Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| RALEX (GROWTH STRATEGY FUND CLASS E) | NA | -5.20% | 0.88% | 2.96% | 5.66% | 4.12% | 3.60% | 4.40% |
Data as of 07/09/2020, AR inception is 09/16/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RALEX (GROWTH STRATEGY FUND CLASS E) | 09/16/1997 | 07/09/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.72 | -5.20 | 0.88 | 2.96 | 5.66 | 4.12 | 3.60 | 4.40 | -9.46 | 15.64 | -7.56 | 13.76 | 9.58 | -3.59 | 3.44 | 16.26 | 13.29 | -5.54 | 13.89 | 28.85 | -36.13 | 7.04 | 15.58 | 8.37 | 12.94 | 28.56 | -13.87 | -8.31 | -3.86 | 17.96 | 11.69 | -5.56 |
| Sharpe Ratio | NA | -0.25 | -0.01 | 0.16 | 0.41 | NA | NA | 0.20 | -0.54 | 2.06 | -1.04 | 2.58 | 0.84 | -0.31 | 0.41 | 1.93 | 1.26 | -0.29 | 0.89 | 1.23 | -1.15 | 0.31 | 1.33 | 0.79 | 1.40 | 2.46 | -0.94 | -0.76 | -0.53 | 1.42 | 0.60 | -1.28 |
| Standard Deviation(%) | NA | 24.20 | 15.27 | 13.61 | 12.95 | NA | NA | 14.83 | 33.11 | 6.90 | 8.56 | 5.10 | 11.16 | 11.55 | 8.30 | 8.43 | 10.61 | 19.43 | 15.49 | 23.37 | 32.26 | 13.17 | 9.27 | 7.86 | 8.58 | 11.34 | 15.86 | 14.13 | 14.98 | 10.36 | 13.88 | 16.57 |
| Draw Down(%) | NA | 30.06 | 30.06 | 30.06 | 30.06 | NA | NA | 52.01 | 30.06 | 4.45 | 14.48 | 1.63 | 9.72 | 12.25 | 7.68 | 7.09 | 10.64 | 19.86 | 12.41 | 23.59 | 46.86 | 8.85 | 9.27 | 5.41 | 7.61 | 10.36 | 24.22 | 22.51 | 11.94 | 7.81 | 19.89 | 11.39 |
| Yield(%) | 0.00 | 6.51 | 6.06 | 5.11 | 4.64 | 4.19 | 3.58 | 4.27 | 0.32 | 6.84 | 6.15 | 6.49 | 5.27 | 1.31 | 2.35 | 2.02 | 1.77 | 1.30 | 2.22 | 2.63 | 6.27 | 7.96 | 5.74 | 2.03 | 1.89 | 1.50 | 1.05 | 3.10 | 6.76 | 5.07 | 2.84 | 3.07 |
Data as of 07/09/2020, AR inception is 09/16/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RALEX (GROWTH STRATEGY FUND CLASS E) |
-13.75%
Feb 2006 - Feb 2009 |
-4.60%
Feb 2004 - Feb 2009 |
-0.45%
Feb 1999 - Feb 2009 |
3.39%
Aug 2000 - Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RALEX (GROWTH STRATEGY FUND CLASS E) |
21.44%
Feb 2009 - Feb 2012 |
16.97%
Feb 2009 - Feb 2014 |
10.29%
Feb 2009 - Feb 2019 |
7.52%
Jan 2003 - Jan 2018 |
Annualized Rolling Returns Comparison Chart