Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| NVLUX (Columbia Large Cap Value Z) | NA | -66.19% | -28.69% | -20.14% | -5.08% | -4.42% | NA | … | … |
Data as of 04/26/2013, Common starting date is 06/21/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| NVLUX (Columbia Large Cap Value Z) | 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 (%) | 1.82 | -66.19 | -28.69 | -20.14 | -5.08 | -4.42 | NA | … | … | 12.80 | -66.22 | -8.07 | 14.43 | 22.76 | -37.18 | 2.80 | 17.91 | 8.50 | 13.63 | 31.63 | -19.30 | -7.06 | 3.77 | 1.29 | 17.43 | 26.65 | 11.74 |
| Sharpe Ratio | NA | -0.53 | -0.39 | -0.33 | -0.14 | NA | NA | … | … | 3.79 | -0.53 | -0.31 | 0.71 | 0.75 | -0.90 | -0.02 | 1.35 | 0.56 | 1.17 | 1.87 | -0.83 | -0.60 | -0.02 | -0.13 | 0.77 | 1.48 | 1.96 |
| Standard Deviation(%) | NA | 125.05 | 74.41 | 61.95 | 44.87 | NA | NA | … | … | 12.15 | 125.09 | 26.21 | 20.07 | 30.34 | 42.06 | 16.99 | 10.79 | 11.06 | 10.80 | 16.51 | 24.51 | 16.12 | 18.15 | 15.86 | 18.22 | 15.46 | 10.07 |
| Draw Down(%) | NA | 73.85 | 74.45 | 75.26 | 77.68 | NA | NA | … | … | 3.33 | 74.35 | 24.38 | 18.10 | 26.04 | 48.30 | 11.56 | 9.65 | 7.00 | 8.17 | 14.60 | 34.43 | 21.12 | 11.53 | 15.38 | 20.09 | 10.08 | 6.82 |
| Yield(%) | 0.00 | 1.90 | 1.53 | 1.28 | 4.81 | 4.53 | 5.76 | … | … | 0.37 | 2.06 | 0.94 | 1.51 | 1.43 | 1.63 | 12.51 | 7.50 | 2.19 | 1.54 | 1.52 | 2.56 | 8.73 | 22.00 | 10.78 | 14.42 | 23.85 | 9.46 |
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 |
|---|---|---|---|---|
| NVLUX (Columbia Large Cap Value Z) |
-29.17%
Dec 2009 – Dec 2012 |
-25.41%
May 2007 – May 2012 |
-9.02%
May 2002 – May 2012 |
-4.85%
Jul 1997 – Jul 2012 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| NVLUX (Columbia Large Cap Value Z) |
21.90%
Mar 2003 – Mar 2006 |
17.25%
Sep 2002 – Sep 2007 |
8.89%
Jul 1996 – Jul 2006 |
5.88%
Jul 1996 – Jul 2011 |
Annualized Rolling Returns Comparison Chart