Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| ILVEX (Columbia Integrated Large Cap Value Fund Advisor Class) | NA | 16.52% | -4.31% | 2.94% | 0.51% | 4.42% | NA | … | … |
Data as of 11/25/2024, Common starting date is 02/01/2008
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ILVEX (Columbia Integrated Large Cap Value Fund Advisor Class) | 02/01/2008 | 11/25/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 2.07 | 16.52 | -4.31 | 2.94 | 0.51 | 4.42 | NA | … | … | 21.31 | 2.83 | -22.09 | 11.38 | 4.19 | 20.06 | -19.69 | 10.26 | 10.60 | -12.58 | 3.25 | 25.15 | 16.75 | -1.24 | 10.97 | 12.02 | -28.67 |
| Sharpe Ratio | NA | 0.65 | -0.47 | 0.02 | -0.05 | NA | NA | … | … | 1.54 | -0.09 | -0.99 | 0.61 | 0.11 | 1.58 | -1.13 | 0.80 | 0.72 | -0.65 | 0.20 | 1.74 | 1.31 | -0.05 | 0.54 | 0.48 | -0.81 |
| Standard Deviation(%) | NA | 14.85 | 19.41 | 22.88 | 19.93 | NA | NA | … | … | 10.90 | 16.45 | 23.76 | 18.76 | 36.28 | 11.79 | 18.57 | 12.04 | 14.42 | 19.27 | 16.50 | 14.40 | 12.81 | 25.02 | 20.29 | 24.82 | 39.18 |
| Draw Down(%) | NA | 9.48 | 33.97 | 37.46 | 43.10 | NA | NA | … | … | 4.96 | 10.95 | 24.42 | 16.56 | 37.46 | 8.79 | 28.80 | 9.01 | 11.45 | 17.85 | 13.43 | 8.33 | 11.33 | 21.78 | 18.06 | 26.19 | 42.03 |
| Yield(%) | 0.00 | 1.47 | 1.05 | 1.49 | 1.33 | 1.97 | 1.26 | … | … | 1.15 | 1.32 | 1.33 | 1.63 | 1.65 | 2.15 | 1.81 | 1.44 | 1.86 | 1.08 | 1.00 | 1.21 | 1.31 | 1.18 | 1.18 | 1.66 | 1.39 |
Data as of 11/25/2024, Common starting date is 02/01/2008
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ILVEX (Columbia Integrated Large Cap Value Fund Advisor Class) |
-9.54%
Mar 2017 – Mar 2020 |
-5.95%
Mar 2015 – Mar 2020 |
-0.35%
Oct 2013 – Oct 2023 |
1.27%
May 2008 – May 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ILVEX (Columbia Integrated Large Cap Value Fund Advisor Class) |
21.17%
Sep 2011 – Sep 2014 |
17.29%
Feb 2009 – Feb 2014 |
8.13%
Sep 2011 – Sep 2021 |
5.48%
Feb 2009 – Feb 2024 |
Annualized Rolling Returns Comparison Chart