Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| REAYX (U.S. CORE EQUITY FUND CLASS Y) | NA | 12.64% | 16.90% | 13.21% | 5.31% | NA | NA | 2.29% |
Data as of 05/04/2015, AR inception is 06/09/2000
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| REAYX (U.S. CORE EQUITY FUND CLASS Y) | 06/09/2000 | 05/04/2015 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.05 | 12.64 | 16.90 | 13.21 | 5.31 | NA | NA | 2.29 | 2.38 | 11.84 | 32.12 | 16.03 | -2.87 | 15.60 | 29.75 | -42.29 | 0.45 | 7.67 | 2.58 | 10.50 | 28.21 | -23.06 | -15.38 | -9.12 |
| Sharpe Ratio | NA | 1.07 | 1.34 | 0.78 | 0.20 | NA | NA | 0.05 | 0.58 | 0.98 | 2.81 | 1.14 | -0.12 | 0.81 | 1.05 | -1.02 | -0.13 | 0.36 | 0.04 | 0.84 | 1.63 | -0.95 | -0.83 | -0.94 |
| Standard Deviation(%) | NA | 11.95 | 12.57 | 16.97 | 22.01 | NA | NA | 21.02 | 12.67 | 12.04 | 11.40 | 14.17 | 24.91 | 19.11 | 28.20 | 42.19 | 19.69 | 12.18 | 11.35 | 11.44 | 16.89 | 25.33 | 21.60 | 21.01 |
| Draw Down(%) | NA | 8.55 | 8.55 | 21.97 | 61.20 | NA | NA | 61.20 | 3.69 | 8.55 | 5.74 | 12.20 | 21.97 | 16.46 | 26.18 | 52.77 | 14.92 | 9.49 | 6.96 | 9.31 | 13.11 | 32.21 | 30.43 | 19.31 |
| Yield(%) | 0.00 | 15.95 | 8.40 | 6.19 | 2.88 | 1.57 | 1.18 | 1.68 | 0.00 | 16.85 | 1.09 | 1.49 | 1.10 | 1.08 | 1.14 | 0.45 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 05/04/2015, AR inception is 06/09/2000
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REAYX (U.S. CORE EQUITY FUND CLASS Y) |
-20.37%
Feb 2006 - Feb 2009 |
-10.50%
Feb 2004 - Feb 2009 |
-4.74%
Aug 2000 - Aug 2010 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| REAYX (U.S. CORE EQUITY FUND CLASS Y) |
24.29%
Feb 2009 - Feb 2012 |
22.06%
Feb 2009 - Feb 2014 |
5.68%
Mar 2003 - Mar 2013 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart