Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CSE (CapitalSource Inc) | NA | 66.52% | 33.14% | 57.98% | 1.24% | NA | NA | … | … |
Data as of 04/07/2014, Common starting date is 08/12/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CSE (CapitalSource Inc) | 08/12/2003 | 04/07/2014 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 6.24 | 66.52 | 33.14 | 57.98 | 1.24 | NA | NA | … | … | 7.94 | 90.28 | 21.36 | -5.05 | 79.88 | -12.94 | -70.97 | -27.69 | 32.21 | -2.81 | 18.40 | 18.47 |
| Sharpe Ratio | NA | 2.40 | 1.09 | 1.29 | 0.00 | NA | NA | … | … | 1.35 | 3.39 | 0.91 | -0.13 | 1.91 | -0.11 | -0.61 | -0.73 | 1.43 | -0.13 | 0.62 | 1.41 |
| Standard Deviation(%) | NA | 28.27 | 30.40 | 44.82 | 59.76 | NA | NA | … | … | 25.02 | 26.66 | 23.70 | 38.41 | 41.89 | 114.34 | 117.18 | 42.45 | 20.39 | 37.62 | 28.15 | 38.19 |
| Draw Down(%) | NA | 11.10 | 27.45 | 36.92 | 96.05 | NA | NA | … | … | 11.10 | 8.90 | 16.27 | 36.77 | 36.92 | 80.52 | 80.67 | 46.02 | 10.60 | 28.97 | 22.76 | 17.26 |
| Yield(%) | 0.00 | 0.43 | 2.91 | 8.09 | 3.93 | 3.25 | 2.43 | … | … | 0.07 | 0.51 | 8.10 | 0.56 | 0.96 | 0.92 | 7.28 | 8.88 | 9.18 | 9.72 | 0.00 | 0.00 |
Data as of 04/07/2014, Common starting date is 08/12/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSE (CapitalSource Inc) |
-59.78%
Mar 2006 – Mar 2009 |
-39.37%
Mar 2004 – Mar 2009 |
-0.06%
Oct 2003 – Oct 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CSE (CapitalSource Inc) |
76.75%
Mar 2009 – Mar 2012 |
67.37%
Mar 2009 – Mar 2014 |
1.16%
Sep 2003 – Sep 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart