Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| REASX (U.S. CORE EQUITY FUND CLASS I) | NA | 2.80% | 5.28% | 10.97% | 5.45% | 7.35% | 5.53% | … | … |
Data as of 08/18/2017, Common starting date is 10/15/1981
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| REASX (U.S. CORE EQUITY FUND CLASS I) | 10/15/1981 | 08/18/2017 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | 1993 | 1992 | 1991 | 1990 | 1989 | 1988 | 1987 | 1986 | 1985 | 1984 | 1983 | 1982 | 1981 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -9.80 | 2.80 | 5.28 | 10.97 | 5.45 | 7.35 | 5.53 | … | … | -1.23 | 11.46 | 0.59 | 11.75 | 32.00 | 15.90 | -2.95 | 15.55 | 29.66 | -41.81 | 10.65 | 13.75 | 7.83 | 11.59 | 29.23 | -22.45 | -14.49 | -10.52 | 19.03 | 25.12 | 28.25 | 9.84 | 22.36 | -3.93 | 2.00 | 1.90 | 22.80 | -13.45 | 18.90 | 13.94 | -26.03 | 5.28 | 28.80 | -10.00 | 17.50 | 21.82 | 3.15 |
| Sharpe Ratio | NA | 0.16 | 0.34 | 0.79 | 0.24 | NA | NA | … | … | -0.16 | 0.80 | 0.04 | 0.97 | 2.80 | 1.13 | -0.12 | 0.81 | 1.05 | -1.01 | 0.45 | 0.93 | 0.52 | 0.93 | 1.69 | -0.93 | -0.50 | -0.63 | 0.88 | 1.02 | 1.39 | 0.38 | 1.42 | -0.66 | -0.01 | -0.05 | 1.22 | -1.14 | 0.86 | 0.60 | -0.79 | 0.06 | 1.45 | -0.85 | 1.16 | 0.75 | 0.90 |
| Standard Deviation(%) | NA | 14.20 | 14.98 | 13.71 | 21.92 | NA | NA | … | … | 16.10 | 14.12 | 15.74 | 12.05 | 11.41 | 14.19 | 24.84 | 19.09 | 28.20 | 42.21 | 16.83 | 11.14 | 10.64 | 11.43 | 16.86 | 25.27 | 34.18 | 23.49 | 17.78 | 21.14 | 17.64 | 16.01 | 12.97 | 10.60 | 12.14 | 11.21 | 15.35 | 16.51 | 15.08 | 15.05 | 37.99 | 15.91 | 16.07 | 20.00 | 9.60 | 18.53 | 8.19 |
| Draw Down(%) | NA | 11.29 | 15.56 | 15.56 | 57.22 | NA | NA | … | … | 11.29 | 11.95 | 12.18 | 8.57 | 5.74 | 12.21 | 21.98 | 16.44 | 26.21 | 52.39 | 9.72 | 9.51 | 6.78 | 8.93 | 13.15 | 31.88 | 32.95 | 18.25 | 12.85 | 24.02 | 10.87 | 13.06 | 11.58 | 9.57 | 8.31 | 9.13 | 10.22 | 20.13 | 13.34 | 6.96 | 37.92 | 9.19 | 10.30 | 20.42 | 5.35 | 8.83 | 1.72 |
| Yield(%) | 0.00 | 10.22 | 14.00 | 12.43 | 6.75 | 7.93 | 5.98 | … | … | 0.51 | 11.23 | 20.80 | 16.71 | 0.96 | 1.34 | 1.01 | 1.04 | 1.09 | 1.15 | 10.23 | 5.92 | 5.29 | 1.03 | 0.90 | 0.58 | 0.88 | 3.21 | 11.83 | 8.86 | 26.70 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/18/2017, Common starting date is 10/15/1981
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REASX (U.S. CORE EQUITY FUND CLASS I) |
-16.73%
Mar 2000 – Mar 2003 |
-6.48%
Feb 2004 – Feb 2009 |
-3.91%
Feb 1999 – Feb 2009 |
2.21%
Feb 1994 – Feb 2009 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REASX (U.S. CORE EQUITY FUND CLASS I) |
25.06%
Mar 1997 – Mar 2000 |
21.95%
Feb 2009 – Feb 2014 |
12.22%
Sep 1990 – Sep 2000 |
9.39%
Jun 1984 – Jun 1999 |
Annualized Rolling Returns Comparison Chart