.46%
Nov 1997 – Nov 2007 |
-4.20%
Dec 1992 – Dec 2007 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CRDB (CRDB) |
37.49%
Dec 2005 – Dec 2008 |
20.81%
Aug 2003 – Aug 2008 |
10.28%
Oct 1990 – Oct 2000 |
7.02%
Sep 1993 – Sep 2008 |
Annualized Rolling Returns Comparison Chart