GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS A (CMPGX)

Basic Info 8.79 0.05(0.57%)
June 28

GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS A started on 05/31/1984
GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS A is classified as asset class Intermediate Government
GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS A expense ratio is 0.53%
GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS A rating is
(54%)

GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS A (CMPGX) Dividend Info

GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS A (CMPGX) dividend growth in the last 12 months is 32.89%

The trailing 12-month yield of GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS A is 2.67%. its dividend history:

DateDividend
05/31/2024 0.0215
04/30/2024 0.0188
03/28/2024 0.0196
02/29/2024 0.0183
01/31/2024 0.0201
12/29/2023 0.0246
11/30/2023 0.0203
10/31/2023 0.0183
09/29/2023 0.0196
08/31/2023 0.0191
07/31/2023 0.0185
06/30/2023 0.0209
05/31/2023 0.0192
04/28/2023 0.0174
03/31/2023 0.0209
02/28/2023 0.0173
01/31/2023 0.0187
12/30/2022 0.0217
11/30/2022 0.0183
10/31/2022 0.0039
09/30/2022 0.0087
08/31/2022 0.0115
07/29/2022 0.011
06/30/2022 0.0117
05/31/2022 0.0115
04/29/2022 0.0122
03/31/2022 0.0119
02/28/2022 0.0097
01/31/2022 0.0098
12/31/2021 0.0119
11/30/2021 0.0117
10/29/2021 0.0086
09/30/2021 0.0085
08/31/2021 0.009
07/30/2021 0.0077
06/30/2021 0.0072
05/28/2021 0.0074
04/30/2021 0.0097
03/31/2021 0.008
02/26/2021 0.0099
01/29/2021 0.0118
12/31/2020 0.015
11/30/2020 0.0154
10/30/2020 0.0166
09/30/2020 0.0149
08/31/2020 0.0146
07/31/2020 0.0171
06/30/2020 0.0158
05/29/2020 0.0184
04/30/2020 0.0198
03/31/2020 0.02
02/28/2020 0.02
01/31/2020 0.0226
12/31/2019 0.022
11/29/2019 0.0219
10/31/2019 0.0211
09/30/2019 0.0184
08/30/2019 0.0225
07/31/2019 0.0218
06/28/2019 0.0203
05/31/2019 0.0242
04/30/2019 0.0215
03/29/2019 0.0222
02/28/2019 0.0203
01/31/2019 0.0221
12/31/2018 0.0215
11/30/2018 0.0232
10/31/2018 0.022
09/28/2018 0.0187
08/31/2018 0.0238
07/31/2018 0.0225
06/29/2018 0.0234
05/31/2018 0.0238
04/30/2018 0.023
03/29/2018 0.024
02/28/2018 0.021
01/31/2018 0.022
12/29/2017 0.024
11/30/2017 0.022
10/31/2017 0.009
09/29/2017 0.024
08/31/2017 0.03
07/31/2017 0.0296
06/30/2017 0.0338
05/31/2017 0.0346
04/28/2017 0.0327
03/31/2017 0.038
02/28/2017 0.031
01/31/2017 0.033
12/30/2016 0.038
11/30/2016 0.034
10/31/2016 0.029
09/30/2016 0.037
08/31/2016 0.035
07/29/2016 0.036
06/30/2016 0.034
05/31/2016 0.032
04/29/2016 0.032
03/31/2016 0.032
02/29/2016 0.03
01/29/2016 0.028
12/31/2015 0.036
11/30/2015 0.03
10/30/2015 0.032
09/30/2015 0.027
08/31/2015 0.026
07/31/2015 0.028
06/30/2015 0.025
05/29/2015 0.026
04/30/2015 0.024
03/31/2015 0.023
02/27/2015 0.021
01/30/2015 0.023
12/31/2014 0.024
11/28/2014 0.02
10/31/2014 0.027
09/30/2014 0.025
08/29/2014 0.027
07/31/2014 0.027
06/30/2014 0.026
05/30/2014 0.027
04/30/2014 0.026
03/31/2014 0.027
02/28/2014 0.024
01/31/2014 0.027
12/31/2013 0.027
11/29/2013 0.028
10/31/2013 0.024
09/30/2013 0.025
08/30/2013 0.027
07/31/2013 0.027
06/28/2013 0.026
05/31/2013 0.027
04/30/2013 0.027
03/28/2013 0.028
02/28/2013 0.025
01/31/2013 0.029
12/31/2012 0.029
11/30/2012 0.026
10/31/2012 0.029
09/28/2012 0.03
08/31/2012 0.032
07/31/2012 0.033
06/29/2012 0.033
05/31/2012 0.035
04/30/2012 0.033
03/30/2012 0.035
02/29/2012 0.032
01/31/2012 0.036
12/30/2011 0.036
11/30/2011 0.034
10/31/2011 0.03
09/30/2011 0.03
08/31/2011 0.032
07/29/2011 0.033
06/30/2011 0.033
05/31/2011 0.034
04/29/2011 0.035
03/31/2011 0.036
02/28/2011 0.032
01/31/2011 0.037
12/31/2010 0.046
11/30/2010 0.036
10/29/2010 0.035
09/30/2010 0.034
08/31/2010 0.036
07/30/2010 0.038
06/30/2010 0.035
05/28/2010 0.036
03/31/2010 0.036
02/26/2010 0.04
01/29/2010 0.042
12/31/2009 0.045
11/30/2009 0.039
10/30/2009 0.039
09/30/2009 0.036
08/31/2009 0.034
07/31/2009 0.039
06/30/2009 0.037
05/29/2009 0.038
04/30/2009 0.038
03/31/2009 0.039
02/27/2009 0.041
01/30/2009 0.042
12/31/2008 0.045
11/28/2008 0.04
10/31/2008 0.036
09/30/2008 0.039
08/29/2008 0.041
07/31/2008 0.04
06/30/2008 0.038
05/30/2008 0.042
04/30/2008 0.042
03/31/2008 0.038
02/29/2008 0.045
01/31/2008 0.041
12/31/2007 0.042
11/30/2007 0.044
10/31/2007 0.041
09/28/2007 0.036
08/31/2007 0.044
07/31/2007 0.038
06/29/2007 0.041
05/31/2007 0.04
04/30/2007 0.039
03/30/2007 0.041
02/28/2007 0.041
01/31/2007 0.036
12/29/2006 0.04
11/30/2006 0.04
10/31/2006 0.04
09/29/2006 0.04
08/31/2006 0.04
07/31/2006 0.04
06/30/2006 0.04
05/31/2006 0.04
04/28/2006 0.039
03/31/2006 0.04
02/28/2006 0.04
01/31/2006 0.039
12/30/2005 0.039
11/30/2005 0.039
10/31/2005 0.039
09/30/2005 0.039
08/31/2005 0.039
07/29/2005 0.038
06/30/2005 0.038
05/31/2005 0.039
04/29/2005 0.039
03/31/2005 0.039
02/28/2005 0.039
01/31/2005 0.038
12/31/2004 0.037
11/30/2004 0.038
10/29/2004 0.038
09/30/2004 0.038
08/31/2004 0.038
07/30/2004 0.038
06/30/2004 0.038
05/28/2004 0.038
04/30/2004 0.039
03/31/2004 0.039
02/27/2004 0.04
01/30/2004 0.04
12/31/2003 0.039
11/28/2003 0.039
10/31/2003 0.04
09/30/2003 0.04
08/29/2003 0.039
07/31/2003 0.04
06/30/2003 0.042
05/30/2003 0.042
04/30/2003 0.044
03/31/2003 0.045
02/28/2003 0.021
01/31/2003 0.024
12/31/2002 0.046
11/29/2002 0.023
10/31/2002 0.048
09/30/2002 0.047
08/30/2002 0.048
07/31/2002 0.048
06/28/2002 0.049
05/31/2002 0.024
04/30/2002 0.024
03/28/2002 0.05
02/28/2002 0.05
01/31/2002 0.05
12/31/2001 0.051
11/30/2001 0.05
10/31/2001 0.051
09/28/2001 0.05
08/31/2001 0.051
07/31/2001 0.051
06/29/2001 0.05
05/31/2001 0.051
04/30/2001 0.052
03/30/2001 0.052
02/28/2001 0.053
01/31/2001 0.054
12/29/2000 0.054
11/30/2000 0.054
10/31/2000 0.053
09/29/2000 0.053
08/31/2000 0.053
07/31/2000 0.054
06/30/2000 0.053
05/31/2000 0.053
04/28/2000 0.053
03/31/2000 0.053
02/29/2000 0.052
01/31/2000 0.052
12/31/1999 0.052
11/30/1999 0.05
10/29/1999 0.053
09/30/1999 0.054
08/31/1999 0.05
07/30/1999 0.049
06/30/1999 0.05
05/28/1999 0.05
04/30/1999 0.051
03/31/1999 0.051
02/26/1999 0.053
01/29/1999 0.052
12/31/1998 0.052
11/30/1998 0.054
10/30/1998 0.053
09/30/1998 0.053
08/31/1998 0.054
07/31/1998 0.055
06/30/1998 0.055
05/29/1998 0.055
04/30/1998 0.055
03/31/1998 0.019
03/20/1998 0.038
02/27/1998 0.049
01/30/1998 0.051
12/31/1997 0.051
11/28/1997 0.051
10/31/1997 0.051
09/30/1997 0.051
08/29/1997 0.052
07/31/1997 0.052
06/30/1997 0.052
05/30/1997 0.054
04/30/1997 0.052
03/31/1997 0.053
02/28/1997 0.051
01/31/1997 0.052
12/31/1996 0.054
11/29/1996 0.053
10/31/1996 0.053
09/30/1996 0.053
08/30/1996 0.052
07/31/1996 0.052
06/28/1996 0.051
05/31/1996 0.052
04/30/1996 0.052
03/29/1996 0.053
02/29/1996 0.052
01/31/1996 0.052
12/29/1995 0.053
11/30/1995 0.052
10/31/1995 0.052
09/29/1995 0.052
08/31/1995 0.052
07/31/1995 0.052
06/30/1995 0.052
05/31/1995 0.053
04/28/1995 0.052
03/31/1995 0.053
02/28/1995 0.053
01/31/1995 0.053
12/30/1994 0.053
11/30/1994 0.054
10/31/1994 0.053
09/30/1994 0.052
08/31/1994 0.052
07/29/1994 0.052
06/30/1994 0.052
05/31/1994 0.052
04/29/1994 0.052
03/31/1994 0.053
02/28/1994 0.051
01/31/1994 0.053
12/31/1993 0.055
11/30/1993 0.054
10/29/1993 0.055
09/30/1993 0.056
08/31/1993 0.055
07/30/1993 0.055
06/30/1993 0.058
05/28/1993 0.058
04/30/1993 0.059
03/31/1993 0.061
02/26/1993 0.061
01/29/1993 0.061
12/31/1992 0.061
11/30/1992 0.059
10/30/1992 0.061
09/30/1992 0.062
08/31/1992 0.062
07/31/1992 0.063
06/30/1992 0.063
05/29/1992 0.064
04/30/1992 0.062
03/31/1992 0.064
02/28/1992 0.064
01/31/1992 0.064
12/31/1991 0.064
11/29/1991 0.064
10/31/1991 0.067
09/30/1991 0.065
08/30/1991 0.066
07/31/1991 0.067
06/28/1991 0.067
05/31/1991 0.068
04/30/1991 0.068
03/28/1991 0.068
02/28/1991 0.064
01/31/1991 0.069
12/31/1990 0.069
11/30/1990 0.067
10/31/1990 0.069
09/28/1990 0.07
08/31/1990 0.072
07/31/1990 0.072
06/29/1990 0.071
05/31/1990 0.072
04/30/1990 0.071
03/30/1990 0.072
02/26/1990 0.07
01/30/1990 0.073
12/29/1989 0.074
11/30/1989 0.072
10/30/1989 0.073
09/29/1989 0.073
08/31/1989 0.073
07/31/1989 0.073
06/30/1989 0.075
05/31/1989 0.076
04/28/1989 0.074
03/31/1989 0.076
02/27/1989 0.073
01/31/1989 0.077
12/30/1988 0.077
11/30/1988 0.075
10/31/1988 0.074
09/30/1988 0.075
08/31/1988 0.076
07/29/1988 0.075
06/30/1988 0.075
05/31/1988 0.076
04/29/1988 0.076
03/31/1988 0.078
02/29/1988 0.077
01/29/1988 0.088
12/31/1987 0.071
11/30/1987 0.077
10/30/1987 0.074
09/30/1987 0.075
08/31/1987 0.076
07/31/1987 0.076
06/30/1987 0.078
05/29/1987 0.074
04/30/1987 0.073
03/31/1987 0.076
02/27/1987 0.077
01/30/1987 0.078
12/31/1986 0.081
11/28/1986 0.087
10/31/1986 0.082
09/30/1986 0.081
08/29/1986 0.086
07/31/1986 0.087
06/30/1986 0.085
05/30/1986 0.091
04/30/1986 0.087
03/31/1986 0.098
02/28/1986 0.095
01/31/1986 0.1
12/31/1985 0.099
11/29/1985 0.098
10/31/1985 0.098
09/30/1985 0.094
08/30/1985 0.101
07/31/1985 0.098
06/28/1985 0.097
05/31/1985 0.101
04/30/1985 0.102
03/29/1985 0.105
02/28/1985 0.105
01/31/1985 0.103
12/31/1984 0.107
11/30/1984 0.102
10/31/1984 0.105
09/28/1984 0.104
08/31/1984 0.109
07/31/1984 0.108
06/29/1984 0.103
05/31/1984 0.091

Dividend Growth History for GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS A (CMPGX)

Year
Payout Amount
Year Start Yield
Annual Payout Growth (YoY)
CAGR to 2023
2023 $0.2348 2.64% 65.47% -
2022 $0.1419 1.39% 27.38% 65.47%
2021 $0.1114 1.05% -47.00% 45.18%
2020 $0.2102 2.00% -18.62% 3.76%
2019 $0.2583 2.54% -3.94% -2.36%
2018 $0.2689 2.60% -21.31% -2.68%
2017 $0.3417 3.24% -13.93% -6.06%
2016 $0.397 3.67% 23.68% -7.23%
2015 $0.321 2.90% 4.56% -3.83%
2014 $0.307 2.83% -4.06% -2.94%
2013 $0.32 2.82% -16.45% -3.05%
2012 $0.383 3.39% -4.73% -4.35%
2011 $0.402 3.63% -2.90% -4.38%
2010 $0.414 3.81% -11.35% -4.27%
2009 $0.467 4.43% -4.11% -4.79%
2008 $0.487 4.55% 0.83% -4.75%
2007 $0.483 4.58% 1.05% -4.41%
2006 $0.478 4.51% 2.80% -4.10%
2005 $0.465 4.30% 0.87% -3.72%
2004 $0.461 4.24% 1.32% -3.49%
2003 $0.455 4.07% -10.26% -3.25%
2002 $0.507 4.67% -17.69% -3.60%
2001 $0.616 5.69% -3.30% -4.29%
2000 $0.637 6.17% 3.58% -4.25%
1999 $0.615 5.62% -4.35% -3.93%
1998 $0.643 5.91% 3.38% -3.95%
1997 $0.622 5.98% -1.11% -3.68%
1996 $0.629 5.80% 0.00% -3.58%
1995 $0.629 6.55% 0.00% -3.46%
1994 $0.629 5.85% -8.58% -3.34%
1993 $0.688 6.44% -8.14% -3.52%
1992 $0.749 6.99% -6.02% -3.67%
1991 $0.797 7.84% -6.01% -3.75%
1990 $0.848 8.42% -4.61% -3.82%
1989 $0.889 9.18% -3.58% -3.84%
1988 $0.922 9.22% 1.88% -3.83%
1987 $0.905 8.46% -14.62% -3.68%
1986 $1.06 9.91% -11.74% -3.99%
1985 $1.201 11.89% 44.87% -4.20%
1984 $0.829 8.73% - -3.18%

Dividend Growth Chart for GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS A (CMPGX)

GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS A (CMPGX) Historical Returns And Risk Info

From 06/21/1996 to 06/28/2024, the compound annualized total return (dividend reinvested) of GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS A (CMPGX) is 3.397%. Its cumulative total return (dividend reinvested) is 154.657%.

From 06/21/1996 to 06/28/2024, the Maximum Drawdown of GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS A (CMPGX) is 19.2%.

From 06/21/1996 to 06/28/2024, the Sharpe Ratio of GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS A (CMPGX) is 0.62.

From 06/21/1996 to 06/28/2024, the Annualized Standard Deviation of GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS A (CMPGX) is 4.6%.

From 06/21/1996 to 06/28/2024, the Beta of GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS A (CMPGX) is 0.67.

Last 1 Week* YTD*(2024) 1 Yr 3 Yr 5 Yr 10 Yr 15 Yr 20 Yr Since
06/21/1996		 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2004 2003 2002 2001 2000 1999 1998 1997 1996 1995 1994 1993 1992 1991 1990 1989 1988 1987 1986 1985 1984
Annualized Return(%) -0.2 -1.0 1.7 -3.4 -1.3 0.3 1.5 2.3 3.4 4.6 -12.1 -1.8 2.5 6.2 0.5 1.4 1.4 0.6 4.8 -1.7 4.0 5.8 5.6 7.7 3.6 5.9 4.3 2.0 3.6 1.4 7.7 7.2 10.3 0.1 7.2 9.9 2.5 19.5 -4.9 8.1 6.1 14.7 9.5 13.3 7.3 1.9 9.7 18.8 14.8
Sharpe Ratio NA -0.75 -0.26 -0.77 -0.49 -0.17 NA NA 0.62 0.03 -1.66 -1.11 0.98 2.22 -0.3 0.3 0.53 0.23 2.13 -0.6 2.32 2.11 1.74 2.39 0.44 0.84 0.34 -0.06 0.8 0.22 2.05 1.19 1.68 -0.81 1.1 1.49 -0.17 3.04 -1.22 1.86 0.88 2.92 0.94 1.55 0.46 -0.24 0.93 1.76 2.5
Draw Down(%) NA 4.6 8.0 18.8 19.2 19.2 NA NA 19.2 9.8 16.5 2.5 2.7 0.8 2.4 1.6 3.5 1.5 1.0 4.2 0.6 1.4 3.0 1.3 3.2 2.3 1.8 1.9 3.0 2.8 2.0 3.1 2.4 3.3 1.7 2.8 5.2 2.3 8.0 2.0 2.5 1.3 2.3 2.5 3.4 7.8 2.1 2.2 0.0
Standard Deviation(%) NA 7.1 8.1 7.5 5.9 4.5 NA NA 4.6 8.7 8.2 1.6 2.3 2.1 2.6 2.4 2.3 2.6 2.3 2.9 1.7 2.7 3.2 3.2 6.1 3.5 3.0 2.5 3.3 3.3 3.2 4.2 3.7 3.8 3.6 4.3 5.7 5.1 6.5 3.2 4.2 3.7 4.4 4.9 5.8 8.9 5.9 7.8 7.9
Treynor Ratio NA -0.04 -0.02 -0.05 -0.03 -0.01 NA NA 0.04 0.0 -0.12 -0.05 0.15 0.11 -0.01 0.01 0.03 0.01 0.08 -0.03 0.11 0.13 0.11 0.21 0.04 0.04 0.01 0.0 0.04 0.01 0.13 0.08 0.09 -0.05 0.07 0.07 -0.01 0.17 -0.1 0.16 0.05 0.17 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Alpha NA 0.0 0.0 0.0 -0.01 0.0 NA NA 0.01 0.0 0.0 0.0 0.0 0.01 0.0 0.0 0.0 0.0 0.01 0.0 0.01 0.01 0.01 0.03 -0.02 -0.01 0.0 0.0 0.01 0.0 0.0 0.01 0.0 0.01 0.0 0.0 0.0 0.0 -0.02 0.02 0.0 0.04 NA NA NA NA NA NA NA
Beta NA 1.24 1.28 1.1 0.93 0.82 NA NA 0.67 1.15 1.1 0.36 0.15 0.44 0.77 0.67 0.42 0.49 0.57 0.65 0.35 0.43 0.51 0.36 0.62 0.66 0.78 0.61 0.61 0.53 0.5 0.59 0.72 0.67 0.55 0.93 0.87 0.9 0.76 0.38 0.7 0.65 NA NA NA NA NA NA NA
RSquare NA 0.9 0.9 0.86 0.72 0.68 NA NA 0.44 0.89 0.85 0.46 0.07 0.64 0.7 0.64 0.46 0.67 0.67 0.73 0.41 0.61 0.73 0.59 0.59 0.81 0.9 0.81 0.84 0.76 0.8 0.87 0.81 0.84 0.72 0.92 0.93 0.88 0.63 0.42 0.75 0.05 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Yield(%) N/A 1.1 2.7 1.7 1.8 2.3 2.8 3.2 N/A 2.6 1.4 1.1 2.0 2.5 2.6 3.2 3.7 2.9 2.8 2.8 3.4 3.6 3.8 4.4 4.6 4.6 4.5 4.3 4.2 4.1 4.7 5.7 6.2 5.6 5.9 6.0 5.8 6.5 5.9 6.4 7.0 7.8 8.4 9.2 9.2 8.5 9.9 11.9 8.7
Dividend Growth(%) N/A -58.1 32.9 -19.6 -41.5 -40.4 N/A N/A N/A 65.6 27.2 -47.0 -18.6 -3.9 -21.3 -13.9 23.7 4.6 -4.1 -16.4 -4.7 -2.9 -11.3 -4.1 0.8 1.0 2.8 0.9 1.3 -10.3 -17.7 -3.3 3.6 -4.4 3.4 -1.1 0.0 0.0 -8.6 -8.1 -6.0 -6.0 -4.6 -3.6 1.9 -14.6 -11.7 44.9 N/A

Return Calculator for GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS A (CMPGX)

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GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS A (CMPGX) Historical Return Chart

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GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS A (CMPGX) Rolling Returns Charts

A rolling return for a period such as 5-year, as of a specific date, represents the investment’s performance over the preceding five years leading up to that date. In the 5-year rolling chart, the value on any given date corresponds to the annualized return for the preceding 5 years up to that very date. Thus, for instance, the chart value on 8/28/2015 reflects the annualized return from 8/28/2010 to 8/28/2015. A 5-year rolling return chart for an investment (stock, fund or portfolio) depicts the return sequence of 5-year trailing returns for the dates in the chart.

These rolling returns contrast with the most recent 3, 5, 10, and 15-year returns, as they solely depict the returns for those respective periods leading up to the most recent date, without encompassing every date in the historical record.

Rolling return charts offer a more precise insight into a portfolio’s risk and return stability (including funds or individual stocks). This is particularly true when focusing on the minimal return points within a rolling return chart as a measure of a fund or a portfolio's risk. A well-known observation, often attributed to ‘Murphy’s law’, is that it tends to perform poorly when investors decide to follow an investment due to its recent strong returns. Sound familiar? Information regarding minimum rolling returns could help mitigate this predicament. Investors can opt for an investment showcasing high minimum rolling returns within their preferred holding durations. In fact, merely possessing knowledge of such minimum rolling period returns can anchor investors’ expectations.

For instance, let’s consider an investor who follows a model portfolio (or even simply purchases and holds a fund like VFINX or SPY) for 10 years. Armed with knowledge of this portfolio’s minimum 10-year rolling return since its inception date or the fund’s inception (in the case of VFINX, recognizing that the minimum 10-year rolling return since 1987 could be as low as -2.24%), the investor should reasonably anticipate the potential for the portfolio to incur losses over the forthcoming 10 years.

Minimum rolling return for a period such as 10-year offers a different and often better historical risk and return metric than other popular risk and return metrics such as Sharpe ratio, standard deviation (volatility) or maximum drawdown.

See Portfolio Calculator and Rolling Returns for more detailed description.

From 06/21/1996 to 06/28/2024, the worst annualized return of 3-year rolling returns for GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS A (CMPGX) is -6.39%.
From 06/21/1996 to 06/28/2024, the worst annualized return of 5-year rolling returns for GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS A (CMPGX) is -1.83%.
From 06/21/1996 to 06/28/2024, the worst annualized return of 10-year rolling returns for GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS A (CMPGX) is -0.35%.
From 06/21/1996 to 06/28/2024, the worst annualized return of 20-year rolling returns for GOVERNMENT & HIGH QUALITY BOND FUND F/K/A MORTGAGE SECURITIES FUND CLASS A (CMPGX) is 1.91%.

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