Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| UMVEX (Columbia Mid Cap Core Z ) | NA | 11.39% | -3.50% | -1.91% | 4.94% | NA | NA | … | … |
Data as of 04/04/2011, Common starting date is 02/02/2001
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| UMVEX (Columbia Mid Cap Core Z ) | 02/02/2001 | 04/04/2011 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 11.39 | -3.50 | -1.91 | 4.94 | NA | NA | … | … | -2.86 | 26.39 | 33.16 | -49.78 | 1.80 | 19.46 | 4.64 | 15.41 | 44.58 | -15.89 | -2.57 |
| Sharpe Ratio | NA | 0.58 | -0.11 | -0.11 | 0.14 | NA | NA | … | … | -0.63 | 1.18 | 1.07 | -1.11 | -0.07 | 1.15 | 0.19 | 1.12 | 2.56 | -0.69 | -0.24 |
| Standard Deviation(%) | NA | 22.46 | 34.14 | 29.49 | 24.64 | NA | NA | … | … | 17.31 | 22.33 | 30.85 | 45.72 | 18.75 | 14.08 | 12.81 | 12.96 | 17.12 | 24.73 | 21.71 |
| Draw Down(%) | NA | 16.59 | 61.60 | 65.52 | 65.52 | NA | NA | … | … | 10.55 | 16.59 | 25.71 | 59.81 | 14.13 | 13.51 | 11.57 | 9.72 | 13.46 | 34.98 | 22.98 |
| Yield(%) | 0.00 | 6.88 | 2.20 | 2.12 | 2.14 | 1.26 | 0.94 | … | … | 0.00 | 7.43 | 1.27 | 0.39 | 3.84 | 0.04 | 0.18 | 1.70 | 0.27 | 0.00 | 0.00 |
Data as of 04/04/2011, Common starting date is 02/02/2001
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UMVEX (Columbia Mid Cap Core Z ) |
-21.52%
Feb 2006 – Feb 2009 |
-9.83%
Feb 2004 – Feb 2009 |
4.35%
Mar 2001 – Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| UMVEX (Columbia Mid Cap Core Z ) |
25.06%
Mar 2003 – Mar 2006 |
20.41%
Oct 2002 – Oct 2007 |
4.35%
Mar 2001 – Mar 2011 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart