Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NCOBX (Columbia Corporate Bond Portfolio) | NA | -23.72% | -6.01% | -1.16% | 0.98% | NA | NA | … | … |
Data as of 03/26/2013, Common starting date is 10/14/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NCOBX (Columbia Corporate Bond Portfolio) | 10/14/2002 | 03/26/2013 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -25.74 | -23.72 | -6.01 | -1.16 | 0.98 | NA | NA | … | … | -25.74 | 4.23 | 3.52 | 5.25 | 17.26 | -4.31 | 2.58 | 4.63 | 2.43 | 4.92 | 1.47 | 1.39 |
| Sharpe Ratio | NA | -0.79 | -0.34 | -0.09 | -0.01 | NA | NA | … | … | -1.18 | 1.24 | 0.60 | 0.91 | 2.29 | -0.63 | -0.09 | 0.41 | 0.07 | 0.87 | 0.14 | 1.06 |
| Standard Deviation(%) | NA | 30.01 | 17.89 | 14.66 | 10.86 | NA | NA | … | … | 60.99 | 3.40 | 5.78 | 5.68 | 7.49 | 8.24 | 4.60 | 3.34 | 3.59 | 4.60 | 5.41 | 5.42 |
| Draw Down(%) | NA | 26.13 | 26.13 | 26.13 | 26.13 | NA | NA | … | … | 25.74 | 1.67 | 3.35 | 4.50 | 3.95 | 13.10 | 3.18 | 2.60 | 3.34 | 5.50 | 7.11 | 2.35 |
| Yield(%) | 0.00 | 0.00 | 0.46 | 1.57 | 2.86 | 1.94 | 1.45 | … | … | 0.00 | 0.00 | 0.00 | 1.40 | 1.60 | 5.78 | 5.77 | 5.23 | 4.78 | 4.60 | 0.00 | 0.00 |
Data as of 03/26/2013, Common starting date is 10/14/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCOBX (Columbia Corporate Bond Portfolio) |
-1.09%
Oct 2005 – Oct 2008 |
0.63%
Oct 2003 – Oct 2008 |
3.95%
Feb 2003 – Feb 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NCOBX (Columbia Corporate Bond Portfolio) |
11.46%
Oct 2008 – Oct 2011 |
5.80%
Oct 2005 – Oct 2010 |
4.33%
Nov 2002 – Nov 2012 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart