Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| CZN (Citizens Communic) | NA | -12.85% | 3.66% | 9.35% | 7.86% | 2.91% | NA | … | … |
Data as of 07/30/2008, Common starting date is 03/26/1990
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| CZN (Citizens Communic) | 03/26/1990 | 07/30/2008 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -3.71 | -12.85 | 3.66 | 9.35 | 7.86 | 2.91 | NA | … | … | -4.07 | -4.99 | 26.55 | -4.26 | 34.13 | 17.73 | -1.03 | -18.75 | -7.54 | 77.38 | -10.64 | -12.60 | -12.72 | 4.19 | -26.21 | 34.17 | 22.13 | 47.88 | -28.57 |
| Sharpe Ratio | NA | -0.47 | 0.05 | 0.32 | 0.16 | NA | NA | … | … | -0.24 | -0.37 | 1.42 | -0.42 | 1.69 | 0.49 | -0.03 | -0.57 | -0.30 | 2.45 | -0.44 | -1.98 | -0.76 | 0.01 | -1.37 | 1.12 | 0.97 | 1.38 | -1.20 |
| Standard Deviation(%) | NA | 30.91 | 22.27 | 22.37 | 34.13 | NA | NA | … | … | 33.41 | 21.49 | 16.49 | 15.48 | 19.66 | 34.90 | 63.44 | 37.69 | 38.77 | 30.26 | 31.67 | 34.04 | 21.16 | 23.00 | 21.28 | 28.62 | 20.24 | 31.86 | 33.81 |
| Draw Down(%) | NA | 27.54 | 31.73 | 31.73 | 75.64 | NA | NA | … | … | 19.08 | 20.14 | 9.06 | 11.88 | 9.97 | 22.18 | 59.40 | 46.88 | 32.79 | 14.86 | 35.59 | 36.04 | 17.46 | 25.24 | 26.21 | 23.66 | 13.17 | 16.14 | 42.45 |
| Yield(%) | 0.00 | 6.88 | 7.60 | 10.20 | 6.92 | 1.76 | 1.21 | … | … | 3.99 | 6.96 | 8.23 | 7.43 | 20.11 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 2.47 | 0.00 | 0.00 | 1.51 | 2.16 | 2.08 | 0.15 | 0.00 | 0.62 |
Data as of 07/30/2008, Common starting date is 03/26/1990
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CZN (Citizens Communic) |
-22.71%
Jul 1999 – Jul 2002 |
-12.63%
Aug 1993 – Aug 1998 |
-6.25%
Jul 1992 – Jul 2002 |
1.10%
Mar 1993 – Mar 2008 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| CZN (Citizens Communic) |
44.38%
Jul 2002 – Jul 2005 |
30.76%
Jul 2002 – Jul 2007 |
11.66%
Jun 1997 – Jun 2007 |
7.99%
Sep 1990 – Sep 2005 |
Annualized Rolling Returns Comparison Chart