Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CTCFX (Columbia Liberty Z ) | NA | 21.13% | 3.15% | 4.74% | 3.77% | NA | NA | … | … |
Data as of 06/06/2011, Common starting date is 09/04/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CTCFX (Columbia Liberty Z ) | 09/04/1998 | 06/06/2011 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.20 | 21.13 | 3.15 | 4.74 | 3.77 | NA | NA | … | … | 5.34 | 13.01 | 21.87 | -27.43 | 9.29 | 11.36 | 5.81 | 9.06 | 17.71 | -11.86 | -9.35 | -0.36 | 13.71 | 13.13 |
| Sharpe Ratio | NA | 2.10 | 0.17 | 0.24 | 0.19 | NA | NA | … | … | 1.58 | 1.18 | 1.37 | -1.20 | 0.63 | 1.07 | 0.54 | 1.08 | 1.77 | -0.96 | -0.99 | -0.28 | 0.82 | 3.27 |
| Standard Deviation(%) | NA | 9.55 | 17.34 | 14.90 | 12.60 | NA | NA | … | … | 8.19 | 11.00 | 15.87 | 23.57 | 10.01 | 7.55 | 6.73 | 7.50 | 9.61 | 13.49 | 11.99 | 15.57 | 12.78 | 13.42 |
| Draw Down(%) | NA | 5.09 | 34.80 | 38.91 | 38.91 | NA | NA | … | … | 4.44 | 8.76 | 15.49 | 36.12 | 6.45 | 7.54 | 4.61 | 6.08 | 8.77 | 20.07 | 19.60 | 9.99 | 7.75 | 8.28 |
| Yield(%) | 0.00 | 3.34 | 2.28 | 4.96 | 3.59 | 4.38 | 3.28 | … | … | 1.26 | 2.20 | 2.32 | 2.30 | 12.32 | 5.24 | 2.18 | 2.18 | 2.52 | 2.22 | 2.26 | 12.20 | 13.52 | 5.16 |
Data as of 06/06/2011, Common starting date is 09/04/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTCFX (Columbia Liberty Z ) |
-9.37%
Mar 2000 – Mar 2003 |
-2.19%
Feb 2004 – Feb 2009 |
0.02%
Feb 1999 – Feb 2009 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CTCFX (Columbia Liberty Z ) |
13.30%
Mar 2003 – Mar 2006 |
11.91%
Sep 2002 – Sep 2007 |
4.17%
Mar 2001 – Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart