Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| PRRDX (REAL RETURN FUND D) | NA | 0.73% | 0.55% | -0.66% | 2.75% | 3.98% | NA | … | … |
Data as of 03/23/2018, Common starting date is 04/29/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| PRRDX (REAL RETURN FUND D) | 04/29/1998 | 03/23/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.09 | 0.73 | 0.55 | -0.66 | 2.75 | 3.98 | NA | … | … | -1.64 | 3.79 | 4.36 | -3.15 | 3.01 | -9.40 | 8.82 | 11.13 | 7.13 | 17.00 | -6.85 | 11.13 | -0.17 | 2.13 | 8.71 | 8.02 | 16.44 | 8.24 | 13.03 | 5.32 | 4.14 |
| Sharpe Ratio | NA | -0.03 | 0.04 | -0.18 | 0.36 | NA | NA | … | … | -2.85 | 0.84 | 0.91 | -0.58 | 0.68 | -1.49 | 1.96 | 1.73 | 1.09 | 1.97 | -0.67 | 1.32 | -0.69 | -0.03 | 1.26 | 1.00 | 3.22 | 1.21 | 2.35 | 0.66 | 0.74 |
| Standard Deviation(%) | NA | 3.43 | 4.35 | 4.98 | 6.47 | NA | NA | … | … | 2.86 | 3.74 | 4.57 | 5.53 | 4.39 | 6.35 | 4.51 | 6.42 | 6.45 | 8.59 | 11.58 | 6.07 | 5.23 | 5.06 | 6.12 | 7.27 | 4.75 | 4.87 | 3.74 | 2.96 | 3.81 |
| Draw Down(%) | NA | 2.48 | 6.46 | 11.92 | 18.67 | NA | NA | … | … | 2.40 | 2.12 | 4.28 | 6.94 | 4.25 | 11.92 | 2.16 | 3.82 | 5.94 | 5.94 | 19.51 | 4.01 | 4.34 | 3.46 | 6.00 | 7.39 | 4.63 | 5.39 | 2.11 | 1.20 | 2.40 |
| Yield(%) | 0.00 | 2.18 | 1.15 | 1.50 | 3.05 | 4.13 | 5.19 | … | … | 0.08 | 2.20 | 0.74 | 0.62 | 3.47 | 1.23 | 4.73 | 7.18 | 1.81 | 2.74 | 6.98 | 7.82 | 3.71 | 5.66 | 6.42 | 8.06 | 5.53 | 6.64 | 8.48 | 6.70 | 3.99 |
Data as of 03/23/2018, Common starting date is 04/29/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PRRDX (REAL RETURN FUND D) |
-3.31%
Dec 2012 – Dec 2015 |
-0.73%
Feb 2013 – Feb 2018 |
2.48%
Feb 2008 – Feb 2018 |
3.74%
Feb 2003 – Feb 2018 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| PRRDX (REAL RETURN FUND D) |
14.21%
Nov 2008 – Nov 2011 |
10.87%
Mar 1999 – Mar 2004 |
7.93%
Jun 1998 – Jun 2008 |
7.10%
May 1998 – May 2013 |
Annualized Rolling Returns Comparison Chart