Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RBLEX (BALANCED STRATEGY FUND CLASS E) | NA | -4.10% | 0.70% | 2.65% | 5.09% | 4.15% | 4.03% | … | … |
Data as of 07/09/2020, Common starting date is 09/16/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RBLEX (BALANCED 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 | Common | 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 (%) | -0.70 | -4.10 | 0.70 | 2.65 | 5.09 | 4.15 | 4.03 | … | … | -7.99 | 13.68 | -6.27 | 10.21 | 8.75 | -2.48 | 4.37 | 11.99 | 12.26 | -3.01 | 13.13 | 26.58 | -29.92 | 6.77 | 12.84 | 6.83 | 10.92 | 21.83 | -7.48 | -4.06 | 0.36 | 11.81 | 11.67 | -2.98 |
| Sharpe Ratio | NA | -0.25 | -0.03 | 0.18 | 0.47 | NA | NA | … | … | -0.57 | 2.30 | -1.30 | 2.36 | 1.00 | -0.29 | 0.66 | 1.79 | 1.56 | -0.21 | 1.13 | 1.51 | -1.30 | 0.39 | 1.33 | 0.79 | 1.49 | 2.67 | -0.79 | -0.66 | -0.32 | 0.88 | 0.87 | -1.13 |
| Standard Deviation(%) | NA | 19.55 | 12.14 | 10.70 | 10.02 | NA | NA | … | … | 26.82 | 5.34 | 5.85 | 4.08 | 8.54 | 8.67 | 6.64 | 6.66 | 7.91 | 14.45 | 11.53 | 17.60 | 23.73 | 9.67 | 7.18 | 5.92 | 6.72 | 7.93 | 10.82 | 9.90 | 11.54 | 9.81 | 9.57 | 11.67 |
| Draw Down(%) | NA | 26.44 | 26.44 | 26.44 | 26.44 | NA | NA | … | … | 26.44 | 3.27 | 11.62 | 1.45 | 7.30 | 9.54 | 5.76 | 6.40 | 7.79 | 15.02 | 8.86 | 19.02 | 39.38 | 6.41 | 6.92 | 3.96 | 6.67 | 6.78 | 15.99 | 15.19 | 8.27 | 5.95 | 13.72 | 7.63 |
| Yield(%) | 0.00 | 4.13 | 4.91 | 5.96 | 5.14 | 4.63 | 4.25 | … | … | 0.63 | 3.81 | 5.40 | 5.94 | 8.07 | 9.12 | 2.47 | 1.84 | 2.42 | 1.77 | 3.20 | 3.42 | 5.50 | 7.65 | 5.74 | 2.54 | 2.12 | 2.64 | 2.26 | 3.50 | 7.04 | 5.33 | 4.51 | 2.44 |
Data as of 07/09/2020, Common starting date is 09/16/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RBLEX (BALANCED STRATEGY FUND CLASS E) |
-10.46%
Feb 2006 – Feb 2009 |
-3.13%
Feb 2004 – Feb 2009 |
0.77%
Feb 1999 – Feb 2009 |
3.63%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RBLEX (BALANCED STRATEGY FUND CLASS E) |
19.42%
Feb 2009 – Feb 2012 |
15.08%
Feb 2009 – Feb 2014 |
9.19%
Feb 2009 – Feb 2019 |
6.84%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart