Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NEBGX (CGM ADVISOR TARGETED EQUITY FUND CLASS B) | NA | -8.00% | 5.61% | 3.37% | 3.84% | 3.87% | NA | … | … |
Data as of 01/11/2016, Common starting date is 08/11/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NEBGX (CGM ADVISOR TARGETED EQUITY FUND CLASS B) | 08/11/1997 | 01/11/2016 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.25 | -8.00 | 5.61 | 3.37 | 3.84 | 3.87 | NA | … | … | -6.18 | -7.07 | -9.32 | 9.07 | 8.80 | -15.98 | 16.26 | 24.42 | -41.41 | 20.02 | 3.80 | 12.19 | 13.12 | 41.48 | -29.32 | -17.18 | -15.46 | -4.30 | 8.04 | -29.75 |
| Sharpe Ratio | NA | -0.60 | -0.28 | -0.19 | -0.11 | NA | NA | … | … | -5.56 | -0.37 | -0.45 | 0.39 | 0.48 | -0.50 | 0.68 | 0.96 | -1.05 | 0.67 | 0.03 | 0.79 | 0.81 | 2.00 | -1.05 | -0.89 | -0.98 | -0.26 | 0.15 | -1.08 |
| Standard Deviation(%) | NA | 19.37 | 22.83 | 24.90 | 26.62 | NA | NA | … | … | 16.77 | 19.32 | 20.96 | 23.36 | 18.29 | 31.76 | 23.95 | 25.46 | 40.23 | 25.35 | 14.69 | 12.74 | 15.11 | 20.36 | 29.04 | 22.29 | 19.91 | 28.88 | 30.99 | 58.02 |
| Draw Down(%) | NA | 17.28 | 31.80 | 32.62 | 56.60 | NA | NA | … | … | 6.66 | 14.75 | 14.53 | 15.55 | 17.14 | 32.62 | 20.19 | 22.02 | 48.94 | 13.63 | 14.97 | 9.45 | 13.27 | 11.55 | 31.65 | 36.47 | 21.42 | 19.75 | 41.37 | 34.46 |
| Yield(%) | 0.00 | 3.14 | 12.47 | 8.07 | 6.23 | 5.05 | 2.49 | … | … | 0.00 | 3.09 | 16.40 | 18.02 | 5.58 | 0.00 | 0.57 | 0.00 | 3.78 | 12.54 | 3.83 | 0.14 | 0.00 | 0.00 | 0.00 | 0.38 | 10.24 | 0.00 | 0.00 | 0.00 |
Data as of 01/11/2016, Common starting date is 08/11/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEBGX (CGM ADVISOR TARGETED EQUITY FUND CLASS B) |
-17.97%
Feb 2000 – Feb 2003 |
-13.03%
Mar 1998 – Mar 2003 |
-3.22%
Feb 1999 – Feb 2009 |
0.93%
Sep 1997 – Sep 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEBGX (CGM ADVISOR TARGETED EQUITY FUND CLASS B) |
23.40%
Jan 2003 – Jan 2006 |
20.94%
Dec 2002 – Dec 2007 |
9.32%
Mar 2003 – Mar 2013 |
4.65%
Jul 2000 – Jul 2015 |
Annualized Rolling Returns Comparison Chart