Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CXS (Crexus Investment Corp) | NA | 42.86% | 11.04% | NA | NA | NA | NA | … | … |
Data as of 05/23/2013, Common starting date is 09/17/2009
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CXS (Crexus Investment Corp) | 09/17/2009 | 05/23/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 42.86 | 11.04 | NA | NA | NA | NA | … | … | 8.49 | 31.36 | -11.90 | -1.75 | -4.58 |
| Sharpe Ratio | NA | 2.52 | 0.44 | NA | NA | NA | NA | … | … | 2.25 | 1.57 | -0.36 | -0.09 | -1.01 |
| Standard Deviation(%) | NA | 17.02 | 24.67 | NA | NA | NA | NA | … | … | 10.25 | 20.07 | 32.70 | 21.44 | 14.88 |
| Draw Down(%) | NA | 5.55 | 34.86 | NA | NA | NA | NA | … | … | 0.80 | 13.83 | 34.86 | 16.00 | 10.25 |
| Yield(%) | 0.00 | 11.50 | 8.18 | 4.29 | 2.15 | 1.43 | 1.07 | … | … | 2.03 | 11.37 | 8.52 | 4.12 | 0.00 |
Data as of 05/23/2013, Common starting date is 09/17/2009
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CXS (Crexus Investment Corp) |
0.06%
Oct 2009 – Oct 2012 |
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 |
|---|---|---|---|---|
| CXS (Crexus Investment Corp) |
9.02%
Apr 2010 – Apr 2013 |
0.00%
NA |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart