Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| WAGEX (Citizens Global Eq ) | NA | 2.23% | 11.36% | 10.81% | 4.01% | NA | NA | … | … |
Data as of 05/02/2008, Common starting date is 06/20/1996
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| WAGEX (Citizens Global Eq ) | 06/20/1996 | 05/02/2008 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 2.23 | 11.36 | 10.81 | 4.01 | NA | NA | … | … | -4.87 | 14.27 | 14.41 | 7.73 | 3.42 | 21.55 | -21.43 | -29.02 | -19.38 | 74.13 | 32.27 | 19.99 | 4.95 |
| Sharpe Ratio | NA | 0.00 | 0.61 | 0.67 | 0.11 | NA | NA | … | … | -0.79 | 0.67 | 0.95 | 0.64 | 0.21 | 1.41 | -1.04 | -1.64 | -0.99 | 4.33 | 1.47 | -2.77 | 0.82 |
| Standard Deviation(%) | NA | 18.74 | 14.06 | 13.05 | 17.31 | NA | NA | … | … | 18.95 | 16.79 | 11.78 | 8.75 | 11.55 | 14.81 | 21.75 | 19.37 | 23.62 | 16.39 | 19.69 | 12.65 | 7.36 |
| Draw Down(%) | NA | 14.36 | 14.36 | 14.36 | 67.18 | NA | NA | … | … | 11.51 | 12.13 | 12.64 | 6.15 | 14.22 | 14.42 | 30.69 | 40.40 | 36.23 | 7.98 | 27.36 | 11.47 | 5.25 |
| Yield(%) | 0.00 | 0.05 | 0.02 | 0.02 | 2.00 | 2.21 | 1.66 | … | … | 0.00 | 0.05 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 6.12 | 5.07 | 3.27 | 4.59 | 0.00 |
Data as of 05/02/2008, Common starting date is 06/20/1996
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WAGEX (Citizens Global Eq ) |
-28.43%
Feb 2000 – Feb 2003 |
-13.29%
Feb 2000 – Feb 2005 |
4.12%
Mar 1998 – Mar 2008 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| WAGEX (Citizens Global Eq ) |
45.74%
Feb 1997 – Feb 2000 |
13.57%
Sep 2002 – Sep 2007 |
7.03%
Oct 1997 – Oct 2007 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart