Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NEGYX (CGM ADVISOR TARGETED EQUITY FUND CLASS Y) | NA | -12.85% | 4.47% | 3.67% | 5.01% | 4.95% | NA | … | … |
Data as of 02/17/2016, Common starting date is 11/16/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NEGYX (CGM ADVISOR TARGETED EQUITY FUND CLASS Y) | 11/16/1999 | 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 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -12.85 | 4.47 | 3.67 | 5.01 | 4.95 | NA | … | … | -11.23 | -5.82 | -5.66 | 12.77 | 9.38 | -15.88 | 16.56 | 24.74 | -41.14 | 21.87 | 4.79 | 13.00 | 14.37 | 43.34 | -28.28 | -16.58 | -14.53 | -8.33 |
| Sharpe Ratio | NA | -1.00 | -0.32 | -0.19 | -0.08 | NA | NA | … | … | -4.16 | -0.30 | -0.29 | 0.59 | 0.51 | -0.50 | 0.69 | 0.97 | -1.04 | 0.75 | 0.10 | 0.85 | 0.89 | 2.10 | -1.01 | -0.86 | -0.93 | -0.97 |
| Standard Deviation(%) | NA | 18.76 | 21.25 | 23.68 | 25.90 | NA | NA | … | … | 14.94 | 19.29 | 19.38 | 21.77 | 18.40 | 31.71 | 24.01 | 25.50 | 40.15 | 25.23 | 14.62 | 12.70 | 15.01 | 20.29 | 29.12 | 22.21 | 19.99 | 55.73 |
| Draw Down(%) | NA | 21.00 | 29.95 | 32.17 | 56.24 | NA | NA | … | … | 11.23 | 14.56 | 12.40 | 13.51 | 16.96 | 32.17 | 20.02 | 21.91 | 48.20 | 13.58 | 14.85 | 9.26 | 13.04 | 11.15 | 31.00 | 36.34 | 20.80 | 19.33 |
| Yield(%) | 0.00 | 6.17 | 11.60 | 8.01 | 6.76 | 5.71 | 3.50 | … | … | 3.75 | 2.90 | 13.83 | 15.71 | 6.14 | 0.70 | 1.21 | 0.98 | 3.97 | 12.08 | 3.89 | 0.52 | 0.00 | 0.00 | 0.00 | 0.37 | 10.66 | 0.00 |
Data as of 02/17/2016, Common starting date is 11/16/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEGYX (CGM ADVISOR TARGETED EQUITY FUND CLASS Y) |
-16.90%
Feb 2000 – Feb 2003 |
-2.97%
Oct 2007 – Oct 2012 |
1.57%
Jun 2000 – Jun 2010 |
4.69%
Dec 1999 – Dec 2014 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NEGYX (CGM ADVISOR TARGETED EQUITY FUND CLASS Y) |
24.67%
Jan 2003 – Jan 2006 |
22.25%
Dec 2002 – Dec 2007 |
10.41%
Mar 2003 – Mar 2013 |
5.77%
Jul 2000 – Jul 2015 |
Annualized Rolling Returns Comparison Chart