Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NVLEX (Columbia Large Cap Value A) | NA | 15.73% | 7.32% | 1.95% | 7.13% | 3.45% | NA | … | … |
Data as of 04/26/2013, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NVLEX (Columbia Large Cap Value A) | 06/21/1996 | 04/26/2013 |
| 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 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 1.83 | 15.73 | 7.32 | 1.95 | 7.13 | 3.45 | NA | … | … | 12.74 | 15.54 | -8.17 | 14.17 | 22.34 | -37.33 | 2.54 | 17.66 | 8.26 | 13.38 | 31.22 | -20.06 | -7.41 | 3.50 | 1.04 | 16.99 | 26.29 | 11.62 |
| Sharpe Ratio | NA | 1.19 | 0.36 | 0.06 | 0.28 | NA | NA | … | … | 3.80 | 1.16 | -0.31 | 0.70 | 0.73 | -0.91 | -0.03 | 1.34 | 0.55 | 1.16 | 1.84 | -0.86 | -0.61 | -0.03 | -0.14 | 0.74 | -1.86 | 1.95 |
| Standard Deviation(%) | NA | 13.17 | 20.44 | 28.05 | 22.27 | NA | NA | … | … | 12.08 | 13.51 | 26.16 | 20.16 | 30.48 | 42.07 | 17.01 | 10.78 | 11.00 | 10.75 | 16.60 | 24.72 | 16.08 | 18.16 | 15.94 | 18.54 | 15.46 | 10.11 |
| Draw Down(%) | NA | 10.27 | 24.52 | 50.79 | 55.70 | NA | NA | … | … | 3.34 | 11.99 | 24.52 | 18.10 | 25.98 | 48.40 | 11.70 | 9.67 | 6.99 | 8.24 | 14.62 | 35.10 | 21.37 | 11.57 | 15.44 | 20.07 | 10.08 | 6.87 |
| Yield(%) | 0.00 | 1.63 | 1.30 | 1.08 | 4.51 | 4.32 | 5.57 | … | … | 0.30 | 1.79 | 0.77 | 1.26 | 1.15 | 1.41 | 12.28 | 7.26 | 1.94 | 1.29 | 1.25 | 1.54 | 8.54 | 21.77 | 10.53 | 13.98 | 23.59 | 9.29 |
Data as of 04/26/2013, Common starting date is 06/21/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NVLEX (Columbia Large Cap Value A) |
-15.44%
Feb 2006 – Feb 2009 |
-5.89%
Feb 2004 – Feb 2009 |
-2.16%
Feb 1999 – Feb 2009 |
2.98%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NVLEX (Columbia Large Cap Value A) |
21.68%
Mar 2003 – Mar 2006 |
16.97%
Sep 2002 – Sep 2007 |
8.51%
Jul 1996 – Jul 2006 |
5.55%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart