Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| REAEX (U.S. CORE EQUITY FUND CLASS E) | NA | -4.21% | 4.44% | 6.53% | 10.42% | 6.47% | 4.24% | … | … |
Data as of 07/09/2020, Common starting date is 07/01/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| REAEX (U.S. CORE EQUITY FUND CLASS E) | 07/01/1999 | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.00 | -4.21 | 4.44 | 6.53 | 10.42 | 6.47 | 4.24 | … | … | -12.61 | 29.05 | -8.44 | 20.73 | 11.08 | 0.06 | 11.32 | 31.57 | 15.53 | -3.20 | 15.28 | 29.27 | -41.93 | 10.43 | 13.51 | 7.54 | 11.35 | 28.92 | -22.36 | -14.66 | -10.70 | 5.59 |
| Sharpe Ratio | NA | -0.14 | 0.15 | 0.29 | 0.56 | NA | NA | … | … | -0.50 | 2.25 | -0.61 | 2.92 | 0.77 | 0.00 | 0.94 | 2.77 | 1.10 | -0.13 | 0.79 | 1.03 | -1.01 | 0.44 | 0.92 | 0.50 | 0.91 | 1.67 | -0.93 | -0.80 | -0.63 | 0.24 |
| Standard Deviation(%) | NA | 34.60 | 22.72 | 19.71 | 17.99 | NA | NA | … | … | 46.56 | 12.29 | 15.97 | 6.92 | 14.12 | 15.74 | 12.04 | 11.38 | 14.21 | 24.83 | 19.11 | 28.21 | 42.20 | 16.81 | 11.11 | 10.63 | 11.41 | 16.91 | 25.27 | 21.60 | 23.43 | 34.22 |
| Draw Down(%) | NA | 36.91 | 36.91 | 36.91 | 36.91 | NA | NA | … | … | 36.91 | 7.47 | 20.79 | 2.86 | 12.00 | 12.19 | 8.60 | 5.78 | 12.24 | 22.09 | 16.61 | 26.21 | 52.49 | 9.71 | 9.54 | 6.80 | 9.03 | 13.18 | 31.76 | 30.23 | 18.30 | 16.82 |
| Yield(%) | 0.29 | 1.47 | 13.98 | 12.94 | 13.73 | 8.53 | 5.65 | … | … | 0.50 | 1.76 | 27.87 | 14.54 | 10.83 | 20.39 | 16.27 | 0.57 | 0.85 | 0.74 | 0.76 | 0.83 | 0.95 | 9.96 | 5.68 | 5.06 | 0.78 | 0.66 | 0.69 | 0.69 | 3.02 | 9.55 |
Data as of 07/09/2020, Common starting date is 07/01/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REAEX (U.S. CORE EQUITY FUND CLASS E) |
-16.81%
Mar 2000 – Mar 2003 |
-6.71%
Feb 2004 – Feb 2009 |
-2.44%
Aug 2000 – Aug 2010 |
2.86%
Aug 2000 – Aug 2015 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REAEX (U.S. CORE EQUITY FUND CLASS E) |
23.90%
Feb 2009 – Feb 2012 |
21.61%
Feb 2009 – Feb 2014 |
14.93%
Feb 2009 – Feb 2019 |
9.60%
Jan 2003 – Jan 2018 |
Annualized Rolling Returns Comparison Chart