Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NEGCX (CGM ADVISOR TARGETED EQUITY FUND CLASS C) | NA | -20.52% | -9.94% | -6.51% | -2.71% | NA | NA | … | … |
Data as of 02/17/2016, Common starting date is 11/05/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NEGCX (CGM ADVISOR TARGETED EQUITY FUND CLASS C) | 11/05/2001 | 02/17/2016 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -20.52 | -9.94 | -6.51 | -2.71 | NA | NA | … | … | -12.23 | -7.02 | -9.49 | 9.02 | 8.60 | -15.96 | 16.22 | 24.38 | -41.56 | 19.94 | 3.69 | 12.19 | 13.12 | 41.75 | -29.45 | 11.00 |
| Sharpe Ratio | NA | -1.08 | -0.43 | -0.26 | -0.13 | NA | NA | … | … | -3.80 | -0.37 | -0.45 | 0.38 | 0.47 | -0.50 | 0.68 | 0.96 | -1.05 | 0.67 | 0.03 | 0.78 | 0.81 | 2.02 | -1.05 | 4.73 |
| Standard Deviation(%) | NA | 19.02 | 23.04 | 24.99 | 26.70 | NA | NA | … | … | 17.23 | 19.25 | 20.99 | 23.51 | 18.43 | 31.81 | 23.89 | 25.35 | 40.16 | 25.37 | 14.64 | 12.78 | 15.06 | 20.30 | 29.12 | 20.82 |
| Draw Down(%) | NA | 22.21 | 35.96 | 35.96 | 56.80 | NA | NA | … | … | 12.23 | 14.77 | 14.73 | 15.57 | 17.13 | 32.59 | 20.19 | 22.11 | 48.85 | 13.63 | 14.97 | 9.45 | 13.39 | 11.55 | 31.74 | 3.76 |
| Yield(%) | 0.00 | 7.21 | 13.24 | 8.71 | 6.85 | 6.55 | 4.91 | … | … | 4.73 | 3.12 | 16.51 | 18.12 | 5.69 | 0.00 | 0.54 | 0.04 | 3.98 | 12.67 | 3.83 | 0.14 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 02/17/2016, Common starting date is 11/05/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEGCX (CGM ADVISOR TARGETED EQUITY FUND CLASS C) |
-15.06%
Feb 2006 – Feb 2009 |
-6.20%
Oct 2007 – Oct 2012 |
-2.95%
Jan 2006 – Jan 2016 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEGCX (CGM ADVISOR TARGETED EQUITY FUND CLASS C) |
23.31%
Jan 2003 – Jan 2006 |
17.47%
Dec 2002 – Dec 2007 |
6.63%
Mar 2003 – Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart