Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RCLEX (CONSERVATIVE STRATEGY FUND CLASS E) | NA | 2.20% | 2.63% | 2.96% | 3.67% | 3.67% | 3.85% | … | … |
Data as of 07/09/2020, Common starting date is 12/18/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RCLEX (CONSERVATIVE STRATEGY FUND CLASS E) | 12/18/1997 | 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 (%) | 0.13 | 2.20 | 2.63 | 2.96 | 3.67 | 3.67 | 3.85 | … | … | -0.58 | 9.52 | -2.66 | 5.30 | 5.25 | -1.64 | 3.81 | 2.67 | 8.30 | 1.76 | 9.52 | 20.05 | -15.41 | 5.47 | 6.38 | 2.73 | 4.42 | 7.98 | 1.82 | 3.98 | 5.90 | 5.33 | 7.69 | -1.09 |
| Sharpe Ratio | NA | 0.15 | 0.27 | 0.43 | 0.75 | NA | NA | … | … | -0.11 | 3.62 | -1.63 | 2.62 | 1.28 | -0.43 | 1.42 | 0.82 | 3.19 | 0.35 | 2.23 | 2.87 | -1.86 | 0.68 | 1.10 | 0.23 | 1.21 | 2.43 | 0.21 | 0.43 | 0.38 | 0.66 | 1.31 | -3.17 |
| Standard Deviation(%) | NA | 9.65 | 5.86 | 5.09 | 4.38 | NA | NA | … | … | 13.26 | 2.24 | 2.45 | 1.79 | 3.92 | 3.86 | 2.67 | 3.21 | 2.60 | 4.95 | 4.23 | 6.96 | 8.74 | 3.61 | 2.81 | 2.42 | 2.88 | 2.99 | 3.42 | 3.90 | 4.94 | 3.21 | 3.33 | 10.39 |
| Draw Down(%) | NA | 15.20 | 15.20 | 15.20 | 15.20 | NA | NA | … | … | 15.20 | 0.71 | 4.48 | 0.91 | 2.62 | 4.68 | 2.07 | 4.27 | 2.04 | 4.82 | 2.61 | 8.71 | 21.89 | 1.83 | 1.66 | 1.71 | 3.22 | 2.09 | 3.60 | 3.12 | 2.55 | 2.33 | 3.60 | 1.89 |
| Yield(%) | 0.00 | 3.00 | 3.05 | 4.51 | 4.13 | 4.09 | 4.05 | … | … | 0.00 | 3.64 | 3.17 | 2.98 | 4.93 | 9.97 | 4.54 | 3.19 | 3.25 | 2.22 | 4.00 | 4.52 | 4.45 | 5.57 | 6.07 | 2.98 | 2.11 | 2.20 | 3.56 | 4.56 | 5.29 | 6.15 | 3.93 | 0.98 |
Data as of 07/09/2020, Common starting date is 12/18/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RCLEX (CONSERVATIVE STRATEGY FUND CLASS E) |
-3.79%
Feb 2006 – Feb 2009 |
-0.99%
Feb 2004 – Feb 2009 |
2.16%
Feb 1999 – Feb 2009 |
3.23%
Mar 2005 – Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RCLEX (CONSERVATIVE STRATEGY FUND CLASS E) |
13.51%
Feb 2009 – Feb 2012 |
9.77%
Feb 2009 – Feb 2014 |
5.95%
Feb 2009 – Feb 2019 |
4.77%
Jan 1998 – Jan 2013 |
Annualized Rolling Returns Comparison Chart