Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CWTR | NA | -98.25% | -82.45% | -65.66% | -45.57% | -27.26% | NA | … | … |
Data as of 04/22/2014, Common starting date is 01/30/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CWTR | 01/30/1997 | 04/22/2014 |
| 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 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -26.02 | -98.25 | -82.45 | -65.66 | -45.57 | -27.26 | NA | … | … | -91.95 | -84.50 | 1.91 | -62.78 | -28.92 | 56.49 | -57.40 | -72.72 | 20.47 | 48.35 | 320.95 | 28.91 | -9.35 | -31.81 | 51.51 | 49.09 | -59.26 | 100.06 |
| Sharpe Ratio | NA | -0.53 | -0.64 | -0.59 | -0.49 | NA | NA | … | … | -0.32 | -1.07 | 0.02 | -0.73 | -0.35 | 0.61 | -0.52 | -1.18 | 0.40 | 0.99 | 6.62 | 0.48 | -0.18 | -0.34 | 0.54 | 0.57 | -0.74 | 1.64 |
| Standard Deviation(%) | NA | 187.15 | 129.67 | 111.22 | 94.44 | NA | NA | … | … | 315.43 | 78.94 | 83.80 | 86.16 | 83.49 | 92.00 | 112.68 | 64.36 | 43.42 | 46.56 | 48.34 | 58.56 | 58.74 | 101.77 | 87.92 | 80.23 | 84.56 | 66.46 |
| Draw Down(%) | NA | 98.81 | 99.62 | 99.87 | 99.96 | NA | NA | … | … | 95.07 | 86.70 | 63.58 | 74.34 | 68.37 | 54.31 | 86.74 | 74.37 | 36.84 | 23.95 | 16.94 | 33.24 | 52.72 | 59.98 | 44.03 | 39.61 | 76.96 | 44.71 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 04/22/2014, Common starting date is 01/30/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CWTR (CWTR) |
-75.26%
Mar 2011 – Mar 2014 |
-56.30%
Mar 2009 – Mar 2014 |
-39.72%
Mar 2004 – Mar 2014 |
-21.51%
Mar 1999 – Mar 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CWTR (CWTR) |
145.86%
Mar 2003 – Mar 2006 |
64.19%
Sep 2001 – Sep 2006 |
27.36%
Apr 1997 – Apr 2007 |
-2.99%
Mar 1997 – Mar 2012 |
Annualized Rolling Returns Comparison Chart