Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| RCLUX (CONSERVATIVE STRATEGY FUND CLASS R4) | NA | 8.79% | -0.51% | 1.45% | 2.30% | NA | NA | … | … |
Data as of 12/11/2024, Common starting date is 10/02/2014
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| RCLUX (CONSERVATIVE STRATEGY FUND CLASS R4) | 10/02/2014 | 12/11/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.44 | 8.79 | -0.51 | 1.45 | 2.30 | NA | NA | … | … | 5.73 | 7.68 | -13.88 | 3.24 | 5.56 | 9.57 | -2.55 | 5.69 | 5.43 | -1.51 | 1.16 |
| Sharpe Ratio | NA | 0.94 | -0.49 | -0.05 | 0.19 | NA | NA | … | … | 0.45 | 0.64 | -1.83 | 0.86 | 0.54 | 3.53 | -1.58 | 2.81 | 1.33 | -0.40 | 1.48 |
| Standard Deviation(%) | NA | 5.48 | 6.83 | 7.06 | 5.43 | NA | NA | … | … | 5.36 | 6.38 | 8.41 | 3.73 | 9.79 | 2.29 | 2.49 | 1.80 | 3.94 | 3.84 | 3.24 |
| Draw Down(%) | NA | 3.26 | 18.34 | 19.00 | 19.00 | NA | NA | … | … | 3.26 | 7.02 | 18.34 | 1.82 | 14.63 | 0.82 | 4.38 | 0.80 | 2.63 | 4.66 | 1.60 |
| Yield(%) | 0.00 | 1.97 | 3.46 | 3.12 | 3.83 | 2.59 | 1.94 | … | … | 1.06 | 1.56 | 1.99 | 6.56 | 2.18 | 3.77 | 3.30 | 3.35 | 5.11 | 10.13 | 4.05 |
Data as of 12/11/2024, Common starting date is 10/02/2014
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RCLUX (CONSERVATIVE STRATEGY FUND CLASS R4) |
-2.81%
Sep 2019 – Sep 2022 |
-0.62%
Sep 2017 – Sep 2022 |
2.23%
Nov 2014 – Nov 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| RCLUX (CONSERVATIVE STRATEGY FUND CLASS R4) |
6.09%
Dec 2018 – Dec 2021 |
4.80%
Feb 2016 – Feb 2021 |
2.23%
Nov 2014 – Nov 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart